I was looking to recreate Excel's trend function in Python and found the C# answer (How do I recreate an Excel formula which calls TREND() in C#?). Using this, I recreated in Python. Thought I'd post in case it was useful to anyone else.
Python implementation:
def LeastSquaresValueAtX(points, knownX, xBar, x):
'''
Gets the value at a given x using the line of best fit
(least square method) to determine the equation
'''
slope = SlopeOfPoints(points, knownX, xBar)
yIntercept = YInterceptOfPoints(points, xBar, slope)
return (slope * x) + yIntercept
def SlopeOfPoints(points, knownX, xBar):
'''
Gets the slope for a set of points using the formula:
m=sum(x-avg(x)(y-avg(y))/sum(x-avg(x))**2
'''
yBar=dividend=divisor=0.0
for i in points:
yBar=yBar+i
yBar=yBar/5
for j in points:
kx = knownX.pop()
dividend+=((kx-xBar)*(j-yBar))
divisor+=((kx-xBar)**2)
return dividend / divisor
def YInterceptOfPoints(points, xBar, slope):
'''
Gets the y-intercept for a set of points using the formula:
b-avg(y)-m(avg(x))
'''
yBar =0.0
for i in points:
yBar=yBar+i
yBar=yBar/5
return yBar - (slope * xBar)
def test(knownX, t):
if t==1: return LeastSquaresValueAtX([4,13,10,22,20],[2011,2010,2009,2008,2007],2009,2012)
if t==2: return LeastSquaresValueAtX([7,20,26,29,23],knownX, 2009,2012)
if t==3: return LeastSquaresValueAtX([6,5,4,3,7], knownX, 2009,2012)
print test([2011,2010,2009,2008,2007], 1)##26.1
print test([2011,2010,2009,2008,2007], 2)##33.3
print test([2011,2010,2009,2008,2007], 3)##5.0
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