On Identification of Autoregressive Model with a Lag

A.V. Prasolov (USA)


Autoregressive, models, economic dynamics, time lags.


This paper is devoted to an identification task for a linear time-lag model. There are many of them in economic dynamics problems. A coefficients and delay value calculating algorithm is offered. The algorithm bases on the Least Square Method and on a total error as a function of the lag. Additionally a general rule of a lag definition in economic terms is suggested.

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