"UM" <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>...
> What's the difference between
> AutoCorrelation and AutoRegression?
> Is both the same?

please read http://www.itl.nist.gov/div898/handbook/eda/section3/eda35c.htm

and the section on ARIMA models UNDER the time series option

http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm

or

http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc446.htm

You can also search http://www.tucows.com for FreeFore a freeware
program to take the data , compute the autocorrelation and return to
you autoregressive model.  All free !

or http://www.download.com can be used.

regards

Dave Reilly
Automatic Forecasting Systems
.
.
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