lag regression

lag regression
мат. регрессия с запаздыванием аргумента

Большой англо-русский и русско-английский словарь. 2001.

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  • Regression model validation — In statistics, model validation is possibly the most important step in the model building sequence. It is also one of the most overlooked.[citation needed] Often the validation of a model seems to consist of nothing more than quoting the R2… …   Wikipedia

  • Lag — Payment of a financial obligation later than is expected or required, as in lead and lag. Also, the number of periods that an independent variable in a regression model is held back in order to predict the dependent variable. The New York Times… …   Financial and business terms

  • lag — Payment of a financial obligation later than is expected or required, as in lead and lag. Also, the number of periods that an dependent variable in a regression model is held back in order to predict the dependent variable. Bloomberg Financial… …   Financial and business terms

  • Distributed lag — In statistics and econometrics, a distributed lag model is a model for time series data in which a regression equation is used to predict current values of a dependent variable based on both the current values of an explanatory variable and the… …   Wikipedia

  • Auto-régression simultanée — Le Modèle d’Auto régression simultanée (« Simultaneous AutoRegressive Model » ou «  SAR ») est une généralisation du modèle de régression linéaire défini pour tenir compte de l autocorrelation spatiale dans les problèmes de… …   Wikipédia en Français

  • Correlogram — A plot showing 100 random numbers with a hidden sine function, and an autocorrelation (correlogram) of the series on the bottom …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Spatial analysis — In statistics, spatial analysis or spatial statistics includes any of the formal techniques which study entities using their topological, geometric, or geographic properties. The phrase properly refers to a variety of techniques, many still in… …   Wikipedia

  • Granger causality — is a technique for determining whether one time series is useful in forecasting another. Ordinarily, regressions reflect mere correlations, but Clive Granger, who won a Nobel Prize in Economics, argued that there is an interpretation of a set of… …   Wikipedia

  • Paläo/Geologische Zeitskala — Dieser Artikel stellt die Geologische Zeitskala in kompletter Form dar. Eine kleine Tabelle findet sich hier. Die folgende große Tabelle ist auskommentiert, mit geologischen Zeitangaben versehen und zeigt für jede Stufe typische geologische… …   Deutsch Wikipedia

  • Mixed data sampling — (MIDAS) is an econometric regression or filtering method developed by Ghysels et al. A simple regression example has the regressor appearing at a higher frequency than the regressand: where y is the regressand, x is the regressor, m denotes the… …   Wikipedia


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