Forcasting Next Bar

["phoon.usinet" <phoon@xxxxxxxxxxxxx>]

Does anyone have Easy Language code that computes a Time Series Forecast of
the close of the next bar?

I know that Trade Station has built in code for a linear regression
forecast, and that they somewhat misleadingly refer to this as a "Time
Series Forecast".

Such a forecast is not nearly as good as other methods that are out there.

I am looking for what is referred to as "auto-regressive moving average", or
simple ARIMA Box-Jenkins models programmed in Easy Language code for
forecasting the next close.

This has been done in various statistical packages:

For example, I have an older SAS Institute book entitled, "SAS System for
Forecasting Time Series", which describes both the mathematics of simple
auto-regression and auto-regressive moving average models, and how to run
these models in the SAS statistical package system.

Any chance ARIMA has been programmed in Easy Language?

Alternatively, have you found other forecasting approaches useful in systems
design?

Post on the list or contact me at phoon@xxxxxxxxxxxxx