seasonal moving average (SMA) [SMA]

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“The moving average lag structure of a seasonal ARIMA model where the lag terms are specified in terms of the seasonality. Moving average is based on the error (observed – predicted) values. With monthly data, the seasonal factor is 12, so SMA(1) refers to a 12-month lag: et = b1et-12.”

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By |February 1st, 2019|Comments Off on seasonal moving average (SMA) [SMA]