Hello
I use regstats to fit a nonlinear trend. I just check as an example the firt using a linear fit with regstats. X is my time series (length = 2000).. I used s=regstats([1:2000],X,'linear').
Then I am surprised that s.yhat is … non linear while the fitted value (a straight line in my case) is retrieven accurately using fit=s.beta(1)*[1:2000]+s.beta(2);
So what is exactly s.yhat ?
Thanks in advance
Vincent
Best Answer