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Technical Studies Reference

Time Series Forecast

The Time Series Forecast study calculates and displays the sum of the Moving Linear Regression and the Linear Regressive Slope studies. Refer to the documentation in those studies for an explanation of the notation used here.

Let \(X\) be a random variable denoting the Input Data Input, and let \(n\) denote the Length Input. Then the Time Series Forcast at Index \(t\) is denoted as \(TSF_t(X,n)\), and it is computed for \(t \geq n - 1\) as follows.

\(TSF_t(X,n) = MLR_t(X,n) - LRS_t(X,n)\)



The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.

Open it through File >> Open Spreadsheet.


*Last modified Monday, 03rd October, 2022.