AutoRegressive with eXogenous inputs1

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  ARX (AutoRegressive with eXogenous inputs) Information ARX (AutoRegressive with eXogenous inputs) is a linear model used in time-series analysis and forecasting, where the output variable (Y) is modeled as a function of its own lagged values (AR term) and the lagged values of one or more exogenous input variables (X term). The ARX model is a combination of an AR model and an external input, making it a more general class of models compar.. Zettelkasten/Terminology Information 2023. 3. 21.