Tag: moving-average
Strategies
Concepts
Interview Questions
- Is this moving-average series stationary?
- MA(1) autocorrelation with a larger coefficient
- The maximum autocorrelation of an MA(1)
- MA(1) autocorrelation with a negative coefficient
- Recover the MA(1) coefficient from its autocorrelation
- Lag-1 autocorrelation of an MA(1) process
- The MA term created by over-differencing