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Stocks are priced 10 or higher and are within 15 of a 52-week high. If we substitute the second expression above netezza moving average the first, we have: and repeated application of this substitution yields: Now if | 1 and k is xverage, this expression can be written in the reverse order, with diminishing terms and with contribution from the term in x on the right hand side of the expression becoming vanishingly small, so we have: Since the right hand side of this expression models x t as the sum of a weighted set of prior values, in this case random error terms, it is clear that this AR model is, in fact, a form of MA model.

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