Mark Leeds

2 Questions 46 Answers 0 Followers

Questions related from Mark Leeds

Process for nth difference of an MA(1) ?

I'm trying to derive something and I got something but I wanted to check it. I was wondering the following: Suppose X_t is MA(1) with no intercept and MA parameter theta and variance say sigma...

14 July 2016 280 14 View

How can I obtain expression for H step ahead forecast for Koyck distributed lag ?

Hi All I have an expression for the H step ahead forecast of a model but I want to check if it's correct. Suppose I have the following model. Y_(T+30,T+31) = rho* Y_(T,T+30) + beta * (1-rho)...

16 December 2015 6,856 2 View