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Moving
Averages - Time Series
Description
The
time series moving average is calculated using
linear regression techniques.
Rather than plotting a straight linear
regression line, a time series moving average
plots the last point of the line.
It does this using the specified number of
periods for each day.
The individual points are then connected
together with a line to form a time series moving
average.
This
moving average is sometimes referred
to as a "moving linear
regression" study or a "regression
oscillator."
For
information on calculating linear regression using
the least squares method (the basis behind time
series moving averages), refer to any basic
statistics book.
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