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 Internatinal Conference on Modeling and Simulation
Pages7-12
Number of pages6
StatePublished - 1 Dec 2004
EventFifteenth IASTED Internatinal Conference on Modeling and Simulation - Marina Del Rey, CA, United States
Duration: 1 Mar 2004 → 3 Mar 2004

Publication series

NameProceedings of the IASTED International Conference on Modeling and Simulation
ISSN (Print)1021-8181

Conference

ConferenceFifteenth IASTED Internatinal Conference on Modeling and Simulation
Country/TerritoryUnited States
CityMarina Del Rey, CA
Period1/03/04 → 3/03/04

    Scopus subject areas

  • Software
  • Modelling and Simulation
  • Computer Science Applications

    Research areas

  • Autoregressive, Economic dynamics, Models, Time lags

ID: 36169875