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Autoregressive |
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Autoregressive Using past data or variable of interest to predict future values of the same variable. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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His most notable contribution was pioneering work with George Box on autoregressive moving average models, also called Box-Jenkins models, in time-series analysis. Data sets were transformed and detrended by differencing and autoregressive moving average models were fitted to the differenced series to ensure the residuals were normally distributed and independent. His most notable contribution was pioneering work with George Box on autoregressive moving average models, also called Box-Jenkins models, in time-series analysis. |
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