Lag operator

In time series analysis, the lag operator or backshift operator operates on an element of a time series to produce the previous element. For example, given some time series

then

or equivalently

where L is the lag operator. Sometimes the symbol B for backshift is used instead. Note that the lag operator can be raised to arbitrary integer powers so that

单词	Lag operator
释义	Lag operator 英语百科 Lag operator In time series analysis, the lag operator or backshift operator operates on an element of a time series to produce the previous element. For example, given some time series then or equivalently where L is the lag operator. Sometimes the symbol B for backshift is used instead. Note that the lag operator can be raised to arbitrary integer powers so that
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