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Category
Multi-Bar Functions
Description
Standard error of predicted vs. actual values in a regression
Syntax
StdErr(expr, {expr2,} count)
Parameters
expr - data series formula (Y values)
expr2 - optional second data series formula (X values -- a linear series from 1 to count is used if omitted)
count - lookback period
Notes
For each value in the expr data series formula, the Slope and YInt are calculated for count values.
Each expr value is then compared to the predicted value of that point on the line thus defined.
The StdError is the square root of the sum of squared differences between actual expr values and LinReg predictions.
This function is equivalent to =STEYX in Excel.
Example
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