Chapter Part II Autoregressive Models Another simple time series model is the f irst order autoregression denoted by AR PDF document - DocSlides
Th eries is AR1 if it satis64257es the iterative equation called a dif f erence equation tt 1 where is a zeromean white noise We use the term autoregression since 1 is actually a linea tt regression model for in terms of the explanatory varia ID: 22394Direct Link: Embed code:
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