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Thread: Interpretation of an AR model

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    Interpretation of an AR model




    hi,
    looking at process times of a rather complex machine I found that an AR(2) model describes it quite well. Does it make sense to interpret this as an indication that the machine has a "memory" of about 2 runs ? E.g. insufficient cleaning between runs?

    thanks a lot!

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    Re: Interpretation of an AR model

    Quote Originally Posted by rogojel View Post
    hi,
    looking at process times of a rather complex machine I found that an AR(2) model describes it quite well. Does it make sense to interpret this as an indication that the machine has a "memory" of about 2 runs ? E.g. insufficient cleaning between runs?

    thanks a lot!
    Yes. It is a 'short memory' process. I didn't fully understand the example part "insufficient cleaning between runs".
    In the long run, we're all dead.

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    rogojel (03-02-2016)

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    Re: Interpretation of an AR model


    hi.
    tghis is a kind of a filter, so whatever material sticks to the filter might influence the next run, sort of.

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