autoregression

To draw that conclusion, the IPCC makes an assumption about the global temperature series, known as the "AR1" assumption, for the statistical concept of "first-order autoregression."

How Scientific Is Climate Science? Douglas J. Keenan 2011

Mr. Sims's big contribution was to use a statistical tool, the vector autoregression VAR, to model the macroeconomy and make macro forecasts.

A Nobel for Non-Keynesians David R. Henderson 2011

Barro has what sounds like a vector autoregression to predict payroll employment.

The Two Employment Surveys, Again, Arnold Kling | EconLog | Library of Economics and Liberty 2009

Apparently some guy called Ronald did the heavy lifting while Herman gave speeches.7.28pm: This is a debate about economics – and since most people don't know their vector autoregression from their complementary cumulative distribution functions, help is at hand on this live blog.

GOP presidential economics debate in New Hampshire - as it happened 2011

If Nathan's objection to Charlie's hypothesis is correct, then there are two ways of setting up a vector autoregression of, say, the percent change in the S&P 500 and the change in Obama's lead over McCain that should address this concern:

What Caused the Panic?, David Henderson | EconLog | Library of Economics and Liberty 2009

Stern (1993) tests US data (1947-1990) for Granger causality in a multivariate setting using a vector autoregression (VAR) model of GDP, energy use, capital, and labor inputs.

Energy quality 2008

We could be being fooled by random walks, autoregression and persistent noise.

Bürger Review « Climate Audit 2007

The purpose of autoregression is to figure out how Xt varies as a function of Xt-1.

More Tangled Webs « Climate Audit 2006

Rather than using a lagged regression model, incorporating predictors from years prior to (and sometimes following) the predictand climate year (e.g., Briffa et al., 1983), the chronology was instead statistically prewhitened and the residuals from a general autoregression model were used for estimating past climate variability.

The Euro Hockey Team and Yamal « Climate Audit 2006

Abstract: We formulate generalized maximum entropy estimators for the general linear model and the censored regression model when there is first order spatial autoregression in the dependent variable and residuals.

More on MBH98 Figure 7 « Climate Audit 2006