Using historical data to predict future data.
Related information about autoregressive:
- Autoregressive model - Wikipedia, the free encyclopedia
In statistics and signal processing, an autoregressive (AR) model is a type of random process which is often used to model and predict various types of natural ...
- Autoregressive–moving-average model - Wikipedia, the free ...
In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary ...
- Autoregressive Definition | Investopedia
An autoregressive process operates under the premise that past values have an effect on current values. A process considered AR(1) is the first order process, ...
- Distribution of the Estimators for Autoregressive Time Series ... - JStor
KEY WORDS: Time series; Autoregressive; Nonstationary; ... Consider the autoregressive model ... autoregressive time series whose characteristic equations ...
- Autoregressive - Dictionary Definition of Autoregressive
Definition: AR stands for "autoregressive." Describes a stochastic process ( denote here, et) that can be described by a weighted sum of its previous values and a ...
- likelihood ratio statistics for autoregressive time series with a unit root
Further reproduction prohibited without permission. LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT. DAVID A ...
- Autoregressive Time Series Modeling
This site provides the necessary tools for the identification, estimation, and forecasting based on autoregressive order one obtained from a given time series >
- 6.4.4.4. Common Approaches to Univariate Time Series
Autoregressive (AR) Models, A common approach for modeling univariate ... An autoregressive model is simply a linear regression of the current value of the ...