time series 2 time series 1 r 2 = 1 perfectly correlated ts2=5*cos(2*t) ts1=cos(2*t)
Post on 21-Dec-2015
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TRANSCRIPT
Which linear fit minimizes the error in a least squares sense?
AB
C
Hint, what is the fractionof the variance explainedimplied by each fit?
R2= a12 x’2
y’2