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VARIABLE WEIGHT DISTRIBUTED LAGS: HOUSING COMPLETIONS IN AUSTRALIA 1
Author(s) -
Williams Ross A.
Publication year - 1973
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1973.tb00197.x
Subject(s) - distributed lag , lag , variable (mathematics) , distribution (mathematics) , time lag , work (physics) , mathematics , econometrics , computer science , environmental science , statistics , geology , engineering , mathematical analysis , mechanical engineering , computer network
This paper presents a convenient way of allowing the weights of a (truncated) geometric lag distribution to vary in the short‐run around the average relationship. An alternative version which amounts to an inverted‐V lag distribution is developed. The models are applied to the relationship between work done on dwellings and dwelling commencements in Australia over the past decade.