Sets up the necessary backend for the MA(Q) process.

MA(theta = NULL, sigma2 = 1)

## Arguments

theta

A double value for the parameter $$\theta$$ (see Note for details).

sigma2

A double value for the variance parameter $$\sigma ^2$$ (see Note for details).

## Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "MA-1","MA-2", ..., "MA-Q", "SIGMA2"

theta

$$\theta_1$$, $$\theta_2$$, ..., $$\theta_q$$, $$\sigma^2$$

plength

Number of parameters

desc

"MA"

print

String containing simplified model

obj.desc

Depth of parameters e.g. list(q,1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

## Note

We consider the following model: $$X_t = \sum_{j = 1}^q \theta_j \varepsilon_{t-1} + \varepsilon_t$$, where $$\varepsilon_t$$ is iid from a zero mean normal distribution with variance $$\sigma^2$$.

James Balamuta

## Examples

MA(1) # One theta
MA(2) # Two thetas!

MA(theta=.32, sigma=1.3) # 1 theta with a specific value.
MA(theta=c(.3,.5), sigma=.3) # 2 thetas with specific values.