Glossary entry

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,
Change log

Dec 19, 2015 13:35: DLyons Created KOG entry

Dec 19, 2015 13:35: DLyons changed "Field (specific)" from "Economics" to "Mathematics & Statistics"

Discussion

DLyons Dec 11, 2015:
It's in the link I posted - and other places also. "Term" here just means one or more variables.
Mariana Gutierrez (asker) Dec 11, 2015:
sintagma completo Estimados colegas: la pregunta es sobre el sintagma completo “término autoregresivo” y no solo “autorregresivo”. Sé que autorregresivo es “autorregressive”, un un término estadístico, pero no encontré la combinación “autoregressive term” en la web y no la conozco. Sospecho que no se use así. Si alguien puede ofrecerme un enlace para el sintagma completo, para poder confirma ese uso, les agradecería. Los enlaces enviados son solo para “autoregressive".

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.
Something went wrong...
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'

--------------------------------------------------
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)
--------------------------------------------------

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!
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Reference comments

36 mins
Reference:

Autoregressive

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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