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Moving-average model

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.

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Overview

Definition

Interpretation

Fitting the model

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Map overview Semantic statistics

Moving-average model

Nodes23
Edges22
Triples18
Avg. degree1.91
Density0.086957
Components1

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Moving-average model

Top relations

related to Fitting the model · 9
Moving-average model → ACF, AR, ARMA, Fitting, MA, Moving, The, Therefore, This
related to Interpretation · 7
Moving-average model → AR, First, Impulse, In, MA, Second, The
is a · 1
Moving-average model → special case and key component of the more general ARMA and ARIMA models of time series
see also · 1
Moving-average model → Autoregressive

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Important terminology

model ma moving-average series autoregressive time terms ar moving average error displaystyle models finite linear function random shocks values past

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Moving-average modelis aspecial case and key component of the more general ARMA and ARIMA models of time series0.90text
Moving-average modelrelated to Fitting the modelFitting0.60section
Moving-average modelrelated to Fitting the modelThis0.60section
Moving-average modelrelated to Fitting the modelMoving0.60section
Moving-average modelrelated to Fitting the modelARMA0.60section
Moving-average modelrelated to Fitting the modelAR0.60section
Moving-average modelrelated to Fitting the modelMA0.60section
Moving-average modelrelated to Fitting the modelThe0.60section
Moving-average modelrelated to Fitting the modelACF0.60section
Moving-average modelrelated to Fitting the modelTherefore0.60section
Moving-average modelrelated to InterpretationThe0.60section
Moving-average modelrelated to InterpretationMA0.60section

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    Min side: 3
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