Skip to content
Statistics logo
  • Courses
    • See All Courses
    • Calendar
    • Intro stats for college credit
    • Faculty
    • Group training
    • Credit & Credentialing
    • Teach With Us
  • Programs/Degrees
    • Certificates
      • Analytics for Data Science
      • Biostatistics
      • Programming For Data Science – Python (Experienced)
      • Programming For Data Science – Python (Novice)
      • Programming For Data Science – R (Experienced)
      • Programming For Data Science – R (Novice)
      • Social Science
    • Skillsets
      • Bayesian Statistics
      • Business Analytics
      • Healthcare Analytics
      • Marketing Analytics
      • Operations Research
      • Predictive Analytics
      • Python Analytics
      • R Programming Analytics
      • Rasch & IRT
      • Spatial Statistics
      • Survey Analysis
      • Text Mining Analytics
    • Undergraduate Degree Programs
    • Graduate Degree Programs
  • Partnerships
    • Higher Education
    • Enterprise
  • Resources
    • About Us
    • Blog
    • Word Of The Week
    • Newsletter signup
    • Glossary
    • Statistical Symbols
    • FAQs & Knowledge Base
    • Testimonials
    • Test Yourself
  • Student Login

Moving Average (MA) Models

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 Math image in discrete time Math image is defined by the following expression:

where

  • Math image are the coefficients of the linear non-recursive filter;
  • Math image is the order of the MA-model;
  • Math image are elements of the (input) white noise;
  • Math image are the output uncorrelated errors.

See also: autoregressive models , autoregressive and moving average models , ARIMA .

Browse Other Glossary Entries

Courses Using This Term

Forecasting Analytics
This course will teach you how to choose an appropriate time series model: fit the model, conduct diagnostics, and use the model for forecasting.
Return to Glossary Search

About Statistics.com

Statistics.com offers academic and professional education in statistics, analytics, and data science at beginner, intermediate, and advanced levels of instruction. Statistics.com is a part of Elder Research, a data science consultancy with 25 years of experience in data analytics.

Our Links

  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team
Menu
  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team

Social Networks

Linkedin-in Twitter Facebook-f Youtube

Contact

The Institute for Statistics Education
2107 Wilson Blvd
Suite 850 
Arlington, VA 22201
(571) 281-8817

ourcourses@statistics.com

  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team

© Copyright 2022 - Statistics.com, LLC | All Rights Reserved | Privacy Policy | Terms of Use

By continuing to use this website, you consent to the use of cookies in accordance with our Cookie Policy.

Accept