On the Autoregressive Time Series Model Using Real and Complex Analysis

The autoregressive model is a tool used in time series analysis to describe and model time series data. Its main structure is a linear equation using the previous values to compute the next time step; i.e., the short time relationship is the core component of the autoregressive model. Therefore, sho...

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Bibliographic Details
Published in:Forecasting
Main Author: Torsten Ullrich
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Subjects:
Online Access:https://www.mdpi.com/2571-9394/3/4/44