# linearTimeTrend

Syntax

linearTimeTrend(X, window)

Please see TA-Lib Functions for the parameters and windowing logic.

Details

Calculate the moving linear regression for X. Return a tuple with 2 elements, alpha (the Linear regression intercept LINEARREG_INTERCEPT) and beta (the linear regression slope LINEARREG_SLOPE).

Examples

```\$ x = 3 3 5 7 8 9 10 11 15 13 12 11 10
\$ print linearTimeTrend(x,3)
([,,2.666666666666666,3,5.166666666666667,7,8,9,9.5,12,14.833333333333333,13,12],[,,1,2,1.5,1,1,1,2.5,1,-1.5,-1,-1])
```
```\$ n = 10
\$ t = table(09:00:00 + 1..n as time, rand(`A`B, n) as sym, rand(100.0, n) as val1, rand(1000..2000, n) as val2)
\$ select time, sym, linearTimeTrend(val1, 3) as `alpha`beta from t
```

time

sym

alpha

beta

09:00:01

B

09:00:02

A

09:00:03

A

85.0844

-30.0688

09:00:04

B

49.3461

7.3621

09:00:05

B

30.4248

28.3589

09:00:06

A

83.106

-7.7515

09:00:07

B

78.4412

-17.7575

09:00:08

A

56.8575

4.4732

09:00:09

A

53.8492

-6.0653

09:00:10

A

61.7888

-4.5586