问一道题：NO.PZ2019040801000057 [ FRM I ]

NO.PZ2019040801000057 问题如下 There is a problem with the first-orr moving average [MA(1)] process. Whiof the following statements represents the problem anhow to resolve it? The problem is the moving average representation of the MA(1) process: A.incorporate only observable shocks, so the solution is to use a moving average representation. B.incorporate unobservable shocks, so the solution is to use a moving average representation. C.incorporate unobservable shocks, so the solution is to use autoregressive representation. incorporate only observable shocks, so the solution is to use autoregressive representation. C is correct.考点一阶移动平均解析一阶移动平均的问题在于它无法根据无法观察的白噪声冲击估计一个变量，解决方法是转换成自回归模型，使用可观察的项。 答案写的是“incorporate unobservable shocks”这不是MA模型本身的建模基础么？为什么说是MA模型的一个问题。。。还是说说的不够清楚，应该加上“在yt与yt-1存在相关性的情况下，MA没有考虑yt与yt-1的联系”？

NO.PZ2019040801000057 问题如下 There is a problem with the first-orr moving average [MA(1)] process. Whiof the following statements represents the problem anhow to resolve it? The problem is the moving average representation of the MA(1) process: A.incorporate only observable shocks, so the solution is to use a moving average representation. B.incorporate unobservable shocks, so the solution is to use a moving average representation. C.incorporate unobservable shocks, so the solution is to use autoregressive representation. incorporate only observable shocks, so the solution is to use autoregressive representation. C is correct.考点一阶移动平均解析一阶移动平均的问题在于它无法根据无法观察的白噪声冲击估计一个变量，解决方法是转换成自回归模型，使用可观察的项。 不论是AR, MARMA都假设et要符合白噪要求~WN(0, var)，为什么只有MA有这个缺点？其他两个模型也有et项呀

NO.PZ2019040801000057 问题如下 There is a problem with the first-orr moving average [MA(1)] process. Whiof the following statements represents the problem anhow to resolve it? The problem is the moving average representation of the MA(1) process: A.incorporate only observable shocks, so the solution is to use a moving average representation. B.incorporate unobservable shocks, so the solution is to use a moving average representation. C.incorporate unobservable shocks, so the solution is to use autoregressive representation. incorporate only observable shocks, so the solution is to use autoregressive representation. C is correct.考点一阶移动平均解析一阶移动平均的问题在于它无法根据无法观察的白噪声冲击估计一个变量，解决方法是转换成自回归模型，使用可观察的项。 看了之前的解答MA mol中，今天的数据=今天的sho+ θ*过去的shock，即今天的数据完全是今天和昨天的shock之和，这些shock是无关、随机的。如果一组时间序列之间是有联系的，即昨天的数据yt-1对今天的数据yt有影响，那么就不能用这个模型，应该用带有yt-1的AR模型更合理些。那为什么不选A？A说的不是如果是shock，就选MA模型？

NO.PZ2019040801000057问题如下There is a problem with the first-orr moving average [MA(1)] process. Whiof the following statements represents the problem anhow to resolve it? The problem is the moving average representation of the MA(1) process: A.incorporate only observable shocks, so the solution is to use a moving average representation. B.incorporate unobservable shocks, so the solution is to use a moving average representation. C.incorporate unobservable shocks, so the solution is to use autoregressive representation. incorporate only observable shocks, so the solution is to use autoregressive representation.C is correct.考点一阶移动平均解析一阶移动平均的问题在于它无法根据无法观察的白噪声冲击估计一个变量，解决方法是转换成自回归模型，使用可观察的项。这道题的知识点是什么呢，是课上讲过的吗

     老师你好，这道题的答案不太理解，是MA1包含了无法观察的shock吗？为什么ta它包含了无法观察的shock？