Hi Marco,

Thank you so much. This is exactly what I was looking for. You are awesome.

Hi,

this function might be useful:

nlm[d_, data_] := NonlinearModelFit[data, Evaluate[Sum[Subscript[a, i] x^i, {i, 0, d}]], Evaluate[Table[Subscript[a, i], {i, 0, d}]], x] 

d is the dimension of the polynomial and data is the list of points.

Here's an interactive interface:

M = 10; data = RandomReal[1, M];Manipulate[
Show[ListPlot[data, PlotStyle -> Red], Plot[Evaluate[Normal[NonlinearModelFit[data, Evaluate[Sum[Subscript[a, i] x^i, {i, 0, d}]], 
Evaluate[Table[Subscript[a, i], {i, 0, d}]], x]]], {x, 0, M + 1}, PlotRange -> All ]], {d, 0, 10}]

Some of the Evaluate functions are redundant. The thing looks like this:

Cheers,

Marco