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 .

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