moving average process
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A
Seasonal differencing from Chapter 11
Statement as per the book official GARP book (chapter 11, seasonal differencing): How is this equation MA(1)? Isnt this an MA(4) with theta=-1? And how is this covariance stationary? The characteristic equation is 1+z^4 with complex root of abs value of unity.- aditydev1997
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- moving average process quantitaive analysis time-series
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- Forum: P1.T2. Quantitative Analysis