Moving Average (MA) Models:
Moving average (MA) models are used in time series analysis to describe stationary time series . The MA-models represent time series that are generated by passing the white noise through a non-recursive linear filter .
A moving average model of a random process 
in discrete time 
is defined by the following expression:
 |
where
-
are the coefficients of the linear non-recursive filter; -
is the order of the MA-model; -
are elements of the (input) white noise; -
are the output uncorrelated errors.
See also: autoregressive models , autoregressive and moving average models , ARIMA .