Regression modelEconometrics / time series

Bayesian Moving Average (MA) Model

The Bayesian MA model estimates a moving average time series model within a fully Bayesian framework, placing prior distributions on the MA parameters and error variance and updating them via Bayes' theorem. This approach yields full posterior distributions over model parameters and produces probabilistic forecasts with coherent uncertainty quantification.

EconMind ile uygulaSoonVideoSoon

Tam yöntemi oku

Members only

Sign in with a free account to read this section.

Sign in

Sources

  1. West, M., & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
  2. Geweke, J., & Meese, R. (1981). Estimating regression models of finite but unknown order. International Economic Review, 22(1), 55–70. link

Related methods

ScholarGateBayesian MA model (Bayesian Moving Average Model). Retrieved 2026-06-04 from https://scholargate.app/tr/econometrics/bayesian-ma-model