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r-squared
r-squared translation

· To: <quotes-plus@xxxxxxxxxxx>, <metastock@xxxxxxxxxxxxx>
· Subject: r-squared translation
· From: "Peter E. Gialames" <investor@xxxxxxxxxxxxx>
· Date: Thu, 30 Mar 2000 16:23:33 -0500
· Importance: Normal
· In-Reply-To: <004101bf9856$3e1a8cc0$d4118ad1@xxxxxxx>
· Reply-To: metastock@xxxxxxxxxxxxx
· Sender: owner-metastock@xxxxxxxxxxxxx

The following is the formula for Metastocks r-squared:

r-squared

Pwr(Corr(Cum(1),C,14,0),2)

 

e-w-r-squared.gif
I am familiar with the 'Pwr' function but am unfamiliar with the 'Corr' and 'Cum' functions (help doesn't help much).

The way I read this is: you square the formula 'Corr(Cum(1),C,14,0)', but have no idea how to construct the formula in mathematical terms.

Any help would be appreciated,
Peter Gialames
Source / From: TOP
http://purebytes.com/archives/metastock/

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