Moving-average process of order one
= Moving-average process of order one
{title2=$\operatorname{MA}(1)$}
A moving-average process of order one has the form $X_t=\varepsilon_t+\theta\varepsilon_{t-1}$ and zero autocovariance beyond lag one.
= Moving-average process of order one
{title2=$\operatorname{MA}(1)$}
A moving-average process of order one has the form $X_t=\varepsilon_t+\theta\varepsilon_{t-1}$ and zero autocovariance beyond lag one.