Article
m a ProcessThe m process is identified by MA(q) it happens to be a general finite order procedure that is an autoregressive form of a stationary line secure data rooms with covariance. It is stationary in the sense that the current conditional expectations depends solely on a function of the current and lagged unknown shocks. This is known as the partial autocorrelation.
As opposed to AR processes, the MA(q) process does not have a unique MA polynomial. There are several MA(q), lag operator polynomials which may be stationary and have the same asymptotic property.
It is therefore standard to place invertibility constraints on the MA polynomial to guarantee that the process is causal. This assures that only past events (not future ones) predict current events.
