Time Series Analysis, Time Series Forecasting, Time Series Model, Machine Learning, Data Science.
It’s used for forecasting when there is some correlation between values in a time series and the values that precede and succeed them. Image showing AR models (Photo by Panwar Abhash Anil) The order of the model is the number of times lags (p) used. and for stationary, -1<a1,a2,..,ap<1. If AR