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Results tagged with moving-average
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user 328848
In time series analysis, the moving-average (MA) model is a common approach for modeling univariate time series. The moving-average model specifies that the output variable depends linearly on the current and various past values of a stochastic (imperfectly predictable) term.
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(MA) Moving Average model - what mean do I take? And its role in ARMA model
I've been struggling to understand how I should actually calculate the MA model, in particular - what mean do I take? In Wikipedia there's the formula:
$$
X_t = \mu + \varepsilon_t + \theta_1\varepsil …
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