Distributed lag: Difference between revisions
Content deleted Content added
m Date maintenance tags and general fixes |
rearrange intro, remove context tag, add cats, change to refimprove tag |
||
| Line 1: | Line 1: | ||
{{Context|date=October 2009}} |
|||
In [[statistics]] a '''distributed lag model''' is a regression eqution utilizing time-series data that contains both the current values of an explanatory variable and the lagged (past period) values of this explanatory variable. |
|||
<ref>Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9</ref> |
In [[statistics]], a '''distributed lag model''' is a model for [[time series]] data in which a [[linear regression|regression]]-like equation is used to predict current values of a [[dependent variable]] based on both the current values of an [[explanatory variable]] and the lagged (past period) values of this explanatory variable.<ref>Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9</ref> |
||
== References == |
== References == |
||
| Line 8: | Line 6: | ||
{{reflist}} |
{{reflist}} |
||
{{ |
{{refimprove|date=November 2009}} |
||
[[Category:Time series models]] |
|||
[[Category:Econometric models]] |
|||
{{statistics-stub}} |
{{statistics-stub}} |
||
Revision as of 16:13, 6 November 2009
In statistics, a distributed lag model is a model for time series data in which a regression-like equation is used to predict current values of a dependent variable based on both the current values of an explanatory variable and the lagged (past period) values of this explanatory variable.[1]
References
- ^ Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9
 | This article needs additional citations for verification. (November 2009) |
 | This statistics-related article is a stub. You can help Wikipedia by expanding it. |