Skip to content

LINEARREG_INTERCEPT

Summary

Returns the y-intercept (b) of the least-squares regression line fitted over the last optInTimePeriod values. Part of the linear-regression family (LINEARREG, SLOPE, ANGLE, TSF).

Formula

Fit y = b + m·x over the window with x = bars-ago (x=0 is the current bar, x=period-1 the oldest). With SumX = period(period-1)/2, SumXSqr = period(period-1)(2·period-1)/6, Divisor = SumX² − period·SumXSqr: m = (period·SumXY − SumX·SumY) / Divisor b = (SumY − m·SumX) / period ← output

Inputs

  • inReal — Input series to regress

Outputs

  • outReal — Intercept b of the fitted line at each bar

Parameters

  • optInTimePeriod — Window length of the regression

Implementation

TA-Lib Definition: linearreg_intercept.c · linearreg_intercept.yaml

Native File
C ta_LINEARREG_INTERCEPT.c
Rust linearreg_intercept.rs
Java Core.java

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Linear Regression Intercept

See Also

LINEARREG · LINEARREG_SLOPE · LINEARREG_ANGLE · TSF