TSF

Statistical functions 
SYNTAX  TSF(ARRAY, periods) 
RETURNS  ARRAY 
FUNCTION  Calculates time series forecast indicator (similar to LinearReg
but differs by the value of lin reg slope) The function accepts periods parameter that can be constant as well as timevariant (array). 
EXAMPLE  Plot( Close, "Price", colorBlue, styleCandle ); Plot( TSF(close,5), "Time Series Forecast", colorRed ); 
SEE ALSO 
Nigel Rowe 20030430 06:03:00  TSF is exactly the estimate of LinearReg for the NEXT DAY. (it is calculated as LinearReg PLUS LinRegSlope * 1 (bar)) Plot(LinearReg(Close, 10 )+LinRegSlope(Close, 10), "Forecast for tommorrow", colorRed ); Plot(TSF(Close, 10 ), "Forecast for tommorrow 2", colorBlue ); 
The TSF function is used in the following formulas in AFL online library:
See updated/extended version online.