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BroVic/ma.R

Created July 12, 2022 14:16
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ma.R
# Intuition of the MA model based on https://www.youtube.com/watch?v=voryLhxiPzE
dat <- data.frame(f.hat = NA, epsilon = c(-2, 1, 0, 2, 1), f = NA)
mu <- 10
phi <- .5
for (i in seq(nrow(dat))) {
if (i == 1L)
dat$f.hat[i] <- mu
else
dat$f.hat[i] <- mu + phi * dat$epsilon[i - 1]
dat$f[i] <- dat$f.hat[i] + dat$epsilon[i]
}
dat
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