Definition of autoregression in English:

autoregression

noun

Statistics
  • Partial dependence of each term of a stochastic series (typically a succession of observations in time) on one or more of the terms immediately preceding it; a statistical model that generates a series with this property.

Origin

1930s. From auto- + regression.

Pronunciation

autoregression

/ˌɔːtə(ʊ)ˌriːˈɡrɛʃn//ˌɔːtə(ʊ)rɪˈɡrɛʃn/