Autoregressive Process

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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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Datta, "First-order random coefficient integer-valued autoregressive processes," Journal of Statistical Planning and Inference, vol.
Empirical Likelihood Inference for First-Order Random Coefficient Integer-Valued Autoregressive Processes
Order Determination for Multivariate Autoregressive Processes using Resampling Methods.
Estimacion mejorada de modelos AR multivariados en el analisis de senales EEG
By taking into account time-lagged soil water content, time-lagged soil temperature, autoregressive processes and seasonality, the model provides more-detailed information on the nature of the relationship between [N.
Nitrous oxide emissions from subtropical horticultural soils: a time series analysis
BIC 0,051 0,051 0,051 MAIC 0,050 0,051 0,050 t-sig 0,050 0,051 0,051 Moving-average processes [theta] = -0,8 BIC 0,930 0,931 0,930 MAIC 0,334 0,334 0,329 t-sig 0,074 0,074 0,074 [theta] = -0,4 BIC 0,391 0,385 0,385 MAIC 0,145 0,146 0,141 t-sig 0,025 0,025 0,025 [theta] = 0,4 BIC 0,226 0,224 0,227 MAIC 0,109 0,108 0,098 t-sig 0,051 0,053 0,051 [theta] = 0,8 BIC 0,481 0,482 0,478 MAIC 0,185 0,191 0,176 t-sig 0,074 0,076 0,074 Autoregressive processes p = -0,8 BIC 0,010 0,010 0,010 MAIC 0,003 0,002 0,003 t-sig 0,016 0,016 0,015 p = -0,4 BIC 0,129 0,120 0,128 MAIC 0,064 0,063 0,063 t-sig 0,030 0,030 0,030 p = 0,4 BIC 0,146 0,146 0,146 MAIC 0,122 0,131 0,113 t-sig 0,057 0,058 0,057 p = 0,8 BIC 0,290 0,298 0,278 MAIC 0,342 0,360 0,321 t-sig 0,136 0,139 0,134 Size Power [P.
GLS para eliminar los componentes deterministicos, estadisticos de raiz unitaria eficientes y cambio estructural
Among the topics are gradient-based algorithms with applications to signal-recovery problems, graphical models of autoregressive processes, convex analysis for non-negative blind source separation with applications in imaging, robust broadband adaptive beamforming using convex optimization, and cooperative distributed multi- agent optimization.
Convex optimization in signal processing and communications
Here, a is a diagonal matrix of elements in [0, 1) driving the stationary autoregressive processes.
Multidimensional credibility with time effects: an application to commercial business lines
Determining the Order of Differencing in Autoregressive Processes," Journal of Business and Economic Statistics, 5, 1987, pp.
Unit and fractional roots at the long run and the seasonal frequencies in macroeconomic time series
To examine the nature of various nonlinear estimates, we generated a large number of series from second-order autoregressive processes.
Out-of-sample forecasts and nonlinear model selection with an example of the term structure of interest rates
Likelihood ratio statistics for autoregressive processes.
Meteorologic influences on Plasmodium falciparum malaria in the highland tea estates of Kericho, Western Kenya
9B and 9C are not a pair of first-order autoregressive processes due to the dependence of [[Phi].
Complex dynamics in stochastic tritrophic models
A second approach is to build dynamics into the unobserved factors themselves by modeling them as autoregressive processes.
Sources of New York employment fluctuations
Johansen's tests for cointegration (1988, 1991, Johansen and Juselius (1990)) are a logical multivariate extension of Dickey-Fuller unit root tests for autoregressive processes.
Monetary policy indicators after deregulation

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