Blanchard and Quah used a structural model named for this property to distinguish supply and demand disturbances. When using a model named for this property, the evolution of an endogenous variable due to exogenous shocks can be analyzed via impulse response functions. A method named for this property (-5[1])that models a vector of responses was popularized by Christopher Sims. (-5[1])In a popular method, a model named for this property corresponds to the parameter “p” in the triplet “p, d, q,” where “d” is the number of (*) differences taken and “q” is the number of error terms included. A model named for this property can be merged with a moving-average model and then “integrated” to get closer to stationarity. For 10 points, name this property of a time series model that predicts future values using past values, (10[1])which is the “AR” (-5[2])in the acronyms (10[1]-5[1])ARIMA and ARCH. (10[1])■END■ (10[4]0[1])