Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
3,895,976,245 visitors served.
forum Join the Word of the Day Mailing List For webmasters
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

Autoregressive

   Also found in: Acronyms, Wikipedia 0.01 sec.
Autoregressive
Using past data or variable of interest to predict future values of the same variable.
Autoregressive
Anything that uses past data to predict future data. Technical analysis, for example, is by its nature autoregressive. See also: Forecasting.
Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.
?Page tools
Printer friendly
Cite / link 		Feedback
Add definition
Mentioned in?  References in periodicals archive?   Financial browser?   Full browser?
 
1986), "Generalized Autoregressive Conditional Heteroscedasticity", Journal of Econometrics, 31, 307-327.
Impact of futures and asymmetric effect on the volatility of Indian ... by Padhi, Puja / Indian Journal of Economics and Business
Specialized applications extend LGM to growth mixture models, modeling change in latent variables, autoregressive latent trajectory models, and modeling change in categorical outcomes.
Latent growth curve modeling by SciTech Book News
2](12) statistics, and Autoregressive Conditional Heteroskedasticity (ARCH) effects is suggested by the ARCH(6) chi-squared statistic.
Emerging market equity prices and chaos: evidence from Indonesia and ... by Adrangi, Bahram; Chatrath, Arjun; Kamath, Ravindra; Raffiee, Kambiz / International Journal of Business
 
 
 
Financial Dictionary
?

Terms of Use | Privacy policy | Feedback | Advertise with Us | Copyright © 2012 Farlex, Inc.
Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.