ARMA Flashcards by Kian Mccredie | Brainscape

Q

AR(1) model

A

Yt = øyt-1 + et

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

MA(1) model

A

Yt = øet-1 + et

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

Stationary model from ARMA

A

MA(1) - covariance only depends on the lags

How well did you know this?

1

Not at all

2

3

4

5

Perfectly