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Moving average ma model - PowerPoint PPT Presentation

AR- MA- och ARMA-

AR- MA- och ARMA-. How should these data be modelled?. Identification step: Look at the SAC and SPAC. Looks like an AR (1)-process. (Spikes are clearly decreasing in SAC and there is maybe only one sign. spike in SPAC). Then we should try to fit the model

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408 views • 30 slides

Linear Prediction

Linear Prediction. Linear Prediction (Introduction) :. The object of linear prediction is to estimate the output sequence from a linear combination of input samples, past output samples or both : The factors a(i) and b(j) are called predictor coefficients.

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241 views • 11 slides

CHAPTER 16

CHAPTER 16. ECONOMIC FORECASTING. TIME SERIES ECONOMETRICS. Four important topics in time series econometrics are : (1) Forecasting with linear regression models (2) Univariate time series forecasting with Box-Jenkins methodology (ARIMA)

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556 views • 10 slides

CHAPTER 16

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'Moving average ma model' presentation slideshows

Moving average ma model - PowerPoint PPT Presentation

AR- MA- och ARMA-

Linear Prediction

CHAPTER 16

CHAPTER 16