moving average process

  1. M

    Autoregresive (AR) models and stationarity - Contradiction?

    Hello, I have a problem regarding the general understanding of autoregressive (AR) models (and related models, such as MA and AR(I)MA models) which are used to analyze time series. An important assumption in these models is that we have stationarity, which implies that the mean and the...
  2. F

    exponential EWMA- statistical process control to monitor time between events

    I am looking into control charts to monitor time between events for rare events. A quick literature review revealed that the following four methods are worth investigating: Cumulative Count of Conforming (CCC) chart; Cumulative Quantity Control (CQC) chart; the exponential CUSUM and...
  3. S

    Time Series Regression

    Hi Guys I am doing time series regression Had tried to find the order of correlation but the ACF function is a cyclical one (line a sine curve) Then I tried finding the order of MA (Moving Average) process, which came out to be 7 However when I am charting residuals vs predicted value it is...