Moving Average Models | Time Series

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#timeseries #analytics #movingaverage
In this video you will learn the theory behind moving average models
In this video you will learn what is a white noise process
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Where does the noise in the equation come from? In out data we only have time on the x axis and Y as the value variable. There is no error term. What I mean to ask is does the MA model first regress y on y lag terms like the AR model and then calculate error between the actual and predicted y terms? Then regress y against the calculated error terms(residuals)?

vivekkumarsingh
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what do u mean by Yt depends upon the white noise error terms?

anishadesai
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Take a concrete example of time series

WahranRai
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