Autoregressive Modeling is mathematical modeling of a time series based on the assumption that each value of the series depends only on a weighted sum of the previous values of the same series plus "noise".
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Granger causality principle can be expressed in terms of two-channel multivariate autoregressive model (MVAR).
In econometrics, Prais–Winsten estimation is a procedure meant to take care of the serial correlation of type AR(1) in a linear model.