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KembaraXtra-Psychology - autoregression
Autoregression is a time-series property where each value can be expressed as a linear function of a preceding value (first-order) or multiple preceding values (higher-order). Even first-order autoregression gives the series “memory” because each value becomes correlated with earlier ones. It relates to ARIMA models, autocorrelation, and correlograms.
Autoregression is a time-series property where each value can be expressed as a linear function of a preceding value (first-order) or multiple preceding values (higher-order). Even first-order autoregression gives the series “memory” because each value becomes correlated with earlier ones. It relates to ARIMA models, autocorrelation, and correlograms.
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