What is 'Autoregressive'
Autoregressive is a stochastic process used in statistical calculations in which future values are estimated based on a weighted sum of past values. An autoregressive process operates under the premise that past values have an effect on current values. A process considered AR(1) is the first order process, meaning that the current value is based on the immediately preceding value. An AR(2) process has the current value based on the previous two values.
BREAKING DOWN 'Autoregressive'
Autoregressive processes are used by investors in technical analysis. Trends, moving averages and regressions take into account past prices in an effort to create forecasts of future price movement. One drawback to this type of analysis is that past prices won't always be the best predictor of future movements, especially if the underlying fundamentals of a company have changed.

Autoregressive Integrated Moving ...
A statistical analysis model that uses time series data to predict ... 
Generalized AutoRegressive Conditional ...
An econometric term developed in 1982 by Robert F. Engle, an ... 
Generalized AutoRegressive Conditional ...
A statistical model used by financial institutions to estimate ... 
Process Value Analysis  PVA
A strategy that businesses use to determine whether all of their ... 
Goods In Process
An inventory account that is usually identified on the balance ... 
Value Investing
The strategy of selecting stocks that trade for less than their ...

Investing News
How Do Professionals Forecast Crude Oil Prices?
Discover how the future price of oil is predicted with a weighted combination of mathematical tools. Economists largely use five main models as their base. 
Options & Futures
StockPicking Strategies: Value Investing
Value investing is one of the best known stockpicking methods. In the 1930s, Benjamin Graham and David Dodd, finance professors at Columbia University, laid out what many consider to be the ... 
Professionals
Net Present Value (NPV)
FINRA/NASAA Series 66 Section 1  Net Present Value. This section discusses the concept of Net Present Value and its calculation. 
Fundamental Analysis
Calculating Future Value
Future value is the value of an asset or cash at a specified date in the future that is equivalent in value to a specified sum today. 
Fundamental Analysis
Market Value Versus Book Value
Understanding the difference between book value and market value is a simple yet fundamentally critical component to analyze a company for investment. 
Professionals
Financial Planning: Process and Rules
Financial Planning: Process and Rules 
Professionals
Present Value And Discounting
It is important to know how to calculate the time value of money so that you can distinguish between the worth of investments that offer you returns at different times. 
Fundamental Analysis
Intrinsic Value
Learn more about this way of valuing a company or an asset based on an underlying perception of its true value. 
Summary of Applications and Processes
The main goal of equity valuation is to estimate its intrinsic value. Intrinsic value can differ from market value, in which case stock becomes overvalued or undervalued depending on whether ... 
Fundamental Analysis
What's Fair Value?
Fair value has three different meanings depending on the context.

How do traders identify key signals from the autoregressive moving average?
See how traders and technical analysts use autoregressive moving averages to create forecasting models, and learn why this ... Read Answer >> 
What is the difference between a company's book value per share and its intrinsic ...
Book value and intrinsic value are two ways to measure the value of a company.In simple terms, book value is based on the ... Read Answer >> 
What is the difference between economic value and market value?
Learn about the differences between economic value and market value. Discover how they serve different purposes for businesses ... Read Answer >> 
What is the difference between book value and market value
Learn the differences between book value and market value, and see how investors use each type to determine if a company ... Read Answer >> 
What is the difference between intrinsic value and current market value?
Discover the differences between intrinsic and market values, what makes the former difficult to determine and how investor ... Read Answer >> 
What is the difference between enterprise value and equity value?
Valuating a business accurately depends heavily on the purpose of the valuation. Learn how enterprise value and equity value ... Read Answer >>