Definitions

Distributed lag

Distributed lag

In statistics a distributed lag model explains a time series by a series of lags of the same variable. In general y_t=sum beta_i y_{t-i} +epsilon_t, where y_t is the time series and epsilon is the error.

Related Articles

Search another word or see Distributed lagon Dictionary | Thesaurus |Spanish
  • Please Login or Sign Up to use the Recent Searches feature
FAVORITES
RECENT