Talk:Moving-average model

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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]