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LAG CORRELATION [1 record]

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Alphabetical list of terms

Record 1 1998-08-05

English

Subject field(s)
  • Statistical Methods
DEF

An extension of the concept of serial correlation to two time series. It is a function of the time lag r, that is, it measures the correlation between the values of one series at times [t sub 1, t sub 2, t sub 3...,] and those of the other series at times [t sub 1 + r, t sub 2 + r, t sub 3 + r...]

Key term(s)
  • cross-lagged correlation

French

Domaine(s)
  • Méthodes statistiques

Spanish

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