Jan & Brook, I'm not certain, but I think this will do what you are looking for. I don't know what the results mean, but the logic seems correct.
//Slope, Linear Regression Formula, by Bob Jagow
output = "linregslope.lst";
issuetype common;
Daystoload = 50; //needed for R2 bug!!!
integer i,j, S, Sx, Sxx;
float b,b1, Sxy, Sy;
b1:=0; // only initialized first time
for j = 0 to -10 step -1
DO
// reset all variables at stat of next loop
S := 14;
Sx := 0;
Sxx := 0;
Sxy := 0;
Sy := 0;
for i = j+(1 - S) to j do
Sx := Sx + i;
Sy := Sy + close(i); //kills println wo d2ld
Sxx := Sxx + i*i;
Sxy := Sxy + i*close(i); //kills println wo d2ld
//Sxy := Sxy + i*close(0);
next i;
b := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
if
j<0 and // eliminate first pass thru loop
b< b1
then
println symbol,",", date(i),",",close(0):8:2,",",b:8:4;
b1:=b; // save current for next test
else
b1:=b; // must alway set ot last day's val
endif;
next j; |
