I am learning TS analysis but my angle is probably diffent from the usual. Being in six sigma I need to reduce the variability of a process that I can prove is basically AR(3) which with 3 runs on the average per day means one day's runs influence the next day in the mathematical model.

My question is: does it make sense to hunt for some physical process/property that could produce this effect or is an AR series such a mathematical abstraction that this is hopeless ? I know that in multiple regression the physical interpretation of the coefficients can be tricky - any ideas for time series?

thanks a lot!