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From Graham Smith <>
Subject Basic Maths Help
Date Mon, 13 Jul 2009 16:25:03 GMT

I'm hoping that someone with a bit more maths knowledge than I have can help
me with my current problem. I've got a data set that contains the daily
closing price for a number of different stocks. What I want to do is find an
equation that fits those points and then use it to predict the future price.

In the past I've written an application that did a simple least squares
linear regression (what is handled by the SimpleRegression class I believe)
e.g. finding a line of best fit with the formula y = mx + c. What I need now
is something that can give me a formula of y = ax^n + bx^n-1 .... mx + c
where I can choose n, the number of terms.

I think this can be handled by general least squares but the simple case I
implemented in the past was already pushing my understanding of maths. Is
this what the GLSMultipleLinearRegression class does? If so what do I need
to read up on to understand it?

Many thanks,

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