MAProcess

MAProcess[{b1, ..., bq}, v] represents a moving-average process of order q with normal white noise variance v.

• MAProcess[{b1, ..., bq}, Σ] represents a vector MA process with multinormal white noise covariance matrix Σ.
• MAProcess[{b1, ..., bq}, v, init] represents an MA process with initial data init.
• MAProcess[c, ...] represents an MA process with a constant c.

Examples

RandomFunction[MAProcess[{0.5, 0.3}, 1], {0, 100}]

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