A statistical model is autoregressive if it predicts future values based on past values (i.e., predicting future stock prices based on past performance).

The generalized autoregressive conditional heteroskedasticity (GARCH) process is an econometric term used to describe an approach to estimate volatility in financial markets.

We evaluate the performance of two leading non-linear models in forecasting post-war US GNP, the self-exciting threshold autoregressive model and the Markov-switching autoregressive model. Two methods ...

Management Science, Vol. 35, No. 10 (Oct., 1989), pp. 1236-1246 (11 pages) A simple time series model for bivariate exponential variables having first-order autoregressive structure is presented, the ...

Spatial Econometrics and Autoregressive Models Publication Trend The graph below shows the total number of publications each year in Spatial Econometrics and Autoregressive Models.