Financial Statistics

Financial Linear Regression

Fit an ordinary least-squares line and inspect slope, intercept, fit and an entered scenario.

Your numbers

Sample inputs are illustrative. Changing currency changes labels only.

Your result

Preparing the sample calculation…

Shared links include your entered amounts. Saved scenarios stay in this tab only.

How to use this calculator

  1. Enter predictor observations, response observations, predictor for fitted estimate.
  2. Choose a display currency, then select Calculate. Results also update after a brief pause while you edit.
  3. Read the result with the assumptions below. Export details or save a second scenario to compare your choices.

Formula and method

Slope = Sxy/Sxx; intercept = mean(y)−slope×mean(x); R² = 1−SSE/Syy.

Assumptions and limitations

Use your own matching-period observations. These descriptive calculations are not forecasts, investment advice or a national dataset. Lists accept up to 100 comma-separated numbers; do not enter thousands separators. A fitted value is not a guaranteed forecast. Constant predictor or response series are rejected.

Worked example

For the sample inputs shown above, financial linear regression produces a first result of approximately 2. The assumptions below explain what this result represents.

What the result means

Fit an ordinary least-squares line and inspect slope, intercept, fit and an entered scenario.

Common questions

How is the calculation performed?

Slope = Sxy/Sxx; intercept = mean(y)−slope×mean(x); R² = 1−SSE/Syy.

What does the model leave out?

Use your own matching-period observations. These descriptive calculations are not forecasts, investment advice or a national dataset. Lists accept up to 100 comma-separated numbers; do not enter thousands separators. A fitted value is not a guaranteed forecast. Constant predictor or response series are rejected.

Methodology and transparency

Calculation specification reviewed on 2026-10-14. Mathematical implementation is tested against independent reference fixtures. This does not imply review by a licensed financial professional. Read the testing and precision policy.

Background reference: www.itl.nist.gov — financial method. FinanceMath implements its own calculator.