Autoregressive Process

Autoregressive Process

Any process or model that uses past data to predict future data. Technical analysis, for example, is an autoregressive process. See also: Forecasting.
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Reference (8) presented modified control limits for maintaining control of a process, when the data were assumed to be dependent and following a second order autoregressive process (AR(2) model).
an autoregressive process where [rho] [less than or equal to] 1.
2]O emissions as the dependent variable and soil water content, soil temperature, autoregressive process, seasonality, and temporal lags of soil water content and soil temperature as potential exploratory variables.
t], that follows a first-order autoregressive process and an additional component related to the disaster shock variable,
The variable other information also satisfies a first-order autoregressive process (4).
These conditional distributions change over time in an autocorrelated way, in fact the conditional variance, is in it self an autoregressive process.
King and Rebelo assume that TFP follows a first-order autoregressive process.
This requires testing whether the autoregressive process outside the band is significantly different from the random walk observed inside the band.
where the error terms follow an autoregressive process of the type
In addition to the consideration of lags in information and the lags in the incorporation of information about them into prices, the lagged value of the endogenous variable indicates autoregressive process.
We have particularly focused on determination of difference degree as well as on obtaining a suitable order of autoregressive process and order of moving average process.

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