Скачать или смотреть Econometrics Volume 13: Autoregressive (AR) and Moving Average (MA) Models

Econometrics Volume 13 – AR (Autoregressive) and MA (Moving Average) Models
Presented by Dr. Ajay Bhatia
🏛️ Institute of Economics and Management Studies (IEMS), Jaipur

In this powerful session, we introduce two foundational models of Time Series Econometrics:
✅ Autoregressive (AR) Models — Models that use past values to predict current outcomes.
✅ Moving Average (MA) Models — Models that rely on past error terms (shocks).

With practical examples and deep theoretical explanation, this lecture helps you understand the mathematical foundation and application of these models in economics.


Key Topics Covered:

What is a Time Series?

AR(1), AR(2), AR(p) models

MA(1), MA(2), MA(q) models

Difference between AR and MA

Stationarity conditions

Forecasting implications

Practical use in NET, GATE, and IES exams

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