Subscribe Bookmark RSS Feed
gail_massari

Community Manager

Joined:

Feb 27, 2013

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)

 

Article Labels
Article Tags
  • Find more articles tagged with:
Contributors