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Science Forum Index  »  Statistics - Education Forum  »  Determining the lag number
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Author Message
Raj
Posted: Thu Mar 08, 2007 7:38 am
Guest
Hi everybody, i have a prediction problem at hand and a time-series
data to contend with. In order to apply the data over different
models i need to create lagged data out of it. My question is how do
we determine the optimal lag. I am relatively new to the area so
please do explain me from the basics.
Thank u
Raj
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Guest
Posted: Fri Mar 09, 2007 12:29 am
If it's time series model, you could look at the autocorrelation and partial
autocorrelation to determine the optimal lag.

"Raj" <nrajkiran@gmail.com> wrote in message
news:1173353931.361495.232800@p10g2000cwp.googlegroups.com...
Quote:
Hi everybody, i have a prediction problem at hand and a time-series
data to contend with. In order to apply the data over different
models i need to create lagged data out of it. My question is how do
we determine the optimal lag. I am relatively new to the area so
please do explain me from the basics.
Thank u
Raj
Back to top
 
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