Stationarity in time series analysis | by Shay Palachy Affek | Towards Data Science
SOLVED: The MA(1) model Yt = /+ et + 0et-1 is actually part of the Wold representation which says that any covariance stationary process has the linear representation Yt = #+2bjet-j j=0
Instructional Video: Stationary Time Series - Bionic Turtle