Most investors have probably never heard of the R-Squared Growth Rate. And even fewer know what it means. (Ten years ago, you could count me as one of them.) But, now I do. I want you to know too. So ...
The R-squared value is a statistical measure that compares the movement of a fund against that of its benchmark index. The R-squared value ranges from 0 to 1. A value closer to 1 indicates that the ...
If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...
Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation coefficient is effective for capturing linear dependence, it can be entirely powerless for ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...
The conventional R-squared measure is inappropriate for all models that the TSCSREG procedure estimates using GLS since a number outside the 0-to-1 range may be produced. Hence, a generalization of ...