Glossary entry (derived from question below)
Spanish term or phrase:
término autorregresivo
English translation:
autoregressive term
Added to glossary by
DLyons
Dec 10, 2015 22:28
8 yrs ago
Spanish term
término autorregresivo
Spanish to English
Other
Mathematics & Statistics
economía del desarrollo/innovación
que la evolución de la tasa de x se explica esencialmente por el PBI por cápita junto con el término autorregresivo y el costo de oportunidad.
Se trata de resultados de un estudio estadístico de tasas de ocurrencia de un fenómeno.
Gracias a quien pueda ayudar,
Se trata de resultados de un estudio estadístico de tasas de ocurrencia de un fenómeno.
Gracias a quien pueda ayudar,
Proposed translations
(English)
4 | autoregressive term | DLyons |
5 -1 | the lagged dependent variable | Francois Boye |
References
Autoregressive | Helena Chavarria |
Proposed translations
34 mins
Selected
autoregressive term
Standard statistical terminology.
Peer comment(s):
agree |
Muriel Vasconcellos
1 hr
|
Thanks Muriel.
|
|
disagree |
Francois Boye
: This is not a Box and Jenkins model!
15 hrs
|
I didn't say it was. That's one example of the use of term. There are many others with no relationship to BJ e.g. spatial models.
|
4 KudoZ points awarded for this answer.
Comment: "this is the correct answer for this context. The term appeared later in the text. Thank you all."
-1
4 hrs
the lagged dependent variable
This translation clarifies the econometric meaning of 'término autorregresivo'
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Note added at 13 hrs (2015-12-11 12:11:51 GMT)
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Response to Asker: In the regression in question, the dependent variable is 'la tasa de x'.
The explanatory variables are the following:
A) GDP per capita
B) The lagged 'tasa de x' (tasa de x en el pasado)
C) Opportunity cost
--------------------------------------------------
Note added at 14 hrs (2015-12-11 13:08:59 GMT)
--------------------------------------------------
Regression equations that use time series data often contain lagged variables. For example, consider the regression equation:
Yt = beta0 + beta1 Yt-1 + beta2 Xt + et for t = 2,...,T
where et is a random error term and the total number of observations in the data set is T. This equation contains a lagged dependent variable as an explanatory variable. This is called an autoregressive model or a dynamic model. Note that the sample period is adjusted to start at observation 2. This is because the first observation is "lost" when a lagged variable is required. So the estimation now uses T-1 observations.
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Note added at 15 hrs (2015-12-11 14:28:11 GMT)
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To Asker: in the text you are trying to translate:
Yt = tasa de x
Yt-1 = término autoregresivo = tasa de x(-1) = lagged dependent variable
Xt = PIB por capita = GDP per capita
What is missing in the regression above is a second explanatory variable X't that would represent the 'costo de oportunidad'
--------------------------------------------------
Note added at 13 hrs (2015-12-11 12:11:51 GMT)
--------------------------------------------------
Response to Asker: In the regression in question, the dependent variable is 'la tasa de x'.
The explanatory variables are the following:
A) GDP per capita
B) The lagged 'tasa de x' (tasa de x en el pasado)
C) Opportunity cost
--------------------------------------------------
Note added at 14 hrs (2015-12-11 13:08:59 GMT)
--------------------------------------------------
Regression equations that use time series data often contain lagged variables. For example, consider the regression equation:
Yt = beta0 + beta1 Yt-1 + beta2 Xt + et for t = 2,...,T
where et is a random error term and the total number of observations in the data set is T. This equation contains a lagged dependent variable as an explanatory variable. This is called an autoregressive model or a dynamic model. Note that the sample period is adjusted to start at observation 2. This is because the first observation is "lost" when a lagged variable is required. So the estimation now uses T-1 observations.
--------------------------------------------------
Note added at 15 hrs (2015-12-11 14:28:11 GMT)
--------------------------------------------------
To Asker: in the text you are trying to translate:
Yt = tasa de x
Yt-1 = término autoregresivo = tasa de x(-1) = lagged dependent variable
Xt = PIB por capita = GDP per capita
What is missing in the regression above is a second explanatory variable X't that would represent the 'costo de oportunidad'
Note from asker:
Francois: could you give some more information, please? A link or something to confirm. Thanks. |
Peer comment(s):
disagree |
DLyons
: Autoregressive also applies to spatial models and "lagged" is completely wrong in that context.// This isn't a test of my knowledge :-)
10 hrs
|
Can you publish the alternative econometric regression you have in mind? Let's see!
|
Reference comments
36 mins
Reference:
Autoregressive
http://www.investopedia.com/terms/a/autoregressive.asp
https://en.wikipedia.org/wiki/Autoregressive_model
https://en.wikipedia.org/wiki/Autoregressive_model
Peer comments on this reference comment:
disagree |
Francois Boye
: The model submitted by Asker is not a time series model
15 hrs
|
I was only showing the asker that the word 'autoregressive' exists in English but thank you very much for your opinion.
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Discussion