LINEST Function Calculation Using Only VBA

May 7, 2005

I can do least squares fitting utilizing LINEST and a worksheet. (See attachment.)

I would like to do the same calculations entirely within VBA.

I can specify the values as arrays within VBA :

Sub linest2VBA()
'
' linest2VBA Macro
'
' Keyboard Shortcut: Ctrl+Shift+A
'
Dim dXvalSqd(4), dXval(4), dYval(4), dFirstRegStat As Double
Dim i As Integer
Second Question:

Is there a way to get the remaining regression statistics within VBA by referencing only the three arrays: dXvalSqd, dXval, and dYval?

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I've looked on excel help but it only explains on how the function selects data.

how to the values are calculated and the steps?

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X variables are in Row 2, Columns A:E

The following formula is returning a #VALUE! error: .....

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Dec 31, 2007

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Only the Y range in column K changes and then the formula automaticly recalculates the regression parameters. However sometimes the range of valid data changes with each new update so currently K8 to K50 contains valid values and so the formula works. But if the range of valid data now ends at say K45, and the remaining rows (K46- K450) contains #DIV/0!. In this case the formula does not work and I need to go in manualy into K3 and reselect the range to get it to work (in the baove case to =LINEST(K8:K45,M8:N45,TRUE,TRUE)

Is there anyway I can get the formula to update the range (the number of rows to use) in the calculation automaticly so I don't have to go into the formula in K3 and change the range manually everytime the data changes? Basicly I like to use all rows in column K (from K8 to K50) where there is a values and ignore cells with #DIV/0!

I'm guessing the easiest way to do this would be to set up a dynamic range of some sort that feeds into the linest array function so that the end row reference for columns K and M & N changes depending on where the first #DIV/0! occurs in column K.

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I'm using Excel 2003 and I'm trying to make my LINEST function and the source cells for a scatter graph use the cell range specified in another cell in the document. I figured out that it was simple to do the following:

I250 contains: 10, shows: 10
I251 contains: ="I"&I250, shows I10

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i'm sure this seems simple, but i just can't get it because if for instance their first gross fee is $12,000, i don't know how to have it calculate the first $10,000 at 60% and the last $2,000 at 65%.

ps.. my excel sheet is set up as follows:
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row h, gross fees
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I put in excel an employees gross fees for a month,, their commission calculation is based on the following scheudule, for which i'd love an easy calculation, function, code etc. for..

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Jun 19, 2008

I have a table something like this (much bigger in reality)

1 5
2 10
5 15
7 #N/A
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12 25

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Jan 22, 2009

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c(nFix - j) = WorksheetFunction.Index(WorksheetFunction.LinEst(inpv, Application.Power(inps, Array(1, 2))), 1)

b(nFix - j) = WorksheetFunction.Index(WorksheetFunction.LinEst(Range(Vc), Application.Power(Range(SPd), Array(1, 2))), 1, 2)

a(nFix - j) = WorksheetFunction.Index(WorksheetFunction.LinEst(Range(Vc), Application.Power(Range(SPd), Array(1, 2))), 1, 3)

As you can see for c I am referring to inpv and inps these are arrays. I have tried using inpv(), etc but no luck

b and a work great, here I am reffering to ranges Vc and SPd. As I am going through this a lot of times it seems rather inelegant not to be able to do the whole thing in vba - i would rather not use the dump to spreadsheet then pick up again approach!

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X Y
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2.5 500
5.0 890
7.5 1290
10.0 1800

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Example:

'- A B C D E

1) 80 63 9 3 26
2) 80 63 9 3 21
3) 74 65 7 2 30
4) 74 65 7 2 20
5) 63 65 9 3 16

=LINEST(A1:A5,KNOW_X'S,TRUE,TRUE)
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I have built a user defined function called: portAlpha.

Code:
Function portAlpha(assetCode As String, indexCode As String) As Double

Dim assetCol As Long
Dim indexCol As Long
Dim assetData As Range
Dim indexData As Range

With Sheets("Data")

[Code] ......

I am struggling to get this to work though. Everytime I step over this piece of code:

Code:
portAlpha = Application.WorksheetFunction.LinEst(Range("M4:M63"), Range("N4:N63"), 1, 1)

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I have hardcoded the range into the formula just to try and get it to work. Eventually this will be two variables and will look like this:

Code:
portAlpha = Application.WorksheetFunction.Index(Application.WorksheetFunction.LinEst(assetData, indexData, 1, 1),1, 1)

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D
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