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.