Difference Between Two Forms of Equations of Auto Regressive (AR) Model

1. What is the AR equation?
2. What is the difference between autoregressive model and moving average model?
3. What does an autoregression model describe?
4. What is difference between linear regression and autoregressive model in time series analysis?

What is the AR equation?

the AR(p) process is given by the equation Φ(B)Xt = ωt;t = 1,...,n. • Φ(B) is known as the characteristic polynomial of the process and its roots determine when the process is stationary or not.

What is the difference between autoregressive model and moving average model?

A Moving Average model is similar to an Autoregressive model, except that instead of being a linear combination of past time series values, it is a linear combination of the past white noise terms.

What does an autoregression model describe?

Autoregressive models predict future values based on past values. They are widely used in technical analysis to forecast future security prices. Autoregressive models implicitly assume that the future will resemble the past.

What is difference between linear regression and autoregressive model in time series analysis?

Autoregressive modeling uses only past data to predict future behavior. Linear regression is carried out on the data from the current series based on one or more past values of the same series.