# Questions tagged [moving-average-model]

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### 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, ...
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### 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 ...
639 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) ...
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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 ...
Playing around with auto.arima to see how effective it is at model selection. I first simulated an $AR(1)$ process with $X_{t+1} = 0.9 X_t + \epsilon_t$ ...