In time series analysis, the moving-average model (MA model), also called the moving-average process, is a standard approach for modeling univariate time series. An MA model expresses the current value of a time series as a linear function of current and past random shocks (error terms) with finite lag length.
In time series analysis, the moving-average model (MA model), also called the moving-average process, is a standard approach for modeling univariate time series. An MA model expresses the current value of a time series as a linear function of current and past random shocks (error terms) with finite lag length.
Source: Wikipedia "Moving-average model" · CC BY-SA 4.0
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