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In this chapter, you will discover the AR model: the autoregressive model. The AR model is the most basic building block of univariate time series. As you have seen before, univariate time series are a family of models that use only information about the past of the target variable to forecast its future, and they do not rely on other explanatory variables.

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The AR Model

  • 章节

  • 发表日期：

    2025年

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  • Joos Korstanje

摘要

In this chapter, you will discover the AR model: the autoregressive model. The AR model is the most basic building block of univariate time series. As you have seen before, univariate time series are a family of models that use only information about the past of the target variable to forecast its future, and they do not rely on other explanatory variables.