A form of <a href="search.pl?p=regression analysis">regression analysis</a> in which the dependent variable is related to past values of itself at varying time lags. An autoregressive model would express the forecast as a function of previous values of that<a href="search.pl?p= time series data"> time series data</a> (e.g., Y<SUB>t</SUB> = <I>a</I> + <I>b</I>Y<SUB>t-I</SUB> + <I>e<SUB>t</SUB></I>, where <I>a</I> and <I>b </I>are parameters and <I>e<SUB>t</SUB></I> is an error term). <o:p></o:p></P>