The Moving Average Model of Order q, MA(q)

In the video we discuss the properties of the moving average process with q lags, MA(q). We explain how to derive the unconditional mean, variance, and autocovariances of the process. We derive an expression for the autocorrelation function and show that the process has a memory of exactly q periods.

[@micahdelaurentis6551]

these lectures are so good, you need more viewers and a higher percentage of likes

[@lexparsimoniae2107]

Your teaching method is awesome.

[@charvDKgtr]

very helpful explanation for those of use who are unfamiliar with the content. Well explained. Have any of for ARMA(p,q) models. This explanation crushed the one in my textbook. Thank you!

[@ambreenfirdous3732]

I don't understand second condition on epsilons why is the last one having -q+1m