The MA model, short for the Moving Average model, is the second important building block in univariate time series (see Table 5-1). Like the AR model, it is a building block that is more often used as a part of more complex time series, but it can also be used as a standalone.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

The MA Model

  • Joos Korstanje

摘要

The MA model, short for the Moving Average model, is the second important building block in univariate time series (see Table 5-1). Like the AR model, it is a building block that is more often used as a part of more complex time series, but it can also be used as a standalone.