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"The Time Series Forecast indicator is based on the trend of a
security's price over a specified time period. The trend is determined by
calculating a linear regression trendline using the "least squares fit"
method. The least squares fit technique fits a trendline to the data in
the chart by minimizing the distance between the data points and the linear
regression trendline. Any point along the Time Series Forecast is
equal to the ending value of a Linear Regression trendline plus its slope.
For example, the ending value of a Linear Regression trendline (plus its slope)
that covers 10 days will have the same value as a 10-day Time Series
Forecast. This differs slightly from the Linear Regression indicator (see
Linear Regression Indicator) in that the Linear Regression indicator does not
add the slope to the ending value of the regression line. This makes the
TSF a bit more responsive to short term price changes. If you plot the TSF
and the Linear Regression indicator side-by-side, you'll notice that the TSF
hugs the prices more closely than the Linear Regression indicator.
Rather than plotting a straight Linear Regression trendline,
the Time Series Forecast indicator plots the ending values of multiple Linear
Regression trendlines. The resulting Time Series Forecast indicator is
sometimes referred to as a "moving linear regression" study or a "regression
oscillator.""
I use it as a type of moving average or smoother of other
indicators. Sometimes.
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Cathy
Finnegan
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 21, 2002 5:54
PM
Subject: RE: [amibroker] Re: Time Series
Forecast
This
looks interesting! I just plotted it,,, What's it supposed
to ..er.. indicate.. show.. do??
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>cathy
<FONT face=Tahoma
size=2>-----Original Message-----From: CS
[mailto:csaxe@xxxx]Sent: Sunday, April 21, 2002 8:42
PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxx; <A
href="">pacific5_au@xxxxSubject:
Re: [amibroker] Re: Time Series Forecast
See if this gets through.
T1=7; //Periods
Y=C; //array
<FONT
color=#0000ff>TSF=LinRegSlope(Y,T1)+((T1*Sum(Cum(1)*Y,T1)-Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-
<FONT
color=#0000ff>(Sum(Cum(1),T1)^2))*Cum(1)+(MA(Y,T1)-MA(Cum(1),T1)*(T1*Sum(Cum(1)*Y,T1)-
<FONT
color=#0000ff>Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-(Sum(Cum(1),T1)^2))));
GraphXSpace=2;
Graph0=TSF;
Graph1=Y;
Title="Time Series Forecast
Periods="+WriteVal(T1);
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=pacific5_au@xxxx
href="">pacific5_au
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 21, 2002 5:08
PM
Subject: [amibroker] Re: Time Series
Forecast
Hi CSThanks for your post. Unfortunately the
file is empty 0 kb when down loaded. Could you plse re-up the file as
a zip file or just post the code text. (a Yahoo
situation.)Many thankspacific--- In <A
href="">amibroker@xxxx..., "CS" <<A
href="">csaxe@xxxx...> wrote:>
-CS> ----- Original Message ----- >
From: Owen Davies > To: <A
href="">amibroker@xxxx... > Sent:
Sunday, April 21, 2002 8:25 AM> Subject: [amibroker]
Time Series Forecast> > > Has anyone
coded this Metastock indicator for AmiBroker?>
According to the Equis Help description, it's the end point
of> the linear regression line plus the slope.
Not something I'm> competent enough to produce forAB,
alas.> > Thanks.> >
Owen Davies> > > Your use of Yahoo!
Groups is subject to the Yahoo! Terms of
Service.Your use of Yahoo! Groups is subject
to the Yahoo! Terms of
Service. Your use of Yahoo! Groups is
subject to the Yahoo! Terms of
Service. Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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