autoregressionn.
/ˌɔːtə(ʊ)rᵻˈɡrɛʃn/, /ˌɔːtə(ʊ)ˌriːˈɡrɛʃn/, U.S. /ˌɔdərəˈɡrɛʃ(ə)n/, /ˌɔdəˌriˈɡrɛʃ(ə)n/, /ˌɔdoʊrəˈɡrɛʃ(ə)n/, /ˌɔdoʊˌriˈɡrɛʃ(ə)n/, /ˌɑdərəˈɡrɛʃ(ə)n/, /ˌɑdəˌriˈɡrɛʃ(ə)n/, /ˌɑdoʊrəˈɡrɛʃ(ə)n/, /ˌɑdoʊˌriˈɡrɛʃ(ə)n/ Statistics.
Partial dependence of each term of a stochastic series (typically a succession of observations in time) on one or more of the terms immediately preceding it; a statistical model that generates a series with this property.
ΚΠ
1938 H. Wold Study Anal. Stationary Time Series i. 29 In order to attain conformity of terminology, the approach (51) will in the sequel be descriptively called the scheme of (linear) autoregression.
1958 Biometrika 45 389 (title) The use of autoregression in fitting an exponential curve.
1979 R. A. Elnicki in L. E. Weeks et al. Financing of Health Care iii. 237/1 The error terms were then used in the second step to compute an autoregression measure, ri, for each hospital.
2005 O. Cappé et al. Inference in Hidden Markov Models i. 31 Hamilton's model assumes that a macro-economic aggregate..follows one of two different autoregressions depending on whether the economy is expanding or contracting.
This is a new entry (OED Third Edition, June 2011; most recently modified version published online December 2021).
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