Double Moving Average

Predictor uses the following equations for the double moving average method:

(Level) Lt = 2 * Mt – Mt'

(Trend) formula for double moving average trend

(Fit) Ft = Lt-1 + Tt-1

(Forecast for period m) Ft+m = Lt + m*Tt

Where the parameters are:

p—Order of moving average

Mt—First order moving average for period t

Mt'—Second order moving average for period t

Note:

First fit is available from period (2*p-1).