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The AR(1) model is the discrete-time analogy of the continuous Ornstein-Uhlenbeck process. It is therefore sometimes useful to understand the properties of the AR(1) model cast in an equivalent form. In this form, the AR(1) model, with process parameter , is given by
[1] [2] In order for the model to remain stationary, the roots of its characteristic polynomial must lie outside the unit circle. For example, processes in the AR(1) model with | | are not stationary because the root of = lies within the unit circle. [3]
In econometrics, Prais–Winsten estimation is a procedure meant to take care of the serial correlation of type AR(1) in a linear model.Conceived by Sigbert Prais and Christopher Winsten in 1954, [1] it is a modification of Cochrane–Orcutt estimation in the sense that it does not lose the first observation, which leads to more efficiency as a result and makes it a special case of feasible ...
In time series analysis used in statistics and econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary series and periodic variation, respectively.
Partial autocorrelation is a commonly used tool for identifying the order of an autoregressive model. [6] As previously mentioned, the partial autocorrelation of an AR(p) process is zero at lags greater than p. [5] [8] If an AR model is determined to be appropriate, then the sample partial autocorrelation plot is examined to help identify the ...
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The health belief model (HBM) is a social psychological health behavior change model developed to explain and predict health-related behaviors, particularly in regard to the uptake of health services. [1] [2] The health belief model also refers to an individual's beliefs about preventing diseases, maintaining health, and striving for well-being ...