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	समय-परिवर्ती पैरामीटर एमए मॉडल	मूविंग एवरेज (MA) मॉडल
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1990s	1970
प्रवर्तक	Harvey, A. C.; Durbin, J. & Koopman, S. J.	Box and Jenkins
प्रकार	Time-varying state-space model	Linear time series model
मौलिक स्रोत	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 9780521321969	Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
उपनाम	TVP-MA model, state-space MA, Kalman filter MA, time-varying MA	MA model, MA(q) process, moving-average process, Box-Jenkins MA
संबंधित	6	5
सारांश	The time-varying parameter moving average (TVP-MA) model extends the standard MA model by allowing the moving-average coefficients to change over time. Cast as a state-space system, it is estimated via the Kalman filter and smoother, making it well suited for series where the shock-transmission dynamics evolve across the sample.	The Moving Average model of order q — written MA(q) — expresses the current value of a time series as a linear combination of the current and past random shocks (innovations). Unlike the AR model which uses lagged values of the series itself, the MA model uses lagged error terms, making it well-suited for capturing short-lived disturbances that dissipate over q periods.