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