autoregression Trees

hi,

I am using Time series alogorrithm.I just wants to know about the autoregression tree.I am having data like

Studid Date Perf

001 01/01/2007 90

001 02/01/2007 95

001 03/01/2007 89

002 01/01/2007 79

002 02/01/2007 90

002 03/01/2007 95

Like that. when I use my Model Viewer --> Descision Tree --> It shows like

Perf = 90.0084 + 1.02 * Perf(-2) + 0.25 * Perf(-2).

What is this value and how its getting calculated?

Basically, the formula tells that the forcasted Perf value is determined by using a regression formula that uses, as regressors, the value Perf had two time slices ago.

If your time key were a date, then Today's Perf depends linearly on Perf two days ago.

More details on the autoregressive tree can be found in the paper on "Autoregressive tree models for Time Series Analysis" by C. Meek, D.M Chickering and David Heckerman, available here: http://research.microsoft.com/~dmax/publications/dmart-final.pdf