DETREND=PRICES+LINREG

Posted By: Zheka

DETREND=PRICES+LINREG - 08/19/20 17:01

Even though the manual states that with DETREND= PRICES the prices are "corrected by the average price slope", it does look like "end-point flattening" is actually used (plotting corrected prices shows that).

Would be great to be able to detrend by a linear regression.
Posted By: jcl

Re: DETREND=PRICES+LINREG - 08/21/20 09:40

What is end-point flattening?
Posted By: Zheka

Re: DETREND=PRICES+LINREG - 08/21/20 09:43

Turning the curve so that the starting point and ending points are equal.
Posted By: jcl

Re: DETREND=PRICES+LINREG - 08/21/20 09:52

So you don't want them to be equal?
Posted By: Zheka

Re: DETREND=PRICES+LINREG - 08/21/20 09:58

I do not want detrending to depend on a single (ending) data point.
I want to have an option to detrend based on an linear regression line - which seems a more robust approach.
Posted By: jcl

Re: DETREND=PRICES+LINREG - 08/21/20 10:54

Thanks, understood.
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