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LAG

Statistics Directorate    
French Equivalent: Décalage

Definition:
An event occurring at time t+k(k>0) is said to lag behind event occurring at time t, the extent of the lag being k. An event occurring k time units before another may be regarded as having a negative lag.

Source Publication:
A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Tuesday, May 21, 2002

Last updated on Thursday, February 26, 2004