Timeline for Where does the white noise come from in MA(q) model?
Current License: CC BY-SA 4.0
8 events
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| Sep 9, 2020 at 17:34 | history | edited | CPT | CC BY-SA 4.0 |
changed a grammar mistake
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| Aug 29, 2019 at 8:52 | answer | added | jasonlcy91 | timeline score: 0 | |
| Dec 15, 2018 at 18:39 | answer | added | canovasjm | timeline score: 3 | |
| Dec 15, 2018 at 15:51 | history | edited | CPT | CC BY-SA 4.0 |
added 162 characters in body
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| Dec 15, 2018 at 11:08 | answer | added | IrishStat | timeline score: -1 | |
| Dec 15, 2018 at 10:48 | comment | added | Richard Hardy | If you have a series generated by an MA(q) process, wouldn't it make sense to forecast it with an MA(q) model? Some real world series are roughly weighted cumulative sums of i.i.d. shocks, hence the MA(q). | |
| Dec 15, 2018 at 10:47 | history | edited | Richard Hardy |
edited tags
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| Dec 15, 2018 at 10:11 | history | asked | CPT | CC BY-SA 4.0 |