autoregressive series

autoregressive series

[¦ȯd·ō·ri¦gres·iv ′sir·ēz]
(mathematics)
A function of the form ƒ(t) = a1ƒ (t - 1) + a2ƒ(t - 2) + ⋯ + amƒ (t - m)+ k, where k is any constant.
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