Another first-order autoregressive model was constructed to examine the roles of air and water temperatures, herbivory, and nutrients on the biomass of S.
What does AR(1) stand for?
AR(1) stands for First-Order Autoregressive
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Samples in periodicals archive:
The Arellano-Bond tests for autoregressive errors suggest only a first-order autoregressive term is necessary.
A plot of the autocorrelation function (ACF) and partial autocorrelation function (PACF) for the first difference of HELPH (dHELPH) indicate a first-order autoregressive model.
At the same time, however, panel unit-root tests suffer from five potentially severe drawbacks: (i) difficulty in interpreting the null hypothesis; (ii) the lack of formal stability tests; (iii) the possibility of incorrect standard errors occurring when mixing stationary and nonstationary data; (iv) possible heterogeneity of the first-order autoregressive coefficients; (v) contemporaneous correlations that may lead to a spurious rejection of the null.
The topic of the second chapter is the first-order autoregressive model, AR(1), and its generalization in the form of an autoregressive moving average (ARMA) model of BoxJenkins fame.
The data sets were used for the X-Individuals control charts assuming the property of stationarity in the first-order autoregressive model, i.
Exploring a variety of univariate processes reveals that the log difference in consumption can be well described by a first-order autoregressive process--although a process in which the growth of consumption is unforecastable (the log of consumption is a random walk) is not a bad approximation.