ar model

  1. rogojel

    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!
  2. M

    Autoregresive (AR) models and stationarity - Contradiction?

    Hello, I have a problem regarding the general understanding of autoregressive (AR) models (and related models, such as MA and AR(I)MA models) which are used to analyze time series. An important assumption in these models is that we have stationarity, which implies that the mean and the...
  3. Enies

    Autoregression model implementation

    Hello forum users! I have a urgent question :/ I need to implement an AR(1) Model into Oxmetrics. Optimize my parameters using the OLS method. My question is simple, I have a vector with residuals. How do i go about using an OLS on them?