Definition of "autoregression" []

• An autoregressive process that is used to model many types of natural behaviour (noun)

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• "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."
• "Mr. Sims's big contribution was to use a statistical tool, the vector autoregression VAR, to model the macroeconomy and make macro forecasts."
• "Barro has what sounds like a vector autoregression to predict payroll employment."