Distributed lag: Difference between revisions
Content deleted Content added
m Added reference |
m Added reference |
||
| Line 3: | Line 3: | ||
In general <math>y_t=\sum \beta_i y_{t-i} +\epsilon_t</math>, where <math>y_t</math> is the time series and <math>\epsilon</math> is the error. |
In general <math>y_t=\sum \beta_i y_{t-i} +\epsilon_t</math>, where <math>y_t</math> is the time series and <math>\epsilon</math> is the error. |
||
<ref>Jeff B. Cromwell, |
<ref>Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9</ref> |
||
{{Unreferenced|date=January 2008}} |
{{Unreferenced|date=January 2008}} |
||
Revision as of 23:20, 10 March 2009
 | This article provides insufficient context for those unfamiliar with the subject. |
In statistics a distributed lag model explains a time series by a series of lags of the same variable. In general , where is the time series and is the error.
 |
 | This statistics-related article is a stub. You can help Wikipedia by expanding it. |
- ^ Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9