Lag operator
id:
lag-operator-255-15716284
title:
Lag operator
text:
In time series analysis, the lag operator (L) or backshift operator (B) operates on an element of a time series to produce the previous element. For example, given some time series then or similarly in terms of the backshift operator B: B X t = X t − 1 for all t > 1 . Equivalently, this definition can be represented as The lag operator can be raised to arbitrary integer powers so that and
brand slug:
wiki
category slug:
encyclopedia
description:
Operator for offsetting time series elements
original url:
https://en.wikipedia.org/wiki/Lag_operator
date created:
date modified:
2022-09-21T17:43:47Z
main entity:
{"identifier":"Q3354622","url":"https://www.wikidata.org/entity/Q3354622"}
image:
fields total:
13
integrity:
14