For example, an autoregressive model might seek to predict a stock's future prices based on its past performance. Autoregressive models predict future values based on past values. They are widely ...

This technique is commonly used in time series analysis, where data is collected over time, like weather patterns, stock prices, or website traffic. There are different types of autoregressive ...

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

The dividend‐price ratio and expectations of future dividends ... Econometric Theory 10:672–700. Elliott, G., and J. Stock. 2001. Confidence intervals for autoregressive coefficients near one. Journal ...

The study is based on a simulation experiment and a real application to daily returns of five stock indices. In general the ML estimates of volatility parameters are found to be unbiased with high ...

Our EXCARR model not only takes the conditional autoregressive range (CARR) model as a special case but also considers the asymmetry between the upward range and the downward range. Empirical studies ...

The Western Balkan economies have faced numerous external shocks in recent years, while simultaneously becoming more integrated with the European Union. This paper employs a global vector ...