This paper is devoted to an identification task for a linear time-lag model. There are many of them in economic dynamics problems. A coefficients and delay value calculating algorithm is offered. The algorithm bases on the Least Square Method and on a total error as a function of the lag. Additionally a general rule of a lag definition in economic terms is suggested.

Original languageEnglish
Title of host publicationPROCEEDINGS OF THE FIFTEENTH IASTED INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION
EditorsMH Hamza
PublisherACTA Press
Pages7-12
Number of pages6
ISBN (Print)0-88986-391-1
StatePublished - 2004
Event15th IASTED International Conference on Modelling and Simulation - Marina Del Rey, Canada
Duration: 1 Mar 20043 Mar 2004

Conference

Conference15th IASTED International Conference on Modelling and Simulation
Country/TerritoryCanada
CityMarina Del Rey
Period1/03/043/03/04

    Research areas

  • autoregressive, models, economic dynamics, time lags

ID: 74656482