autoregressive model

autoregressive model: French\ \ modèle autorégressif

German\ \ autoregressives Modell

Dutch\ \ autoregressief model

Italian\ \ modello autoregressivo

Spanish\ \ modelo autorregresivo

Catalan\ \ model autoregressiu

Portuguese\ \ modelo auto-regressivo

Romanian\ \ model autoregresiv

Danish\ \ autoregressiv model

Norwegian\ \ autoregressiv modell

Swedish\ \ autoregressiv modell

Greek\ \ αυτοπαλίνδρομο μοντέλο

Finnish\ \ autoregressiivinen malli

Hungarian\ \ autoregresszív modell

Turkish\ \ otoregresif modeli

Estonian\ \ autoregressioonimudel

Lithuanian\ \ autoregresinis modelis

Slovenian\ \ avtoregresijski model

Polish\ \ model autoregresji

Russian\ \ авторегрессивная модель

Ukrainian\ \ авторегресійна модель

Serbian\ \ ауторегресивни модел

Icelandic\ \ eiginaðhverft tímaraðalíkan; sjálfhverft tímaraðalíkan

Euskara\ \ -

Farsi\ \ -

Persian-Farsi\ \ مدل اتورگرسيو

Arabic\ \ نموذج الانحدار الذاتي

Afrikaans\ \ outoregressiewe model

Chinese\ \ 自回归模型

Korean\ \ 자기회귀모형

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Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t … Wikipedia
Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… … Wikipedia
autoregressive — adjective Employing autoregression, using a weighted sample of past data to predict future results An autoregressive model was used. See Also: regressive, autoregression … Wiktionary
Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… … Wikipedia
Autoregressive fractionally integrated moving average — In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA ( autoregressive integrated moving average ) models by allowing non integer values of the differencing parameter and are… … Wikipedia
Autoregressive conditional duration — In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a… … Wikipedia
Autoregressive Integrated Moving Average - ARIMA — A statistical analysis model that uses time series data to predict future trends. It is a form of regression analysis that seeks to predict future movements along the seemingly random walk taken by stocks and the financial market by examining the … Investment dictionary
autoregressive conditional heteroskedasticity — ( ARCH) A nonlinear stochastic process, where the variance is time varying, and a function of the past variance. ARCH processes have frequency distributions which have high peaks at the mean and fat tails, much like fractal distributions. The… … Financial and business terms
Autoregressive Conditional Heteroskedasticity - ARCH — An econometric term used for observed time series. ARCH models are used to model financial time series with time varying volatility, such as stock prices. The ARCH concept was developed by economist Robert F. Engle, for which he won the 2003… … Investment dictionary
SETAR (model) — In statistics, Self Exciting Thereshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime… … Wikipedia
STAR model — In statistics, Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a smooth… … Wikipedia

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autoregressive model

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