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 $$\sigma^2$$.

James Balamuta

## Examples

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