MA2

Notedocblock

MA2(α₁::Float64, α₂::Float64, dist::UnivariateDistribution)

A struct to define an MA(2) process:

\(\qquad X_t = α₁ \cdot \epsilon_{t-1} + α₂ \cdot \epsilon_{t-2} + \epsilon_t.\)

dist specifies the distribution of \(\epsilon\) using Distributions.jl.

ma2 = MA2(0.5, 0.3, Normal(0, 1))