Time Series 2 Time Series 1 R 2 = 1 Perfectly correlated TS2=5*cos(2*t) TS1=cos(2*t)
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Time Series 2 Time Series 1 R 2 = 1 Perfectly correlated TS2=5*cos(2*t) TS1=cos(2*t)
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21-Dec-2015 -
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Transcript of Time Series 2 Time Series 1 R 2 = 1 Perfectly correlated TS2=5*cos(2*t) TS1=cos(2*t)
Which linear fit minimizes the error in a least squares sense?
AB
C
Hint, what is the fractionof the variance explainedimplied by each fit?
R2= a12 x’2
y’2