Name of Quantlet: 'pyTSA_MA2'
Published in: 'Applied Time Series Analysis and Forecasting with Python'
Description: 'This Quantlet simulates and plots MA(2) - moving average process time series, its ACF and PACF'
Keywords: 'time series, stationarity, autocorrelation, PACF, ACF, simulation, stochastic process, ARMA, moving average, autoregression'
Author[New]: Huang Changquan, Alla Petukhina
pyTSA_SimMA2
Folders and files
Name | Name | Last commit date | ||
---|---|---|---|---|
parent directory.. | ||||