Forecasts - Moving Average
main topic      

The fitted value at time t is the uncentered moving average at time t -1. The forecasts are the fitted values at the forecast origin. If you forecast 10 time units ahead, the forecasted value for each time will be the fitted value at the origin. Data up to the origin are used for calculating the moving averages.

You can use the linear moving average method by performing consecutive moving averages. This is often done when there is a trend in the data. First, compute and store the moving average of the original series. Then compute and store the moving average of the previously stored column to obtain a second moving average.

In naive forecasting, the forecast for time t is the data value at time t -1. Using moving average procedure with a moving average of length one gives naive forecasting.

See [1], [4], and [6] for a discussion.