Moving-average model ( $MA (q)$ )

A moving-average model expresses the current value as a finite linear combination of present and past white-noise innovations.

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- Moving-average process of order one Moving-average model

Moving-average process of order one ( $MA (1)$ )

A moving-average process of order one has the form

X_{t} = ε_{t} + θ ε_{t - 1}

and zero autocovariance beyond lag one.

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codex/moving-average-process

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