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This paper looks at the possibility of modelling MPEG4 traffic at the group of picture (GoP) level with autoregressive models. Even though these models are short-range dependent the autocorrelation structure of the traffic can be matched up to an arbitrary lag by using the right order of the autoregressive process. No attempt is made to capture the long-range dependence in the traffic. A procedure to build such an autoregressive model of any order is described. Koenen (see ISO/IEC 14496, May/June 2000) found that the autocorrelation structure of GoPs decays almost exponentially for certain MPEG-4 traffic traces. Consequently, the use of autoregressive models for such traces seemed appropriate. It was found that the mean, variance and autocorrelation structure could be matched closely provided the right order autoregressive model was used. However, the empirical distribution function could not be matched closely. A distortion of the marginal distribution function was required to match that of the empirical sequence. A gamma distribution approximation was used. As this was not very successful the empirical distribution function itself was used to distort the marginal distribution.