The ma specification may be added in an ls or tsls specification to indicate a moving average error component. ma(1) indicates the first order component, ma(2) indicates the second order component, and so on.

You may express a range of MA terms using the “to” keyword between a starting and ending integer.

regresses M1 on a constant, TB3, and TB3 lagged once with first order and second order moving average error components. The “z” option turns off backcasting in estimation.

estimates the same model but with MA terms from 1 to 4.

See “Time Series Regression” for details on ARMA and seasonal ARMA modeling.

See also sma, ar, and sar.