The AR(1) Model - Deriving the MA Representation by Recursive Substitution

Поделиться
HTML-код
  • Опубликовано: 25 дек 2024

Комментарии • 7

  • @alizaidi488
    @alizaidi488 2 года назад

    You are a life-savior

  • @elchill684
    @elchill684 6 лет назад +2

    crystal clear and thank you!

  • @neeldoshi8167
    @neeldoshi8167 2 года назад

    Thank you!

  • @realisttik
    @realisttik 7 лет назад +2

    Hello sir,
    I am new into time-series, and from what i could understand the MA Representation is still an AR (1) model, right?

    • @MisterTLion5921
      @MisterTLion5921 6 лет назад

      I also would like to know

    • @elchill684
      @elchill684 6 лет назад

      when AR(1) goes to infinity and its a MA

  • @amhedduran3896
    @amhedduran3896 3 года назад

    Why did u stop doing videos Morten? a series in Bayesian Econometrics would be very useful