Autoregression
BFCS
BFCS
Fundamentals of R
The Basics of R
Working with data structures
Data Visualization
Mathematical Foundation
A primer on linear algebra
Normed vector spaces
Mathematical Optimization
Optimization
Gradient-based optimization
Gradient-free optimization
The travelling salesman problem
Linear Programming
Positive mathematical programming
Statistical Modelling
The Linear Regression Model
Analysis of Variance
Non-linear statistical models
Time Series Analysis
What’s weird about time series data?
Autoregression
Moving average
ARIMA
Machine Learning
What is machine learning, anyways?
Evaluating Machine Learning Models
Neural Networks
Large Language Models
Mechanistic Modelling
Differential equations
References
Table of contents
What is autoregression and why is it so important for time series?
Report an issue
Autoregression
Code
What is autoregression and why is it so important for time series?
What’s weird about time series data?
Moving average
Source Code
---
title:
Autoregression
---
## What is autoregression and why is it so important for time series?