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Lumbago, essentially, comes from Latin and it means, or at least physicians use it to denote pain stemming from the low back. We kind of lump that together and we say lumbago is low back pain
To be more precise, it should be broken down into axial back pain, in other words pain that remains in the spine and doesn't radiate down the legs, or radicular pain, which most people refer to as sciatica. But lumbago is a general term denoting low back pain.