Least Squares Moving Average

The Least Squares Moving Average first calculates a least squares regression line over the preceding time periods, then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued.

The Least Squares Moving Average is also known as an Endpoint Moving Average, a Time Series Moving Average or a Time Series Forecast.

See also Exponential MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3.

Formula:




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