TSF
- time series forecast

Statistical functions
(AFL 2.2)


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 time-variant (array).

EXAMPLE Plot( Close, "Price", colorBlue, styleCandle );
Plot( TSF(close,5), "Time Series Forecast", colorRed );  
SEE ALSO

Comments:

Nigel Rowe

2003-04-30 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 );

References:

The TSF function is used in the following formulas in AFL on-line library:

More information:

Updated on-line reference