MA1 {simts}

Definition of an Moving Average Process of Order 1

Description

Definition of an Moving Average Process of Order 1

Usage

MA1(theta = NULL, sigma2 = 1)

Arguments

theta

A double value for the parameter \theta (see Note for details).

sigma2

A double value for the variance parameter \sigma ^2 (see Note for details).

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "MA1","SIGMA2"

theta

\theta, \sigma^2

plength

Number of parameters

print

String containing simplified model

desc

"MA1"

obj.desc

Depth of parameters e.g. list(1,1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model:

X_t = \theta \varepsilon_{t-1} + \varepsilon_t

, where \varepsilon_t is iid from a zero mean normal distribution with variance \sigma^2.

Author(s)

James Balamuta

Examples

MA1()
MA1(theta = .32, sigma2 = 1.3)