MA Model Examples

This tutorial provides several examples of MA models of various orders. In addition, the partial autocorrelation (PACF) function is introduced. The ACF and PACF are important tools for estimating the order of a model based on empirical data.

Overview

This week we'll look at a variety of topics in preparation for the full-scale look at ARIMA time series models that we'll do in the next few weeks. Topics this week are MA models, partial autocorrelation, and notational conventions.

Source: The Pennsylvania State University, https://online.stat.psu.edu/stat510/lesson/2
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