Lag

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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.

Lag

1. A late payment.

2. In a quantitative model, the length of time considered in the past that is used to predict a future variable.
References in periodicals archive ?
The forecasts are true out-of-sample forecasts where, following the initial forecast quarter, lagged dependent variables are set equal to lagged forecast values.
2012), reported significant associations between mortality in Sao Paulo and single-day lagged exposures and short cumulative-lag exposures ([less than or equal to]3 days) to [PM.
Then, as the typhoon approaches and the uncertainty decreases, the lagged tracks gradually converge toward the observed one and authorities can make adjustments toward the scenario with increasing likelihood.
We find that when information asymmetry is high, identified by either larger than usual bid-ask spreads or in days immediately preceding major macroeconomic news announcements, CDS returns are particularly sensitive to lagged positive equity returns.
This sequential procedure stops when the regression coefficients of the lagged variables start becoming statistically insignificant and / or the coefficient of at least one of the variables change signs.
13) Working population growth and lagged tax rate are found to be correlated with employment growth.
195-196) regresses changes in the tax rates on its own lagged values and also on lagged values of changes in the government expenditures and real output growth.
Tse (1995) examined the behaviour of prices in the Nikkei index and the corresponding SIMEX traded futures contract and found that lagged changes of the futures price affected the short-term adjustments of the futures price.
First, the pattern of slope coefficients (and, thus, the weights on each of the lagged intermediate samplings) is unconstrained.
The Autoregressive Distributed Lag model represent the regression model that include not only the current but also lagged (past) values of the explanatory variables (Xs), also it include one or more lagged value of the dependent variable among its explanatory variables, and is used in regression analysis that involve time series data.
As a result, there are a couple of problems when making use of the lagged appraisal returns data of real estate.
Los Angeles Unified's fourth- and eighth-graders improved their math and reading skills over the past two years, but still lagged behind other urban school districts, according to a study released Thursday.