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 ?
8), implying that, like earnings, CFO exhibits more lags over time.
For the DLM analysis, we used a matrix of second-degree polynomials to estimate separate effects for cumulative lags of 0-10, 0-20, 0-30, and 0-40 days.
In addition, if information asymmetries are behind the lead-lag relationships, then longer CDS market lags should be observed when information asymmetries are high.
Present paper seeks to examine whether inflation hampers economic growth in Nepal or not with the help of Distributed Lag Models using the annual data of GDP and Consumer Price Index (CPI).
However later studies confirm existence of long and variable lags in effect of monetary policy (see for example Tanner (1979) Gruen et al.
These tests are specific versions of F tests but they are carried on individual lags.
He added: This is part of our investment toward getting back to the good old days before 2006, when there were no restrictions on LAGs for passengers.
We revisit Friedman's (1971) work under optimal punishment instead of trigger strategies to characterize the effect of detection lags in collusive agreements in an n-firm oligopoly.
To implement these recommendations, the Commission will bring forward proposals to amend the existing legislation on LAGs in Autumn 2012, with the agreement of the Member States and the European Parliament.
In this experiment, the impaired performance on T2 at short lags could be attributed solely to both temporal and spatial attention shifts as masking was not involved.
5] represent the lag coefficients (spot market lagging behind futures market or Futures market leading spot) over 1, 2, 3, 4 and 5 days lags respectively; [[beta].
In addition to lags of Y, we are interested in the information content of a higher-frequency variable, X, sampled m times between samples of Y (e.