Auto-Regressive (AR) Process

A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process. An AR(1) process has an infinite memory.
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we also estimated our model using the spatial auto-regressive (SAR) model with allowance for spatial autocorrelation in the error term.
For that purpose growth model was developed and regressed by applying different analytical techniques that includes unit root test, Auto-Regressive Distributed Lag Model, ARDL bound testing, Wald test, ARDL co-integration and long form.
In a state-of-the-art Bayesian time-varying parameter vector auto-regressive framework, the authors demonstrate the strong role of the dollar in shaping the oil price dynamics, an effect that is not widely accepted among energy experts who often consider oil as a pure exogenous variable.
Using the corrected and selected vibration noise, the resonance frequency of the tire vibration system is identified by Maximum Entropy Spectral Estimation (MESE) based on Auto-regressive (AR) model.
2003), non-linear (Ratkowsky, 1990; Bard, 1974; Draper and Smith, 1998) and Auto-Regressive Integrated Moving Average (ARIMA) time-series models (Box et al.
Traditional univariate time series models, such as Auto-Regression (AR), Auto-Regressive Moving Average (ARMA), Auto-Regressive Integrated Moving Average (ARIMA) [3], only consider the historical data of the target serie alone.
Vector Auto-Regressive (VAR) and Auto-Regressive Conditional Heteroskedasticity (ARCH) models were employed to analyze the cross-autocorrelation among the portfolio returns.
To remove the problem of non-stationary auto-regressive (AR) and moving average (MA) were used.
Kiyani and ranjbari (2001) study the long-run relationship among the Iran's energy, labour and capital factors of agriculture sector using the cointegration and Auto-Regressive Distributed Lag (ARDL) models for estimating the Cobb-Douglas form of production function during the years 1967-1999.
The next paper is an empirical contribution called "Spatial equilibrium, market integration and price exogeneity in dry fish marketing in Nigeria: A vector auto-regressive (VAR) approach" which models marketing efficiency in 66 pairs of spatially separated markets of fish in Nigeria.
Higher-order auto-regressive (AR) models with lags ranging from 1 to 19 were developed, with climatic and non-climatic factors as regressors.