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  • TS PG06 2324

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    Sougata Khan
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    This document discusses time series analysis using moving average (MA) processes. It defines an MA(q) process and explains that its autocorrelation function (ACF) depends only on the lag and not the actual values. It also notes that for a finite order MA process to be stationary, the roots of its characteristic polynomial must lie outside the unit circle. Finally, it compares two first order MA models and discusses conditions for their stability and convergence.

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    time series 3

    Original Title

    TS_PG06_2324

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    This document discusses time series analysis using moving average (MA) processes. It defines an MA(q) process and explains that its autocorrelation function (ACF) depends only on the lag and not the actual values. It also notes that for a finite order MA process to be stationary, the roots of its characteristic polynomial must lie outside the unit circle. Finally, it compares two first order MA models and discusses conditions for their stability and convergence.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    13 views4 pages

    TS PG06 2324

    Uploaded by

    Sougata Khan
    This document discusses time series analysis using moving average (MA) processes. It defines an MA(q) process and explains that its autocorrelation function (ACF) depends only on the lag and not the actual values. It also notes that for a finite order MA process to be stationary, the roots of its characteristic polynomial must lie outside the unit circle. Finally, it compares two first order MA models and discusses conditions for their stability and convergence.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    Cmdtuztion Reries

    tte to eonstut

    that
    stimny (ond hence
    an sidsaquene rongorn voriabes. L 24 be

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    te equatia
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    S(B) o:: kas oot B-Y .

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