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Independent variables: concurrent and four lags (conditional) or two lags (unconditional) of daily order imbalance.
The LM test indicates no autocorrelation in the model residuals at two lags.
The correlogram values for the log-transformed daily returns are tabulated with two lags since the value of the auto correlation changes from negative to positive in two lags.
For the variable X 2t, a discrepancy of two lags and a parameter in the denominator is specified.
It can be observed that both input variables showed a displacement of two lags in relation to the response variable.
We imposed two lags on all variables, the optimum suggested by Hannan-Quinn and Schwarz information criteria (see Table 5).
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Two lag screws were used in 14 patients with short oblique fracture patterns.
At these two lag times, we observe small and large temporal changes at these time windows.
The within-group relation between the two lagged paths was also distinct between the groups.
The estimated coefficients of two lagged temperature terms and AR terms are given in Table 3.
Table 1 reports the mean accuracy rates for both phases under the two lag conditions.
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