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Hello,
Last post on this forum about AR model, Spectral analysis, Burg, MEM...
(will continue on amibroker-ts).
For those interrested by this topic i just post my work.
Keywords: Prediction future datas, Spectrum plotting, Dominant Cycles
Extractor
There is no dll needed so you can test it (AR_Prediction.afl).
http://www.amibroker.com/library/detail.php?id=764
Thanks a lot Fred, i included your PolyFit function. I hope there is no pbl
(in case of i can cut it from the code as you like).
Many parameters, so now i have to play a little with it : ))
Cheers,
Mich
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