Which of the following formulas describes a moving average (MA) process?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter2: Equations And Inequalities
Section2.7: More On Inequalities
Problem 44E
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11 A
D
Which of the following formulas describes a moving average (MA) process?
a. Yt = + U₂ + O₂U-1 +0₂U-2+...+0qut-a
Yt=U+Y1Xt-1+Y2xt-2+...+YrXt-r + Ut
b.
C. Yt = +Yt-1 + $2Yt-2+...+ pyt-p + Ut
d. y₁ = Axe¹t
Yt
O a. O b. O c. O d.
W
?
DELL
元
D
03
Transcribed Image Text:D Which of the following formulas describes a moving average (MA) process? a. Yt = + U₂ + O₂U-1 +0₂U-2+...+0qut-a Yt=U+Y1Xt-1+Y2xt-2+...+YrXt-r + Ut b. C. Yt = +Yt-1 + $2Yt-2+...+ pyt-p + Ut d. y₁ = Axe¹t Yt O a. O b. O c. O d. W ? DELL 元 D 03
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