My recollection is that the chart is slightly more accurate for very
ill-conditioned polynomials such as
http://groups.google.com/groups?selm...enetserver.com

I am not party to the code used by the chart polynomial trendline (if I
were I would probably be enjoined by NDA from discussing it). It is
possible that makes use of the fact that the model is a polynomial,
which would be inappropriate for the more general LINEST function. At
this point, I would be thrilled to get a LINEST that is not subject to
the cancellation problems inherent in forming the normal equations
(pre-2003) and does not mistakenly zero part of the solution.

Jerry

Harlan Grove wrote:

Jerry W. Lewis wrote...
...

Limited testing suggests that when there are coefficients that are exactly
zero, coefficients OTHER THAN THE ASSUMED INTERCEPT TERM (apparently
calculated by subtraction at the center of data) are correct. If you
subtract off the fitted cubic and linear terms from the OP's y-data and then
fit a quadratic (with intercept) without a linear term, then you get the
correct missing coefficients.


You've already acknowledged that Microsoft reinvented the wheel here.
It's almost funny that they seem to have come up with yet another
approach not as good as the one they use in chart trendlines. Or do you
mean that XL2003 LINEST is more accurate than chart trendlines for the
coefficients it happens to get right on the first pass?