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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
9 To estimate the degree of inflation persistence we run a first order autoregressive model AR(1) model, and check the significance of the coefficient on the autoregressive series. A positive coefficient implies a serial correlation, and thus inertia in the inflation series.
Based on Schwarz information criterion (SIC), the number of lags is set in the Fourier and autoregressive series to test for a serial correlation.
6 As Beck (1991) points out, sampling variability in an autoregressive series will tend to introduce a moving average component.
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