Talk:Moving-average model
Add topicLatest comment: 3 years ago by Afonso Dimas Martins in topic Clarification needed: what is meant by 'additional interpretation'?
 | This article is rated Start-class on Wikipedia's content assessment scale. It is of interest to the following WikiProjects: | ||||||||||||||||||||
| |||||||||||||||||||||
estimation: how?
[edit]For AR(p), we can estimate it by solve the Yule-Walker equations, but for an MA(q) process, how do we estimate its parameters? AR(1) in error: estimated generalized least square or lagged variables or distributed lags as shown in http://www.xycoon.com/autocorrelation.htm
Clarification needed: what is meant by 'additional interpretation'?
[edit]In the 'Interpretation' section, what is the "additional interpretation"? "The moving-average model is essentially a finite impulse response filter applied to white noise, with some additional interpretation placed on it." Afonso Dimas Martins (talk) 20:06, 27 February 2023 (UTC)