answersLogoWhite

0


Best Answer

An autoregression is a process used to model many types of natural behaviour.

User Avatar

Wiki User

9y ago
This answer is:
User Avatar
More answers
User Avatar

AnswerBot

7mo ago

Autoregression is a statistical model used to analyze time series data where a variable is regressed on its own past values. This model captures relationships between an observation and a number of lagged observations of the same variable. Autoregressive models are commonly used in forecasting and understanding patterns in sequential data.

This answer is:
User Avatar

Add your answer:

Earn +20 pts
Q: What is an autoregression?
Write your answer...
Submit
Still have questions?
magnify glass
imp
Related questions

What has the author H L Koul written?

H. L. Koul has written: 'Weighted empiricals and linear models' -- subject(s): Autoregression (Statistics), Linear models (Statistics), Regression analysis, Sampling (Statistics) 'Weighted empirical processes in dynamic nonlinear models' -- subject(s): Autoregression (Statistics), Linear models (Statistics), Regression analysis, Sampling (Statistics)


What has the author ByoungSeon Choi written?

ByoungSeon Choi has written: 'ARMA model identification' -- subject(s): Autoregression (Statistics), Linear models (Statistics)


What has the author Glenn D Rudebusch written?

Glenn D. Rudebusch has written: 'Do measures of monetary policy in a VAR make sense?' -- subject(s): Autoregression (Statistics), Mathematical models, Monetary policy


What has the author M Ishiguro written?

M. Ishiguro has written: 'DALL' 'Astronomy With Millimeter and Sub-Millimeter Wave Interferometry: Iau Colloquium 140' 'ARdock, an auto-regressive model analyzer' -- subject(s): Mathematical models, System analysis, Time-series analysis, Autoregression (Statistics), Computer programs


What has the author Jan R Magnus written?

Jan R. Magnus has written: 'Linear structures' -- subject(s): Matrices 'The bias of forecasts from a first-order autoregression' 'The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept' 'On differentiating Eigenvalues and Eigenvectors' 'The exact moments of a ratio of quadratic forms in normal variables' 'Symmetry, 0-1 matrices, and Jacobians'


What has the author K R Kadiyala written?

K. R. Kadiyala has written: 'Efficient estimation of partially identified system of equations' -- subject(s): Estimation theory, Least squares, Simultaneous Equations 'Forecasting with Bayesian vector autoregressions' -- subject(s): Autoregression (Statistics), Economic forecasting, Statistical methods 'The performance of mutual funds' -- subject(s): Mathematical models, Mutual funds


What has the author H Naci Mocan written?

H. Naci Mocan has written: 'A dynamic model of differential human capital and criminal activity' -- subject(s): Crime, Criminal behavior, Criminals, Econometric models, Economic aspects, Economic aspects of Punishment in crime deterrence, Economic conditions, Human capital, Punishment in crime deterrence, Utility theory 'Credit rationing and race in mortgage lending in the United States, 1960-1990' -- subject(s): Discrimination in mortgage loans 'Ugly criminals' -- subject(s): Crime, Economic aspects, Economic aspects of Personal beauty, Personal Beauty, Social aspects, Social aspects of Personal beauty, Sociological aspects, Sociological aspects of Crime 'Can consumers detect lemons?' -- subject(s): Child care services, Consumer behavior 'The impact of incentives on human behavior' -- subject(s): Capital punishment, Punishment in crime deterrence 'Economic conditions, deterrence and juvenile crime' -- subject(s): Economic aspects of Juvenile delinquency, Employment, High school students, Juvenile delinquency, Punishment in crime deterrence, Unemployment and crime 'Business cycles and fertility dynamics in the U.S' -- subject(s): Autoregression (Statistics), Business cycles, Human Fertility, Statistics, Time-series analysis, Unemployment, Vector analysis 'Vengeance' 'The demand for medical care in urban China' -- subject(s): Consumer behavior, Cost of Medical care, Medical care, Urban poor, Utilization 'Catholic schools and bad behavior' -- subject(s): Catholic schools, Juvenile delinquency 'Nonprofit sector and part-time work' -- subject(s): Child care workers, Employees, Nonprofit organizations, Part-time employment, Wages