What does autoregressive mean?

Definitions for autoregressive
au·tore·gres·sive

This dictionary definitions page includes all the possible meanings, example usage and translations of the word autoregressive.

Wiktionary

  1. autoregressiveadjective

    Employing autoregression, using a weighted sample of past data to predict future results

    An autoregressive model was used.

Wikipedia

  1. autoregressive

    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 describe certain time-varying processes in nature, economics, behavior, etc. The autoregressive model specifies that the output variable depends linearly on its own previous values and on a stochastic term (an imperfectly predictable term); thus the model is in the form of a stochastic difference equation (or recurrence relation which should not be confused with differential equation). Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated moving average (ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which consists of a system of more than one interlocking stochastic difference equation in more than one evolving random variable. Contrary to the moving-average (MA) model, the autoregressive model is not always stationary as it may contain a unit root.

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Numerology

  1. Chaldean Numerology

    The numerical value of autoregressive in Chaldean Numerology is: 8

  2. Pythagorean Numerology

    The numerical value of autoregressive in Pythagorean Numerology is: 4

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"autoregressive." Definitions.net. STANDS4 LLC, 2024. Web. 24 Apr. 2024. <https://www.definitions.net/definition/autoregressive>.

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