]</span>
In a proper Bayesian model, the parameters <span class="math inline">\(\mu\)</span>, <span class="math inline">\(\theta\)</span>, and
<span class="math inline">\(\sigma\)</span> must all be given priors.</p>
<div id="ma2-example" class="section level3">
<h3 class="unnumbered" number="">MA(2) Example</h3>
<p>An <span class="math inline">\(\mbox{MA}(2)\)</span> model can be coded in Stan as follows.</p>
<pre><code>data {
  int&lt;lower=3&gt; T;          // number of observations
  vector[T] y;       