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LAGGED ENDOGENOUS VARIABLE

Environmental Engineering Dictionary
(Statistics) Refers to the use of a prior-period Dependent Variable used as an Explanatory Variable in the current period. The model below uses a prior Endogenous value, Yt-1, to explain the behavior of Yt: Yt = ø1Yt-1 + ð + et; In many instances of social, economic, and natural phenomenon, the behavior of a variable in the current period may be dependent upon or somehow influenced by its prior behavior or level. This constitutes the fundamental underpinning of an Autoregressive Process in the analysis of Time-Series Data.

 

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List of Terms: Terms beginning with "A", Page 1

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 1 7 9
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A: Page 1 of 73.

A POSTERIORI CLA...A PRIORI CLASSIF...A&C
A&I
A&R
A-HORIZON
A-Scale Sound Le...A WPR
AA
AAEE
AANWR
AAP

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United Nations Environment Programme

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