What does AR stand for?

1986), "Generalized Autoregressive Conditional Heteroscedasticity", Journal of Econometrics, 31, 307-327.

Specialized applications extend LGM to growth mixture models, modeling change in latent variables, autoregressive latent trajectory models, and modeling change in categorical outcomes.

2](12) statistics, and Autoregressive Conditional Heteroskedasticity (ARCH) effects is suggested by the ARCH(6) chi-squared statistic.

i,a,t] to determine whether autoregressive or moving average components were present.

In this study, we evaluate the use of data from an ambulatory care clinic network to detect increases of ILI using a time-series autoregressive and cumulative sum (CUSUM)-based detection algorithm.

Moreover, Connolly (1989) tests the weekend effect in S&P 500 index returns and rejects the constant variance model in favor of a Generalized Autoregressive Heteroscedastic (GARCH) model.

Time Series Software Software for (1) estimating long memory (Factional differencing) time series models; (2) robust Bayesian estimation and order selection for autoregressive models; and (3) MTD models for higher-order Markov chains, (Adrian Raftey, Chris Fraley, Nhu Lee and Simon Tavare) Polymars A set of S functions for classification and (polychotomous) regression using adoptively selected polynomial splines for the model building based on the MARS algorithm.

Bollerslev extended this idea into Generalized Autoregressive Conditional Heteroskedastic (GARCH) models which give more parsimonious results than ARCH models (Bollerslev, 1986).