# MA1: Definition of an Moving Average Process of Order 1 In SMAC-Group/simts: Time Series Analysis Tools

## Description

Definition of an Moving Average Process of Order 1

## Usage

 1 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 = θ \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 MA1() MA1(theta = .32, sigma2 = 1.3) 

SMAC-Group/simts documentation built on Nov. 16, 2018, 8:05 a.m.