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).
Measuring the effect if data dependence on quality control limits
t] is modeled by a stationary first-order autoregressive process.
Pricing standardized mortality securitizations: a two-population model with transitory jump effects
an autoregressive process where [rho] [less than or equal to] 1.
Real-time warning signs of emerging and collapsing Chinese house price bubbles
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.
Nitrous oxide emissions from subtropical horticultural soils: a time series analysis
t], that follows a first-order autoregressive process and an additional component related to the disaster shock variable,
Monetary policy and natural disasters in a DSGE model
The variable other information also satisfies a first-order autoregressive process (4).
Relationship between abnormal earnings persistence, industry structure, and market share in Brazilian public firms
These conditional distributions change over time in an autocorrelated way, in fact the conditional variance, is in it self an autoregressive process.
Time-varying volatility modelling of Baltic Stock Markets/Baltijos vertybiniu popieriu rinku nepastovumo modeliavimas
King and Rebelo assume that TFP follows a first-order autoregressive process.
Deconstructing the success of real business cycles
This requires testing whether the autoregressive process outside the band is significantly different from the random walk observed inside the band.
Mexico's integration into NAFTA markets: a view from sectoral real exchange rates
where the error terms follow an autoregressive process of the type
Is more still better? Revisiting the Sixth District coincident indicator
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.
Influences of selected macroeconomic variables on U.S. stock market returns and their predictability over varying time horizons
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.
Model-building for time series of heat demand

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