管理经济学--生意和经济的预测(ppt 68页)

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
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