first-order

  1. Nicole Seaman

    P1.T2.510. First-order and general finite-order moving average process, MA(1) and MA(q)

    Learning outcomes: Describe the properties of the first-order moving average (MA(1)) process, and distinguish between autoregressive representation and moving average representation. Describe the properties of a general finite-order process of order q (MA(q)) process Questions: 510.1. Assume...
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