Commit ab4c58dc authored by GoshaZotov's avatar GoshaZotov

add FORECAST.LINEAR formula

parent ca282ea8
......@@ -58,7 +58,7 @@
cFormulaFunctionGroup['Statistical'] = cFormulaFunctionGroup['Statistical'] || [];
cFormulaFunctionGroup['Statistical'].push(cBINOM_DIST_RANGE, cCHISQ_TEST, cCOVARIANCE_P,
cCOVARIANCE_S, cF_TEST, cFORECAST_ETS, cFORECAST_ETS_CONFINT, cFORECAST_ETS_SEASONALITY, cFORECAST_ETS_STAT,
cFORECAST_LINEAR, cHYPGEOM_DIST, cMODE_MULT, cMODE_SNGL, cNEGBINOM_DIST, cNORM_DIST, cNORM_INV, cNORM_S_DIST,
cHYPGEOM_DIST, cMODE_MULT, cMODE_SNGL, cNEGBINOM_DIST, cNORM_DIST, cNORM_INV, cNORM_S_DIST,
cNORM_S_INV, cPERMUTATIONA, cPHI, cPOISSON_DIST, cQUARTILE_EXC, cQUARTILE_INC, cSKEW_P, cSTDEV_P, cSTDEV_S,
cT_TEST, cVAR_P, cVAR_S, cWEIBULL_DIST, cZ_TEST);
cFormulaFunctionGroup['Financial'] = cFormulaFunctionGroup['Financial'] || [];
......@@ -74,7 +74,7 @@
cFormulaFunctionGroup['NotRealised'].push(cDAYS, cISOWEEKNUM, cBITAND, cBITLSHIFT, cBITOR, cBITRSHIFT, cBITXOR,
cERF_PRECISE, cERFC_PRECISE, cDBCS, cUNICHAR, cUNICODE, cBINOM_DIST_RANGE, cCHISQ_TEST,
cCOVARIANCE_P, cCOVARIANCE_S, cF_TEST, cFORECAST_ETS, cFORECAST_ETS_CONFINT, cFORECAST_ETS_SEASONALITY,
cFORECAST_ETS_STAT, cFORECAST_LINEAR, cHYPGEOM_DIST, cMODE_MULT, cMODE_SNGL, cNEGBINOM_DIST, cNORM_DIST,
cFORECAST_ETS_STAT, cHYPGEOM_DIST, cMODE_MULT, cMODE_SNGL, cNEGBINOM_DIST, cNORM_DIST,
cNORM_INV, cNORM_S_DIST, cNORM_S_INV, cPERMUTATIONA, cPHI, cPOISSON_DIST, cQUARTILE_EXC, cQUARTILE_INC, cSKEW_P,
cSTDEV_P, cSTDEV_S, cT_TEST, cVAR_P, cVAR_S, cWEIBULL_DIST, cZ_TEST, cPDURATION, cRRI, cAGGREGATE, cMUNIT,
cFORMULATEXT, cISFORMULA, cSHEET, cSHEETS);
......@@ -331,18 +331,6 @@
cFORECAST_ETS_STAT.prototype = Object.create(cBaseFunction.prototype);
cFORECAST_ETS_STAT.prototype.constructor = cFORECAST_ETS_STAT;
/**
* @constructor
* @extends {AscCommonExcel.cBaseFunction}
*/
function cFORECAST_LINEAR() {
cBaseFunction.call(this, "FORECAST.LINEAR");
this.isXLFN = true;
}
cFORECAST_LINEAR.prototype = Object.create(cBaseFunction.prototype);
cFORECAST_LINEAR.prototype.constructor = cFORECAST_LINEAR;
/**
* @constructor
* @extends {AscCommonExcel.cBaseFunction}
......
......@@ -64,14 +64,14 @@
cBETA_DIST, cBETA_INV, cBINOMDIST, cBINOM_DIST, cBINOM_INV, cCHIDIST, cCHIINV, cCHISQ_DIST, cCHISQ_DIST_RT,
cCHISQ_INV, cCHISQ_INV_RT, cCHITEST, cCONFIDENCE, cCONFIDENCE_NORM, cCONFIDENCE_T, cCORREL, cCOUNT, cCOUNTA,
cCOUNTBLANK, cCOUNTIF, cCOUNTIFS, cCOVAR, cCRITBINOM, cDEVSQ, cEXPON_DIST, cEXPONDIST, cF_DIST, cFDIST,
cF_DIST_RT, cF_INV, cFINV, cF_INV_RT, cFISHER, cFISHERINV, cFORECAST, cFREQUENCY, cFTEST, cGAMMA, cGAMMA_DIST,
cGAMMADIST, cGAMMA_INV, cGAMMAINV, cGAMMALN, cGAMMALN_PRECISE, cGAUSS, cGEOMEAN, cGROWTH, cHARMEAN,
cHYPGEOMDIST, cINTERCEPT, cKURT, cLARGE, cLINEST, cLOGEST, cLOGINV, cLOGNORM_DIST, cLOGNORM_INV, cLOGNORMDIST,
cMAX, cMAXA, cMEDIAN, cMIN, cMINA, cMODE, cNEGBINOMDIST, cNORMDIST, cNORMINV, cNORMSDIST, cNORMSINV, cPEARSON,
cPERCENTILE, cPERCENTILE_EXC, cPERCENTILE_INC, cPERCENTRANK, cPERCENTRANK_EXC, cPERCENTRANK_INC, cPERMUT,
cPOISSON, cPROB, cQUARTILE, cRANK, cRANK_AVG, cRANK_EQ, cRSQ, cSKEW, cSLOPE, cSMALL, cSTANDARDIZE, cSTDEV,
cSTDEVA, cSTDEVP, cSTDEVPA, cSTEYX, cTDIST, cT_DIST, cT_DIST_2T, cT_DIST_RT, cT_INV, cT_INV_2T, cTINV, cTREND,
cTRIMMEAN, cTTEST, cVAR, cVARA, cVARP, cVARPA, cWEIBULL, cZTEST);
cF_DIST_RT, cF_INV, cFINV, cF_INV_RT, cFISHER, cFISHERINV, cFORECAST, cFORECAST_LINEAR, cFREQUENCY, cFTEST,
cGAMMA, cGAMMA_DIST, cGAMMADIST, cGAMMA_INV, cGAMMAINV, cGAMMALN, cGAMMALN_PRECISE, cGAUSS, cGEOMEAN, cGROWTH,
cHARMEAN, cHYPGEOMDIST, cINTERCEPT, cKURT, cLARGE, cLINEST, cLOGEST, cLOGINV, cLOGNORM_DIST, cLOGNORM_INV,
cLOGNORMDIST, cMAX, cMAXA, cMEDIAN, cMIN, cMINA, cMODE, cNEGBINOMDIST, cNORMDIST, cNORMINV, cNORMSDIST,
cNORMSINV, cPEARSON, cPERCENTILE, cPERCENTILE_EXC, cPERCENTILE_INC, cPERCENTRANK, cPERCENTRANK_EXC,
cPERCENTRANK_INC, cPERMUT, cPOISSON, cPROB, cQUARTILE, cRANK, cRANK_AVG, cRANK_EQ, cRSQ, cSKEW, cSLOPE, cSMALL,
cSTANDARDIZE, cSTDEV, cSTDEVA, cSTDEVP, cSTDEVPA, cSTEYX, cTDIST, cT_DIST, cT_DIST_2T, cT_DIST_RT, cT_INV,
cT_INV_2T, cTINV, cTREND, cTRIMMEAN, cTTEST, cVAR, cVARA, cVARP, cVARPA, cWEIBULL, cZTEST);
cFormulaFunctionGroup['NotRealised'] = cFormulaFunctionGroup['NotRealised'] || [];
cFormulaFunctionGroup['NotRealised'].push(cCHITEST, cFTEST, cGROWTH, cLINEST, cLOGEST, cTREND,
......@@ -3159,6 +3159,19 @@
};
/**
* @constructor
* @extends {cFORECAST}
*/
function cFORECAST_LINEAR() {
cFORECAST.call(this);
this.name = "FORECAST.LINEAR";
}
cFORECAST_LINEAR.prototype = Object.create(cFORECAST.prototype);
cFORECAST_LINEAR.prototype.constructor = cFORECAST_LINEAR;
cFORECAST_LINEAR.prototype.isXLFN = true;
/**
* @constructor
* @extends {AscCommonExcel.cBaseFunction}
......
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