管理經濟學--生意和經濟的預測(ppt 68頁)

Business and Economic Forecasting Chapter 5
Demand Forecasting is a critical managerial activity which comes in two forms:
Qualitative Forecasting
Gives the Expected Direction

Quantitative Forecasting
Gives the precise Amount
A MA(1) Process
A moving average process of order one [MA(1)] can be characterized as one where xt = et + a1et-1, t = 1, 2, … with et being an iid sequence with mean 0 and variance
This is a stationary, weakly dependent sequence as variables 1 period apart are correlated, but 2 periods apart they are not
……

..............................