MA1(α::Float64, dist::UnivariateDistribution)MA1
Notedocblock
A struct to define an MA(1) process:
\(\qquad X_t = α \cdot \epsilon_{t-1} + \epsilon_t.\)
dist specifies the distribution of \(\epsilon\) using Distributions.jl.
ma1 = MA1(0.5, Normal(0, 1))