Definition of Autoregressive. Meaning of Autoregressive. Synonyms of Autoregressive

Here you will find one or more explanations in English for the word Autoregressive. Also in the bottom left of the page several parts of wikipedia pages related to the word Autoregressive and, of course, Autoregressive synonyms and on the right images related to the word Autoregressive.

Definition of Autoregressive

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Meaning of Autoregressive from wikipedia

- In statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it is used to...
- In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic...
- In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
- in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model...
- cross-correlated with a non-identical to itself random-variable. Together with the autoregressive (AR) model, the moving-average model is a special case and key component...
- process model. VAR models generalize the single-variable (univariate) autoregressive model by allowing for multivariate time series. VAR models are often...
- statisticians George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find...
- role in data analysis aimed at identifying the extent of the lag in an autoregressive (AR) model. The use of this function was introduced as part of the Box–Jenkins...
- In time series modeling, a nonlinear autoregressive exogenous model (NARX) is a nonlinear autoregressive model which has exogenous inputs. This means...
- In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving...