Study Significance of Parameters in Fitted Model 

The estimated parameters of the model may be smallsmaller than the expected estimator variance. This may indicate a need to use a simpler or more structured model.

Get a random sample by applying a moving average filter to a white noise signal.

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Fit zero mean time series model to data.

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Show parameter tables, displaying the estimated time series parameters and their standard deviations, as well as the corresponding -test statistics and -value.

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The parameter table indicates that autoregressive coefficient is not significantly different from zero. Find the maximum likelihood estimate of the MA(1) model.

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The Akaike information criterion favors the MLE estimated MA(1) model.

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Compute the 95% confidence interval of the moving-average parameter.

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