general finite-order
-
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...- Nicole Seaman
- Thread
- first-order general finite-order ma(1) ma(q) moving average process
- Replies: 5
- Forum: FRM® Practice Questions