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lag correlation

   Also found in: Dictionary/thesaurus 0.01 sec.
lag correlation [′lag ‚kä·rə‚lā·shən]
(statistics)
The strength of the relationship between two elements in an ordered series, usually a time series, where one element lags a specific number of places behind the other elements.


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Lead and lag correlation structure between flows are estimated to better understand the co-movement that graphs 1 and 2 appear to indicate.
The authors look at lead and lag correlations for the years 1972, 1980, and 1987 and find that due to very little indication of lagged responses across these markets beyond a twenty-four hour period, the international markets display a high level of efficiency.
 
 
 
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