Definition:Time Series/Past Value
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Definition
A past value of a time series $T$ is an observation $x$ of $T$ whose timestamp is for some past instant, previous to the current value.
Sources
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next): $1$: Introduction