# MA: Create an Moving Average Q [MA(Q)] Process In SMAC-Group/simts: Time Series Simulation

## Description

Sets up the necessary backend for the MA(Q) process.

## Usage

 1 MA(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: "MA-1","MA-2", ..., "MA-Q", "SIGMA2"

theta

theta[[1]], theta[[2]], ..., theta[[q]], sigma^2

plength

Number of parameters

desc

"MA"

print

String containing simplified model

obj.desc

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

starting

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

## Note

We consider the following model:

X_t = ∑_{j = 1}^q θ_j \varepsilon_{t-1} + \varepsilon_t

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

James Balamuta

## Examples

 1 2 3 4 5 MA(1) # One theta MA(2) # Two thetas! MA(theta=.32, sigma=1.3) # 1 theta with a specific value. MA(theta=c(.3,.5), sigma=.3) # 2 thetas with specific values. 

SMAC-Group/simts documentation built on May 23, 2018, 7:32 p.m.