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Auto Regressive Time Series Model.
Auto Regressive Time Series Model. Table Of Contents: Auto Regression Model. Assumptions Of Auto Regression Model. AR(P) Model. AR(P) Model Examples. Examples Of AR Model. How Auto-Regressive Model Works? Auto Correlation Function (ACF). Interpreting ACF Plot. Partial AutoCorrelation Function(PACF). Interpreting PACF Plot. (1) Auto Regressive Model An autoregressive (AR) model is a type of time series model that predicts the future values of a variable based on its past values. It assumes that the current value of the variable depends linearly on its previous values and a stochastic (random) term. The term “autoregressive” refers to the fact that the model
