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autoregression


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A property of a time series in which each score is a linear function of the preceding score (first-order autoregression) or of more than one of the preceding scores (higher-order autoregression). Such a series, even with only first-order autoregression, has a memory in the sense that each score is correlated with all preceding scores. See also ARIMA, autocorrelation. autoregressive adj. [From Greek autos self + English regression]

Subjects: Psychology.


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