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pyTSA_SimMA2

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

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