21/10/13

Polynomial regression

Polynomial regression. How can I fit my X, Y data to a polynomial using LINEST? As can be seem from the trendline in the chart below, the data in A2:B5 fits a third order polynomial. You wish to have the coefficients in worksheet cells as shown in A15:D15 or you wish to have the full LINEST statistics as in A17:D21
Note: when the data is in rows rather than columns the array for the powers of x must be a row array. This is achieved by the use of semi-colons as separator. For example =LINEST(ystuff, xstuff^{1;2;3})

For convenience, the ranges A2:A5 and B2:B5 have been named "x" and "y" respectively. Select A15:D15 (you need four columns for the three coefficients plus the intercept), enter the formula =LINEST(y, x^{1, 2, 3}) and press SHIFT+CTRL+ENTER. If you wish to work without range names, use =LINEST(B2:B5,A2:A5^{1, 2, 3}). For the full statistics, select a range of 5 rows by 4 columns, use the formula =LINEST(y, x^{1, 2, 3}, , TRUE) and complete it with SHIFT+CTRL+ENTER.

LINEST may be used to fit data to other functions:

Function Logarithmic Power Exponential base b Exponential base e Expression y = a Ln(x) + b y = axb y = ab x y = aex or y = a exp(x) Excel formula =LINEST(y-values, LN(x-values)) Gives a and b =LINEST(LN(y-values), LN(x-values)) Gives Ln(a ) and b =LINEST(LN(y-values), x) Gives Ln (a) and Ln (b) =LINEST(LN(y-values), x) Gives Ln (a) and b

For details see http://www.tushar-mehta.com/excel/tips/trendline_coefficients.htm

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Polynomial regression

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