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Distributed lag

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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

  1. ^ Jeff B. Cromwell, et. al., (1994). Multivariate Tests For Time Series Models. SAGE Publications, Inc. ISBN 0-8039-5440-9
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