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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » r squared crossing standard error indicator

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investit
Posted : Wednesday, July 22, 2009 4:15:48 PM
Gold Customer Gold Customer

Joined: 7/13/2007
Posts: 28

Please see the R-Squared (R^2) topic for improved syntax in TC2000 v17+.

Hi,
        I'm wondering if it's possible to locate crossovers of r-squared line with standard error line for a 32 day period linear regression. If there's a PCF for such a scenario I would be grateful if you could please supply it. Also would there be a different PCF for downward moving r-squared crossing below standard error versus an upward moving r-squeared crossing above standard error

                                                                                                                                                      Thanks,
                                                                                                                                                                  Marty
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Bruce_L
Posted : Wednesday, July 22, 2009 4:46:27 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 The Need help writing a PCF for r-squared topic covers the creation of formulas for R-Squared and Standard Error. We would need to know the periods to help you create any of these formulas (be it for raw values, directionality or crossovers). That said, if you were to Plot these as Custom Indicators, they would not be Plotted on the same scale and any formulas created to identify crossovers would identify crossovers of their actual Values and not the visible crossovers that would occur between the Custom Indicators.
-Bruce
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