Categories: Quantitative Analysis

Auto Regreser (AR) process and Auto Regressive distributed lag (ARDL) Model

The prediction of dependent variable by the predictors (independent Variable) is called regression.

 

 

If the previous lags of a variable is distributed in a model such that it is predicting the dependent variable than this is called lag distribution model. Whereas, if the dependent variable is being predicted by its own previous dependent variable than this model is known as auto regressive distributed lag model or ARDL model.

Example of such model are mention below:

Related Post

 

 

Property of ARDL (Auto regressive distributed Lag) Model:

Two property of ARDL must be there:

  1. Lags are present in the model.
  2. AR process should execute.

 




  • Tags: ARLD
    Mikel

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