Definition of an Moving Average Process of Order 1

MA1(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: "MA1","SIGMA2"
theta: $\theta$, $\sigma^2$
plength: Number of parameters
print: String containing simplified model
desc: "MA1"
obj.desc: Depth of parameters e.g. list(1,1)
starting: Guess starting values? TRUE or FALSE (e.g. specified value)

Note

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

Author

James Balamuta

Examples

MA1()
MA1(theta = .32, sigma2 = 1.3)