What is the m a Process?


m a processThe m a process, which is referred to as MA(q), is the general finite-order process that happens to be an autoregressive representation of a stationary series. It is stationary in the sense that the current conditional expectations are purely dependent on the lagged and current shocks. This function is the partial autocorrelation function.

In contrast to AR processes unlike AR processes, the MA(q) process doesn’t have a specific MA polynomial. In fact, there are a variety of possibilities for MA(q) polynomials called lag operator polynomials that could be stationary and possess the same asymptotic characteristics.

It is therefore common to impose invertibility constraints on the MA polynomial in order to ensure that the process is causal. This ensures that https://oneonlineco.com/step-by-step-guide-to-choosing-a-virtual-data-room-in-2024/ events from the past (and not future ones) are the only ones that can predict the future.

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