Regression analysis: is there a way to calculate a rolling standard error for regression coefficient by using a single function?

Hello - let's assume I want to calculate a rolling R-squared, so I would have something like =RSQ(A1:A10;B1:B10). Now, I need to calculate a rolling standard deviation for the slope coefficient. I'm wondering if there is a function that does this? Otherwise
I will need to manually calculate the variance of the regression errors, which is impractical with a large data series (i.e. many rolling figures if I want to use windows of 10 data points each time).
Thank you!

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Is there a way to find a rolling standard deviation?

Hello,
I am currently taking a large amount of data points, and recording 1 out of every 1000 points to a spreadsheet, and saving the latest 1000 points taken to record to a spreadsheet when the program has finished. I would like to be able to know the overall standard deviation of all the points (approximately 36000000 data points, of which I will only record 36000), but I will not be saving all the data points. Is there a way to approximate the standard deviation (of all the points, not just the ones I record)?
I know that I can find the exact mean by continuously summing and then dividing by the number of points taken. I also know that if the mean remains constant, I can start with a standard deviation, find the sum of the residuals squared, and add the new residual for each data point. The problem is that the mean is changing, so each time a new data point is added, the residuals for all the earlier points are also changed.
I'm sorry if this is more of a math problem than a coding issue, but I thought perhaps there would be a way to approximate it in LabVIEW.
Thanks
Solved!
Go to Solution.

Broken Arrow wrote:
What about the Point by Point SD VI?
Well, that's exactly what the OP did not want...
(quote: I would like to be able to know the overall standard deviation of all the points (approximately 36000000 data points, of which I will only record 36000), but I will not be saving all the data points. Is there a way to approximate the standard deviation (of all the points, not just the ones I record)?)
However, you can use the standard_deviation_ptbypt to get the global value without much memory impact by setting the sample lenght to zero.
Of course my example can be futher simplified as attached. (The earlier version was a verbatim translation of the article). Modify as needed. I also added the ptbypt version. You can look at the code of the ptbypt version, it's quite similar (look for the "infinite horizon" case). Personally, I prefer to use a size=3 array instead of multiple scalar shift registers.
LabVIEW Champion . Do more with less code and in less time .
Attachments:
RunningSD1.vi ‏31 KB

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Regression analysis: is there a way to calculate a rolling standard error for regression coefficient by using a single function?

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