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lag operator

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  • Lag operator — In time series analysis, the lag operator or backshift operator operates on an element of a time series to produce the previous element. For example, given some time series:X= {X 1, X 2, dots },then :, L X t = X {t 1} for all ; t > 1,where L is… …   Wikipedia

  • Shift operator — In mathematics, and in particular functional analysis, the shift operators are examples of linear operators, important for their simplicity and natural occurrence. They are used in diverse areas, such as Hardy spaces, the theory of abelian… …   Wikipedia

  • jet lag — noun fatigue and sleep disturbance resulting from disruption of the body s normal circadian rhythm as a result of jet travel • Hypernyms: ↑fatigue, ↑weariness, ↑tiredness * * * noun : a condition that is characterized by various psychological and …   Useful english dictionary

  • Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t …   Wikipedia

  • Modelo autorregresivo de media móvil — En estadística, los modelos autorregresivos de media móvil (en inglés AutoRegressive Moving Average models, abreviados ARMA), también llamados Modelos Box Jenkins, se aplican a series temporales de datos. Dada una serie temporal de datos Xt, el… …   Wikipedia Español

  • List of mathematics articles (L) — NOTOC L L (complexity) L BFGS L² cohomology L function L game L notation L system L theory L Analyse des Infiniment Petits pour l Intelligence des Lignes Courbes L Hôpital s rule L(R) La Géométrie Labeled graph Labelled enumeration theorem Lack… …   Wikipedia

  • Unit root — In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process s characteristic equation. The process will be non stationary. If the other roots of the characteristic equation lie inside the unit… …   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

  • Autoregressive integrated moving average — In statistics, an autoregressive integrated moving average (ARIMA) model is a generalisation of an autoregressive moving average or (ARMA) model. These models are fitted to time series data either to better understand the data or to predict… …   Wikipedia

  • Order of integration — For the technique for simplifying evaluation of integrals, see Order of integration (calculus). Order of integration, denoted I(p), is a summary statistic for a time series. It reports the minimum number of differences required to obtain a… …   Wikipedia

  • DJIA — Der DJIA seit 26. Mai 1896 (lineare Version) Der DJIA seit 26. Mai 1896 (logarithmische Version) Der Dow Jones Industrial Average (DJIA) – oder in Eur …   Deutsch Wikipedia

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