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May 2023
if interested please leave your phone here, or message me directly.- yLam4028
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- Forum: Part 1 FRM® Study Groups
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P1.T2.20.22. Stationary Time Series: autoregressive (AR) and moving average (MA) processes
Hello I am having a hard time with MA process. lets say now we have a set of S&P stock return in % and we would like to model a ma(1). yes we checked the ACF and PACF and assumed it is a good fit. the model itself is: Observed Y = mean(u) + coefficient * Previous Error + Current Error...- yLam4028
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- Replies: 1
- Forum: P1.T2. Quantitative Analysis