Time Series Analysis in R
David S. Matteson
Associate Professor at Cornell University
The simple moving average (MA) model:
$ Today = Mean + Noise + Slope * (Yesterday's Noise)$
More formally:
where $ \epsilon_t$ is mean zero white noise (WN).
Three parameters:
$ Today = Mean + Noise + Slope * (Yesterday's Noise)$
$$Y_t = \mu + \epsilon_t + \theta\epsilon_{t-1}$$
$Y_t = \mu + \epsilon_t$
And $Y_t$ is White Noise $(\mu, \sigma_{\epsilon}^2)$
$Today = Mean + Noise + Slope * (Yesterday's Noise)$
$$Y_t = \mu + \epsilon_t + \theta\epsilon_{t-1}$$
And the process ${Y_t}$ is autocorrelated
Large values of $\theta$ lead to greater autocorrelation
Negative values of $\theta$ result in oscillatory time series
Only lag 1 autocorrelation non-zero for the MA model.
Time Series Analysis in R