Re: Time Series Forecast Formula

["VonHef"]

Hi Robert,
 What version of MetaStock are you using? The reason I ask
is that 6.5 has the TSF built-in. Here is the format to use it:
                             tsf( DATA ARRAY, PERIODS )
Would this work for you?

  Best wishes,
      Adam Hefner.
VonHef@xxxxxxxxxxxxx

---------------------------------------
----- Original Message -----
From: Robert Lambert 
To: 
Sent: Tuesday, May 11, 1999 9:07 AM
Subject: Time Series Forecast Formula


> All:
>
> I would like to know if the following formula (taken from Equis
> website) is actually the formula for the Time Series Forecast, or a
> modified formula which is simply using the Time Series Forecast as part
> of it's computation.
>
> I'm asking because I'd like to setup a Time Series Forecast of an
> indicator as a crossover trigger, rather than use a moving average. So,
> if I plug an indicator into the below referenced formula( in place of
> the close value), will this particular formula actually give me the
> Time Series Forecast of the indicator, or will it give me something
> modified?
>
> Thanks in advance for feedback.
>
>
>
> The End Point Moving Average was introduced in the October 95 issue of
> Technical Analysis of Stocks & Commodities in the article "The End
> Point Moving Average", by Patrick E. Lafferty.
> The exact formula for the End Point Moving average is as follows:
>
> ( 14 * Sum( Cum( 1 ) * C,14 ) - Sum( Cum( 1 ),14) * Sum( C,14) ) / (14
> * Sum( Pwr( Cum( 1 ),2),14 ) - Pwr( Sum( Cum( 1 ),14 ),2 ) ) * Cum( 1 )
> + (Mov(C,14,S) - Mov( Cum( 1 ),14,S) * (14 * Sum( Cum( 1 ) * C,14) -
> Sum( Cum( 1 ),14 ) * Sum( C,14) ) / (14 * Sum( Pwr( Cum( 1 ),2 ),14) -
> Pwr( Sum( Cum( 1 ),14 ),2 ) ) )
>
> The above formula plots the last value of a linear regression line of
> the previous 14 periods. The Time Series Forecast takes this value and
> the slope of the regression line to forecast the next day and then
> plots this forecasted price as today's value.
>
>
>
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