HomeDefinitionsCompareDebt Auto Regressive (AR)ProcessThe financial definition for Auto Regressive (AR)Process:A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process. An AR(1) process has an infinite memory. Click to compare definitions of Auto Regressive (AR)Process Click to view definitions beginning au |