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In the Time Series GNP example, why didn't you start with the Moving Average (MA) term?

In his JMP 12 Advanced Mastering JMP webcast on Time Series Analysis and Forecasting, Jian Cao fit one coefficient using an AR(1) model, but could have fit two coefficients using an MA model.  He demonstrates how to  build the MA model and compares it to the other models.

(view in My Videos)


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