Accurate prediction of the Remaining Useful Life (RUL) of rolling bearings is crucial in industrial production, yet existing models often struggle with limited generalization capabilities due to their inability to fully process all vibration signal patterns. We introduce a novel multi-input autoregressive model to address this challenge in RUL prediction for bearings. Our approach uniquely integrates vibration signals with previously predicted Health Indicator (HI) values, employing feature fusion to output current window HI values. Through autoregressive iterations, the model attains a global receptive field, effectively overcoming the limitations in generalization. Furthermore, we innovatively incorporate a segmentation method and multiple training iterations to mitigate error accumulation in autoregressive models. Empirical evaluation on the PMH2012 dataset demonstrates that our model, compared to other backbone networks using similar autoregressive approaches, achieves significantly lower Root Mean Square Error (RMSE) and Score. Notably, it outperforms traditional autoregressive models that use label values as inputs and non-autoregressive networks, showing superior generalization abilities with a marked lead in RMSE and Score metrics.