Autoregressive process of order one
= Autoregressive process of order one
{title2=$\operatorname{AR}(1)$}
An autoregressive process of order one satisfies $X_t=\phi X_{t-1}+\varepsilon_t$. It is causal and weakly stationary when $|\phi|<1$.
= Autoregressive process of order one
{title2=$\operatorname{AR}(1)$}
An autoregressive process of order one satisfies $X_t=\phi X_{t-1}+\varepsilon_t$. It is causal and weakly stationary when $|\phi|<1$.