Moving average model

Can someone please explain to me how the hell one fits a moving average model to data? How are the error terms formulated without predictions? What is the algorithm commonly used here?

I’m not really concerned with actually using it but I am working to understand the ARIMA and am getting stuck at the MA part.

Submitted November 11, 2020 at 10:37PM by willcostiganjr
via https://ift.tt/2ImonbA

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s