Recent content by jamesdvance

  1. J

    MA() part of ARIMA: How do you get error terms?

    I've been through the excellent forecasting book coauthored by Hyndman on I'm having trouble understanding the actual algorithm. The MA(x) is supposed to be a moving average of error terms. But where does the error come from? Is it based on the AR(x) term? In that case, what about...