Class RegressionResult

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A class that encapsulates the result of simple linear regression.

public class RegressionResult

Inheritance

object

RegressionResult

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

Count

Gets the number of observations.

public int Count { get; }

Property Value

int

Date

Gets the date associated with this result, if any.

public DateTime Date { get; }

Property Value

DateTime

FStat

Gets the F statistic.

public double FStat { get; }

Property Value

double

Intercept

Gets the intercept (alpha) of the regression.

public RegressionCoefficient Intercept { get; }

Property Value

RegressionCoefficient

RSquared

Gets the R-squared.

public double RSquared { get; }

Property Value

double

Slope

Gets the slope (beta) of the regression.

public RegressionCoefficient Slope { get; }

Property Value

RegressionCoefficient

StdErrEstimate

Gets the standard error of the estimate.

public double StdErrEstimate { get; }

Property Value

double

Methods

GetPredicted(TimeSeries)

Returns a timeseries of the predicted dependent values based on the specified timeseries of independent or x variables.

public TimeSeries GetPredicted(TimeSeries independentObservations)

Parameters

independentObservations TimeSeries

Returns

TimeSeries

GetPredicted(double)

Returns the predicted dependent or y variable for based on the specified independent or x variable.

public double GetPredicted(double independentObservation)

Parameters

independentObservation double

Returns

double

GetResidual(TimeSeries, TimeSeries)

Returns the residual between the specified dependent or y variable and the predicted value based on the specified independent or x variable.

public TimeSeries GetResidual(TimeSeries dependentObservations, TimeSeries independentObservations)

Parameters

dependentObservations TimeSeries

independentObservations TimeSeries

Returns

TimeSeries

GetResidual(double, double)

Returns the residual between the specified dependent or y variable and the predicted value based on the specified independent or x variable.

public double GetResidual(double dependentObservation, double independentObservation)

Parameters

dependentObservation double

independentObservation double

Returns

double

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string