How to calculate error in trend?

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SONI SONI 2015-5-12

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评论： Star Strider 2015-5-13

I have estimated slope from least square method. Now I need to calculate error of this slope at 95% confidence interval. kindly suggest me a MATLAB code in this regard. I'll be thankful remaining you.

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Brendan Hamm 2015-5-12

编辑：Brendan Hamm 2015-5-12

Are you using the fitlm function in the Statistics and Machine Learning Toolbox or polyfit/ polyval? Please provide an example of what you have done, so that it is easier to help you.

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Star Strider 2015-5-12

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If you used polyfit, I strongly recommend polyparci!

If you used another method, you need to specify the function or other code you used. It is not possible to answer your Question otherwise.

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SONI SONI 2015-5-13

Yes you are right 'regls_E' returns slope value of time series and 'stats_E' returns p-value of this slope value. I need to calculate error value of this slope value. How would I coding in order to get error value ?

Star Strider 2015-5-13

在 MATLAB Online 中打开

Unfortunately, regress is not going to give you the covariance matrix, and you need it to compute the standard errors. I would use fitlm instead, since it will give you the output you want.

If you must use regress, you can calculate the standard errors as:

x = randi(10, 10, 1);                       % Create Data
y = randi(100, 10, 1);                      % Create Data
X = [ones(10,1) x];                         % Design Matrix
[b,bint,r,rint,stats] = regress(y,X);       % Estimate Parameters
rvar = r'*r/(size(X,1)-length(b));          % Residual Variance
covb = rvar./(X'*X);                        % Covariance Matrix
SE = sqrt(diag(covb));                      % Standard Errors