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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.


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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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