How to calculate linear regression between two time series and remove?
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I want to calculate the following between two time series:
R^2, slope, intercept , p, q,
and if possible q^hat
I know how to get r^2 for the whole timeseries but I would like to get this as a timeseries of coefficients.
I need the slope, P and the intercept in order to calculate q^hat (if it is not possible to get directly using a function) so that I can remove the relationship trend between two time series from one timeseries, like what is done using FERRET here: http://ferret.pmel.noaa.gov/static/FAQ/analysis/regressions.html
So far, I only know of 'corrcoef' which I can use to get R^2 and 'regression' to get the slope.
Can anyone help me?
thanks, Michael
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