The Moving average (q) option specifies the moving average part of the model. The syntax of the moving average order is identical to the syntax of the autoregressive order.
To specify a moving average order, use the following syntax:
Q = integer.(integer).
This syntax creates a model of Q = (integer). (integer,...,integer)s,
where s is a placeholder for the seasonal component.
This placeholder value is derived from the seasonal cycle length for
the time variable in the project. You can also specify an integer
value for this seasonal component. The integer or the value of s is
used as a multiplier for each integer in the parentheses. The s is
not case-sensitive.
This syntax creates
a model of Q = (integer,...,integer)s.
q = (integer,...,integer)(integer,...,integer).
This syntax creates a model of Q = (integer...,integer)(integer,...,integer).
You can use commas or spaces as separators for each integer. If you use commas, enclosing the specification in parentheses is optional.
The following table shows some examples of this syntax:
|
Model Description |
Value of q |
Result in Details |
|---|---|---|
|
Moving average model with degrees from 1 to an integer value |
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Moving average model with parameters at specified lags |
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Moving average model with a seasonal component with "s" as a placeholder |
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Moving average model with a seasonal component of 2 |
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Moving average model with multiple factors |
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