Talk:Moving-average model

Statistics Start‑class High‑importance

	This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics
Start	This article has been rated as Start-class on Wikipedia's content assessment scale.
High	This article has been rated as High-importance on the importance scale.

Mathematics Start‑class Low‑priority

	Mathematics portal This article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.MathematicsWikipedia:WikiProject MathematicsTemplate:WikiProject Mathematicsmathematics
Start	This article has been rated as Start-class on Wikipedia's content assessment scale.
Low	This article has been rated as Low-priority on the project's priority scale.

estimation: how?

For AR(p), we can estimate it by solve the Yule-Walker equations, but for an MA(q) process, how do we estimate its parameters? AR(1) in error: estimated generalized least square or lagged variables or distributed lags as shown in http://www.xycoon.com/autocorrelation.htm

Jackzhp (talk) 02:37, 11 April 2009 (UTC)[reply]

Clarification needed: what is meant by 'additional interpretation'?

In the 'Interpretation' section, what is the "additional interpretation"? "The moving-average model is essentially a finite impulse response filter applied to white noise, with some additional interpretation placed on it." Afonso Dimas Martins (talk) 20:06, 27 February 2023 (UTC)[reply]