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Investments glossary

Autoregressive


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Quotes of the day:

Let me tell you something that we Israelis have against Moses. He took us 40 years through the desert in order to bring us to the one spot in the Middle East that has no oil!

— Golda Meir

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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