Auto-Regressive (AR) Process is a stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process. An AR(1) process has an infinite memory.
Barry Goldsmith
| APA | Barry Goldsmith. (2010). Auto-Regressive (AR) Process. Retrieved September 26, 2026, from http://smartdefine.org/auto-regressive_(ar)_process/definitions/1148098 |
| Chicago | Barry Goldsmith. 2010. "Auto-Regressive (AR) Process" http://smartdefine.org/auto-regressive_(ar)_process/definitions/1148098 (accessed September 26, 2026). |
| Harvard | Barry Goldsmith 2010, Auto-Regressive (AR) Process, Smart Define, viewed 26 September, 2026, <http://smartdefine.org/auto-regressive_(ar)_process/definitions/1148098>. |
| MLA | Barry Goldsmith. "Auto-Regressive (AR) Process" 21 October 2010. Web. 26 September 2026. <http://smartdefine.org/auto-regressive_(ar)_process/definitions/1148098> |