# Questions tagged [moving-average-model]

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### Writing MA and AR representations

I have to determine if $$(1 - 1.1B + 0.8B^2)Y_t = (1 - 1.7B + 0.72B^2)a_t$$ is stationary, invertible or both. I have shown that $\Phi(B) = 1 - 1.1B + 0.8B^2 = 0$ when $B_{1,2} = 0.6875 \pm 0.8817i$, ...
0answers
29 views

### Moving Average Model over error terms

This is a basic question on Box-Jenkins MA models. As I understand, an MA model is basically a linear regression of time-series values Y against previous error terms et,...,et−n. That is, the ...
0answers
116 views

### How to fit a MA(q) model for forecasting?

I have some trouble with understanding how to fit a pure MA(q) (Moving-Average Model of order q) to a time-series in order to forecast future values. We do not have any past forecasting errors, ...
0answers
264 views

### Intuition behind MA(q) (moving average) time series forecasting model (i.e. 'MA' part of ARIMA) and implementation

The $AR(n)$ part of ARIMA makes sense to me. If $$x_{t+1}=\sum_{i=0}^n a_ix_{t-i}$$ then we are making the intuitive assumption that the next time step will somehow depend on the previous time ...
3answers
854 views

### Where does the white noise come from in MA(q) model?

I'm having trouble understanding the intuition of the moving average model. How is summing up a bunch of white noises related to predicting your particular time series data? Suppose I have a MA(q) ...
1answer
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### What is a correct implementation of the moving average model

I would like to implement a moving average model in python as when I try to use the statsmodels library, specifically the ARMA(p,q) function and setting $p=0$ I get a lot of convergence errors in the ...
1answer
192 views

### Why is auto.arima modeling an AR(1) process as an MA(1)?

Playing around with auto.arima to see how effective it is at model selection. I first simulated an $AR(1)$ process with $X_{t+1} = 0.9 X_t + \epsilon_t$ ...
1answer
656 views

### I computed ARMA equation from R manually but never got the same result with predict() or forecast() provided by R

I've got a little problem here. I've been doing analysis with time series data using ARMA, and it always turns out that the parameters I get from R didn't fit to my computation when I do it manually. ...