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LAG CORRELATION

Statistics Directorate    
French Equivalent: Corrélation avec décalage

Definition:
The correlation between two series where one of the series has a lag with reference to the other.

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