Tag Archives: Linest

Weighted Least Squares Regression, using Excel, VBA, Alglib and Python

Least squares linear regression in Excel is easy.  That’s what the Linest and Trend functions do.  That is, they find the coefficients of a straight line (or higher dimension shape) so that the sum of the squares of the distances of … Continue reading

Posted in AlgLib, Curve fitting, Excel, Link to Python, Maths, Newton, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , | Leave a comment

Using Linest for non-linear curve fitting, examples, hints and warnings

Since I wrote Using LINEST for non-linear curve fitting in 2011 it has been by far the most popular post on this blog.  This post (in response to a recent question) provides some more detailed guidance on how to apply the function … Continue reading

Posted in Curve fitting, Excel | Tagged , , , , , , | 3 Comments

Using LinEst() on data with gaps

A comment on Using LINEST for non-linear curve fitting asked if it was possible to use the function on data with gaps.  There are several options: Copy and sort the data to remove the gaps. Use the chart trendline function Use … Continue reading

Posted in Arrays, Excel, UDFs, VBA | Tagged , , , , | 20 Comments

ALGLIB linear and polynomial fitting functions

As promised here: Fitting high order polynomials this post presents details of four Excel User Defined Functions (UDFs) linking with ALGLIB functions for least squares fitting of linear and polynomial functions.  The new functions are: AL_Linest: AL_LinestCW: AL_PolyFit: and AL_PolyFitCW: These functions have been added … Continue reading

Posted in AlgLib, Excel, Maths, Newton, UDFs, VBA | Tagged , , , , , , | 2 Comments

Fitting high order polynomials

This post is a follow up to Using LINEST for non-linear curve fitting and the following comments from Scott Rogers and Lori Miller.  Scott found that he was getting different results from Linest and the xy chart trend line for polynomials of … Continue reading

Posted in AlgLib, Charts, Excel, Maths, Newton, UDFs, VBA | Tagged , , , , , , , , | 27 Comments

Using LINEST for non-linear curve fitting

Update 28 June 2015:  Also see Using Linest for non-linear curve fitting examples, hints, and warnings for more examples of fitting exponential and polynomial curves using LinEst. A frequent question on internet forums everywhere is how to do a least squares fit … Continue reading

Posted in Charts, Excel, Maths, Newton | Tagged , , , , , | 69 Comments

Chart Trend Lines and the Linest Function

At the Mr Excel discussion forum the output of the worksheet function Linest(), compared with chart trend lines raised a question, where it is said that in Excel 2007 the trend line gives different (and incorrect) coefficients for a polynomial curve … Continue reading

Posted in Excel, Maths | Tagged , , , , | 1 Comment