Investment Studio > Expressions > Functions > Statistical > STEYX

float steyx(float array known_ys, float array known_xs)

Returns the standard error (estimated standard deviation) of the values in known_ys, assuming that they are linearly dependent on the values in known_xs.

known_ys and known_xs contain y(x) pairs. Arrays with different dimensions are allowed as long as they all have the same number of elements (e.g. 2 x 3 and 3 x 2 arrays). Corresponding elements are determined by order of appearance (reading from left to right, top to bottom).

All array elements are converted to float, with exclusion if conversion fails.

Important: the standard error reported here is NOT a valid estimate of the error in a y value computed from a linear least square fit to known_ys and known_xs! See linest for details.

Example

=steyx({1, 2, 3, 4}, {5, 3, 7, 1})

returns 1.44913767461894.

See also confidence, correl, forecast, growth, intercept, linest, logest, rsq, slope, trend.