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Answer by Glen_b for Confusion about Moving Average(MA) Process
Let's assume there is a time series Y of length n with Y(1) being the most recent observation.This is the reverse of the normal notation, where the time-index doesn't run backwards like this. Your...
View ArticleConfusion about Moving Average(MA) Process
Let's assume there is a time series Y of length n with Y(1) being the most recent observation.In MA process we plot auto-correlation function (ACF) to see how many lags to use. If we look at MA(3)...
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