lag-operator
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P1.T2.20.22. Stationary Time Series: autoregressive (AR) and moving average (MA) processes
Learning objectives: Define and describe the properties of autoregressive (AR) processes. Define and describe the properties of moving average (MA) processes. Explain how a lag operator works. Questions: 20.22.1. Below are a set of innovations over ten steps (from initial t = 0 to t = 10) and...- Nicole Seaman
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- autoregressive-processes lag-operator moving-average-processes stationary-time-series
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- Forum: FRM® Practice Questions