t-1

That means point y(t) = y(t-1) + Z where Z is not a constant but white noise of mean zero.

Idiots Delight EliRabett 2010

What about something being functionally relevant at t, but not at t-1 or at t+1?

A Message About ID 2007

Red noise is usually associated with an AR(1) process whereby the time series of a variable follows a relationship of the form x_t = x_(t-1) + white noise

Forward Modeling of Ring Widths « Climate Audit 2007

An I(1) process is stationary once you difference it (delta X=X(t)-X(t-1)).

Juckes – Meet the Durbin-Watson Statistic « Climate Audit 2006

Corrected correlation between Gov't as a pct of the economy at t-1 and growth at time t.

The Government and the Private Sector 2006

Step 1: Run regression Union(t)=rho*Union(t-1)+epsilon(t)

Decoding Juckes SI Figure 1 « Climate Audit 2006

NOW WHEN I LOOK, even with a broadband t-1 connection, and that is fast, I don't see the pictures either.

Post deleted by johanson 2004

Corrected correlation between Gov't as a pct of the economy at t-1 and growth at time t.

In Defense of Corporate Taxes 2006

And finally, the “computer rankings” are weighted as only a minor component compared to “expert opinion” – where opinion in year t is heavily correlated with opinion in year t-1.

Willis E on Hansen and Model Reliability « Climate Audit 2006

The equation for a random walk is: y[t] = y[t-1] + �

Gambling Runs « Climate Audit 2005