Moving Average (MA) Models | Time Series Analysis | FRM Part 1 | CFA Level 2
In this video from FRM Part 1 curriculum, we take a look at a few key properties of Moving Average (MA) models, namely:
00:00 Model Formulation
07:07 Moments (Expected Value and Variance)
08:43 Covariance Stationarity
09:17 Autocorrelation Function
12:42 Partial Autocorrelation Function
14:24 Invertibility
For more videos on FRM Part 1 preparations, please visit the course page (https://www.finRGB.com/courses/frm-pa....
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