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Has anyone looked at the system in this link:
http://www.newmarketsoftware.com/spotlight.htm
It has a very impressive track record - but then, what system promoted
on the web doesn't? - but I've been trying to work out what it does.
The link takes you to a little animated demonstration.
At first, I thought it looked a bit like Drummond's PLDot and then I
thought it's using projections so I experimented a bit with MAs and
Least Squares MAs but couldn't quite put together anything that seems to
work.
Can anyone tie it down a bit more accurately?
Ian
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