In this paper, we analyze the time delayed effect of speech feature. Here, the time delayed effect means that the current feature vector of speech is under the influence of the previous feature vectors. In this paper, we use a set of LPC driven cepstal coefficients and evaluate the time delayed effect of cepstrum with the performance of the speech recognition system. For the experiments, we used the speech database consisting of 22 words which uttered by 50 male speakers. The speech database uttered by 25 male speakers was used for training, and the other set was used for testing. The experimental results show that the time delayed effect is large in the lower orders of feature vector but small in the higher orders.