Thanks a lot for this upload. Here are some time stamps if viewers want to skip to certain explainations. 2:27 - white noise 3:29 - Autoregressive (AR) models 7:29 - Moving Average (MA) models 10:42 - Autoregressive Moving Average (ARMA) models 11:59 - Stationarity 13:02 - Detrending 14:18 - Differencing 15:59 - Seasonality 16:29 - the Dickey-Fuller test for stationarity 19:54 - The augmented Dickey-Fuller test 20:35 - Dickey-Fuller test with a time trend 21:14 - Autocorrelation fuction (ACF) 22:56 - Partial Autocorrelation Function (PACF) 24:16 - ACF and PACF properties 24:52 - ACF of AR(1) model graphs 27:42 - ACF of MA(1) model graphs 29:06 - ACF of ARMA(1,1) model graphs 30:11 - ACF graph of nonsationary series 30:26 - ACF graph with seasonal lag Diagnostics for arima Models 31:10 - testing for White Noise 32:00 Goodness of fit 33:15 - the Box-Jenkins metholdology for ARIMA model selection 35:15 - (cont.)
@econometricsacademy
3 жыл бұрын
I would like to correct a few typos in the video. The updated lecture pdf has been corrected. At 13:26 in the video and slide 8, the formula for detrending should have minus in "-beta*t" At 18:56 in the video and slide 11 next to last line should be "gamma*
@infinity3668
11 ай бұрын
You're really great, am still benefiting from the lecture
@ClayClaim
8 жыл бұрын
Your tutorial is so cool!! I know how complicated it can be… Looking forward to see more work :)
@alort6165
6 жыл бұрын
Excellent video! In 35 mins everything clicked as opposed to almost 12 hrs of class! thank you!
@FelipeEdit10
8 жыл бұрын
Professor Ani Katchova you are the Best! Greatings from Brazil.
@TimothyChenAllen
10 жыл бұрын
Thank you! This is the ARIMA video I have been looking for; it made a good companion to my text (Box/Jenkins/Reinsel). I needed some good theoretical background, but also a practical explanation; your video series gives me just this. Very well done.
@sidimate
8 жыл бұрын
I was able to understand the ARMA and ARIMA models. Explained easily. Thanks for the video
@fzhcary
6 жыл бұрын
I have seen about 10 videos about time series videos, this is the best. The length isn't too long and the explanation is clear and to the point. Not too much formulas. It would be better for the author to re-record the video with the correction.
@sonu.chhabra
5 жыл бұрын
The best video on the topic, very exhaustively though a bit too fast for someone new to the topic. I would still recommend to watch this video and know exaclty the topics you are wanting to learn and then explore more reading materials and watch this video again. Sounds long, but trust me that would be a shortcut for the given topic.
@maxyuzhong7781
9 жыл бұрын
Hi, I just want you to know that I am preparing for the final exam of my economic forecasting class and your channel is extremely clear and helpful. Thank you very much and happy Christmas! :)
@chrisg0901
9 жыл бұрын
This was really helpful! I'm looking for a job that uses statistics and these free videos provide a great review of my college work! Thank you!
@sricharansitamraju5011
9 жыл бұрын
Excellent video with rich information on Time Series forecasting!
@David-cx3fc
5 жыл бұрын
Years later lol But this helps so much for my Time Series course to understand what all parts of the model mean and what it means in real life! Explained perfectly! Thanks!
@MrVaibhav488
4 жыл бұрын
This is the best video on youtube for time series. Thanks. Please make a video on the SARIMA model too.
@BhattLoveesh
5 жыл бұрын
loved the graphical explanation of models and the intuition behind them
@pedrerorey
8 жыл бұрын
These videos are extremely good!!! Again, thank you so much!
@KarriemPerry
8 жыл бұрын
Thank you for this useful explanation of ARIMA models.
@bhesht
6 жыл бұрын
Excellent introduction to the topic. Very thorough!
@haiyanwang4867
3 жыл бұрын
This an excellent video for learning ARIMA models. Thank you so much!
@regrigorova
6 жыл бұрын
Thank you very much for this video! Greetings from Bulgaria! :)
@kashif30189
8 жыл бұрын
This was an excellent explanation, especially about ACF and PACF graph, thanks a ton
@smileypirate
10 жыл бұрын
Thank you! This helped me getting a much better understanding of time series analyses
@Omoniyi2
9 жыл бұрын
Thank you for these wonderful contributions to knowledge.
@derboe05
10 жыл бұрын
Thank you for putting this online, it really helped me.
@chockumail
10 жыл бұрын
Thanks for all these vedios. its very helpful
@eivindfosse8352
8 жыл бұрын
Good intuitive explanations, keep up the good work!
@krcheti451
6 жыл бұрын
awesome overview of arima models. Thanks much!!
@lauriniskanen6916
10 жыл бұрын
Very clearly presented. Thank you so much.
@xuecongsun6000
8 жыл бұрын
such an awesome tutorial! easy to understand and just solved my problem!thanks so much
@greycat_1473
5 жыл бұрын
a very informative video! it was quite easy to understand. thank you!
@paulinegredal1305
10 жыл бұрын
Thank you, that video was really helpful to me! Have been struggling to understand these concepts, but this video made everything clear to me :)
@313kash
8 жыл бұрын
Thank you for this video-lecture! Really useful!
@workyemolla9970
3 жыл бұрын
this is the best of all
@netmadefamous
8 жыл бұрын
Very GOOD ... Thank you for the Video..
@xEr0r
6 жыл бұрын
Thank you very much, was very helpfull for my thesis
@tab114Left
8 жыл бұрын
Excellent tutorial, Thanks!
@pawas2005
10 жыл бұрын
Thanks a lot for the video! It helped me a lot with my thesis :)
@boubacartraore9888
6 жыл бұрын
Very useful ! Thank you for this incredible video, it helps me a lot :-)
@chandrasekhar3427
6 жыл бұрын
Very nice video, thanks!
@AdarshKumar-vk9cz
8 жыл бұрын
Brilliant explanation!
@petepittsburgh
8 жыл бұрын
Great lesson. Thank you!
@chitwanhumad4079
5 жыл бұрын
Very well explained topic.
@jaytimbadia2191
5 жыл бұрын
Awesome Video!!
@syrianmusic1403
7 жыл бұрын
Many thanks Ani, so useful.
@polinas2479
7 жыл бұрын
a great explanation thanks a lot!
@Whosewillwin
4 жыл бұрын
Thanks for this amazing tutor
@beback_
7 жыл бұрын
How would you determine the seasonality period 'm'? Great lecture by the way, thank you!
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