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TS prescision - question - non-linear regression



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I have always wondered about non-linear regression ever since I heard it
mentioned some where on the Internet.

First. does anyone have a easy language function for non-linear regression
that they wouldn't mind sharing?

Second, if linear Regression is least squares, is non-linear regression most
squares?

Third, is non-linear regression useful to any of you traders out there?

Prosper