Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=53342#.VL3KqyzQrzE Author(s) O. E. Okereke 1 , I. S. Iwueze 2 , O. Johnson 3 Affiliation(s) 1 Department of Statistics, Michael Okpara University of Agriculture, Umudike, Nigeria . 2 Department of Statistics, Federal University of Technology, Owerri, Nigeria . 3 Department of Mathematics, Computer Science and Informatics, Federal University, Otueke, Nigeria . ABSTRACT Invertibility is one of the desirable properties of moving average processes. This study derives consequences of the invertibility condition on the parameters of a moving average process of order three. The study also establishes the intervals for the first three autocorrelation coefficients of the moving average process of order three for the purpose of distinguishing between the process and any other process (linear or nonlinear) with similar autocorrelation structure. For...
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