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backshift

Backshift is a term used in linguistics and statistics to refer to a backward movement in time or tense within a sentence or data sequence. In linguistics, backshifting (also called reported speech backshift) describes how the tense in subordinate clauses is often shifted back when the content is reported by someone else. For example, direct speech He says, "I am hungry" becomes indirect speech He said that he was hungry. Modals and other auxiliaries may also backshift: will becomes would, can becomes could, may becomes might. The extent of backshifting can vary by language and context; in some cases backshifting is optional or replaced by other constructions.

In time series analysis, backshift refers to the backward shift operator B, defined by B x_t = x_{t-1}

Notes: The term may be encountered in different disciplines, and its precise meaning depends on context. In

for
a
time
series
x_t.
The
operator
is
used
to
express
differences
and
lag
polynomials
compactly.
For
instance,
the
difference
Δ
x_t
=
x_t
-
x_{t-1}
can
be
written
as
(1
-
B)
x_t.
An
autoregressive
model
AR(p)
can
be
written
φ(B)
x_t
=
ε_t,
with
φ(B)
=
1
-
φ_1
B
-
...
-
φ_p
B^p.
The
backward
shift
notation
simplifies
the
representation
of
lag
structures
and
is
a
standard
tool
in
ARIMA
modeling.
some
discussions,
backshift
may
refer
to
the
general
idea
of
moving
elements
to
earlier
positions
or
times.