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Autoregressive
(redirected from Autoregressive moving average model)

   Also found in: Wikipedia 0.03 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.


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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.
Dickey, "Testing for Unit Roots in Autoregressive Moving Average Models of Unknown Order.
 
 
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