Calculates a model by means of the Non-Linear Regression method. It is included in the Regression group.
To apply the method:
Select several series in the data table.
Click the Regression button on the Calculations ribbon tab.
Select the Non-Linear Regression option in the drop-down list of the button.
The Calculation Options dialog box appears:
Non-linear regression calculation options setup includes several steps:
If a formula is set correctly, clicking the OK button closes the Calculation Options dialog box. A calculated series named Non-Linear Regression(<Explanatory_Series_List>) and containing the calculation results is added to the data table. For example:
To view a non-linear regression formula, go to the Equation side panel tab.
To change basic calculation options (output series and confidence limits relevance), use the Parameters tab in the side panel.
Set method parameters:
Output Series. Specify the series for saving output results.
Confidence Limits Relevance. Set the significance level of confidence limits for a forecast series. Available values range: [0; 1]. The default value is 0.95.
To set up parameters of autofit of coefficient value used on method calculation, use the Estimation Parameters tab on the side panel:
Set non-linear regression estimation parameters:
Calculation Accuracy. Select accuracy of equation calculation. Minimum value is 0.00001. The default value is 0.0001.
Maximum Number of Iterations. Set the maximum number of iterations, during which non-linear regression coefficients estimations should be obtained. A great number of iterations gives the highest calculation accuracy but it takes more time. Minimum value is 1. The default value is 500.
Estimation Method. Use the drop-down list to select the estimation method for non-linear regression coefficients.
Use Default Initial Approximations. By default the checkbox is selected and initial approximations of equation coefficients set by default are used. If the checkbox is deselected, the initial approximations specified by user are used.
Use Analytical Derivatives. Selecting this checkbox increases calculation accuracy by calculating analytical derivatives for the non-linear regression equation.
See also: