Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...
The autoregressive spectral estimator exhibits errors when the time series contains a transient spectral component. A variation in the choice of the autoregressive parameters minimizes these errors.
The Journal of Energy and Development, Vol. 42, No. 1/2 (Autumn 2016 and Spring 2017), pp. 161-188 (28 pages) H. S. Houthakker, P. K. Verleger, and D. P. Sheehan, “Dynamic Demand Analysis for Gasoline ...