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 time-variant (array). |
EXAMPLE | Plot( Close, "Price", colorBlue, styleCandle ); Plot( TSF(close,5), "Time Series Forecast", colorRed ); |
SEE ALSO |
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 ); |
The TSF function is used in the following formulas in AFL on-line library:
See updated/extended version on-line.