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Results tagged with lags
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user 3499
A lagged value in a time series is a value of a variable corresponding to an earlier time. For example, in a monthly time series, the first lagged value will be the value for the previous month and so on.
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Breusch-Godfrey Test and the length of the lag, p
Then the residuals are used the as the dependent variable and regressed over independent variables and its first p-lags. …
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