Ordinary Least Squares

This linear regression calculator fits y = mx + b to paired data by minimizing the sum of squared residuals. The slope is the covariance of x and y divided by the variance of x; the intercept centers the line through the means.

Goodness of Fit

Pearson's r measures the strength and direction of the linear association, and R² = r² reports the share of variance explained. The standard error of the estimate quantifies typical prediction error around the fitted line.

Forecasting

Enter an x value to get the model's prediction. Inside the observed range this is a reliable interpolation; beyond it, the line extrapolates under the assumption the trend persists — useful for trendlines, but verify the assumption before acting on far-out forecasts.