DSA 554 3.0 Spatio-temporal Data Analysis

Dr. Thiyanga S. Talagala
Department of Statistics, Faculty of Applied Sciences
University of Sri Jayewardenepura, Sri Lanka

In-class: Properties of MA(1) process

Derive

• Mean

• Variance

• Covariance

• Autocorrelation function of an MA(1) process

• Partial autocorrelation function of MA(1)

In-class: Properties of MA(2) process

Derive

• Mean

• Variance

• Covariance

• Autocorrelation function of an MA(2) process

• Partial autocorrelation function of MA(2)

In-class: Properties of MA(q) process

Derive

• Mean

• Variance

• Covariance

• Autocorrelation function of an AR(P) process