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Question about time series
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Question about time series# Economics - 经济
t*g
1
I am asked to find two series from actual data.
One is white noise process.
The other is moving average process.
Which kind of process will be WN or MA?
exchange rate or interest rate or inflation rate?????
Puzzled, thanx for help.
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p*a
2
if you had to make choice between WN and MA, I would suggest MA, it
is not perfect, but better than WN

【在 t*******g 的大作中提到】
: I am asked to find two series from actual data.
: One is white noise process.
: The other is moving average process.
: Which kind of process will be WN or MA?
: exchange rate or interest rate or inflation rate?????
: Puzzled, thanx for help.

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