MA1

Notedocblock

MA1(α::Float64, dist::UnivariateDistribution)

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))