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Investments glossary

Autoregressive


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Quotes of the day:

Oil prices will keep breaking new records until other countries move to nuclear and alternative energy sources or we discover massive new reserves and increase production dramatically over the next few years.

— Med Jones

A statistical model is autoregressive if it predicts future values based on past values. For example, an autoregressive model might seek to predict a stock’s future prices based on its past performance.

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