An explicit expression for the impulse response coefficients of the predictive FIR digital filters is derived. The formula specifies a four-parameter family of smoothing FIR digital filters containing the Savitsky-Goaly filters, the Heinonen-Neuvo polynomial predictors, and the smoothing differentiators of arbitrary integer orders. The Hahn polynomials, which are orthogonal with respect to a discrete variable, are the main tool employed in the derivation of the formula. A recursive formula for the computation of the transfer function of the filters, which is the z-transform of a terminated sequence of polynomial ordinates, is also introduced. The formula can be used to design structures with low computational complexity for filters of any order.