Currently preparing for my masters thesis (not economy related). I hardly had any statistics courses during my studies, but now I need knowledge of time series analysis in order to create a forecasting model. Within just 3 days consuming videos on this channel, my understanding of time series analysis went from virtually 0 to something that at least allows me to read relevant papers and understand the basic concept of the proposed models within. This guy is amazing
@uafiewn
3 жыл бұрын
You're amazing. I'm taking a time series course and the professor isn't so great at explaining any of these concepts. Really appreciate you and your videos! Please keep them coming.
@lynguyen709
2 жыл бұрын
OMG your visual example and explanation are very clear and easy to follow. Thank you so much for making such a thoughtful video!
@ResilientFighter
3 жыл бұрын
Ritvik, this was the most clear explanation of stationary I have ever found. THANK YOU!!!
@tracyliu2168
3 жыл бұрын
Fantastic Video!! The stationary has been puzzled me for a long time, this is the simplest and easiest video to understand!!
@patricke1362
2 жыл бұрын
your videos are great, first I was skeptical because of the style with the marker/ handwritten. But it is awesome !!! Your voice, your style of speaking, your structure in every video from arima to white noise. Very very valuable content !!!!! keep on going adding value to the world !!
@nickbossi7630
Жыл бұрын
So nice seeing how to make the time series stationary at end. Much appreciated!
@slothner943
Жыл бұрын
I've watched a bunch of videos now, started on SVM. The quality and pedagogy of these videos is superb! Great job!
@nabarodawn9040
4 жыл бұрын
you are seriously a life savor, much love
@mauriceligulu5058
5 жыл бұрын
Your videos are amazing, you make time series easier. Keep the good work
@ritvikmath
4 жыл бұрын
Thanks!
@akrylic_
5 жыл бұрын
Been following since I found your Ridge regression video. You're incredible, keep up the great work!
@ritvikmath
4 жыл бұрын
I appreciate it!
@tassoskat8623
3 жыл бұрын
These videos are so great! I am really happy I found them and I have to thank you for creating them. I would be greatful if you or anyone from your viewers could suggest me a book on time aeries analysis for referencing purposes. Thank you again 😊
@lima073
2 жыл бұрын
Thank you very much for such amazing class !
@stefanobortolon6559
2 жыл бұрын
Very intuitive (and quick) explanation!
@seanmcgill5330
4 жыл бұрын
Seriously amazing, learned more from watching your videos for a hour then countless grad school lectures.
@AN-yr7nm
4 жыл бұрын
Great work, super nice and simple explanations! You rock :D
@syedamarjanarazzak5130
3 жыл бұрын
such a clear explanation! thank you so much.
@KRKUN
Жыл бұрын
Man ! your explanation is a life saver for Me thanks a lot :)
@nidhisharma-io6gs
4 жыл бұрын
Excellent, made time series concepts easier and interesting
@fazilahamed1240
2 жыл бұрын
Such videos are the reason why I still love KZitem
@dariosilva85
4 жыл бұрын
God bless you, man. It is like watching art, when someone can explain and articulate things clearly like you.
@trendynigs.got.biz.8268
Жыл бұрын
I like the pictorial way of u teaching time series makes it 1000x more appreciable. Tnks alot
@krishnasarathmaddula194
3 жыл бұрын
This is Amazing,Sir. Thank you!
@praveen2hearts
4 жыл бұрын
Very concise and clear explanation...
@robertapolimeni3394
3 жыл бұрын
Really good explanation, thank you man just incredible clear
@ritvikmath
3 жыл бұрын
You're very welcome!
@himanshugupta4482
4 жыл бұрын
Yeah you are really great hope you continue to make the awesome videos ❤️❤️❤️
@hamishloux
4 жыл бұрын
Well paced. Please keep it up!
@nethrasriram7759
3 жыл бұрын
Thank you for such a clear explanation!
@ritvikmath
3 жыл бұрын
Glad it was helpful!
@kenlau4649
2 жыл бұрын
Thanks for clearing up the question about whether we can do a transformation like Zt to make the series stationary.
@stephenpuryear
Жыл бұрын
The best test of whether or not our instructor truly understands a topic is their ability to explain it clearly. You PASS, again!
@lavidrori7518
Жыл бұрын
You are absolutely master piece
@gianlucalepiscopia3123
4 жыл бұрын
Never understood statistics any better...keep going please
@CHRISTICAUTION
4 ай бұрын
Incredible useful for our my masters thesis
@TheRish123
3 жыл бұрын
Just insane! Thank you so much
@chrstfer2452
6 ай бұрын
Really wish id discovered this channel before my semester ended
@justrandomgames7964
3 жыл бұрын
Excellent guide, thanks
@sohailhosseini2266
2 жыл бұрын
Thanks for the video!
@KrittaphongKaewvichian
4 жыл бұрын
Thank you very much, love it
@neatpolygons8500
4 жыл бұрын
great explanation, thanks
@nedjoua8326
4 жыл бұрын
U are amazing.. i finally understand what time series are .. keep it up .. 🤩🤩🤩
@ritvikmath
4 жыл бұрын
No problem!
@jiaqint961
Жыл бұрын
Thanks this corrected a lot of my misunderstanding!
@ritvikmath
Жыл бұрын
Great to hear!
@renukaul9416
3 жыл бұрын
Concept of stationarity is nicely explained
@shakhzodgayratov5905
4 жыл бұрын
great explanation! Thanks
@minhnguyenbui6827
4 жыл бұрын
excellent work. Your great sharings save me
@ritvikmath
4 жыл бұрын
hey no problem!
@byan3495
2 жыл бұрын
Excellent video!! great and concise explanation! But i just have one question left. What we forecast is the ts after differencing, but do we need to recover the differenced ts back to the original one? Will the forecast be the same? Or there is just no need to convert it back? Thanks in advance!
@karthikb5
3 жыл бұрын
Excellent! Thank you!
@qqq_Peace
4 жыл бұрын
Hi, your video is excellent, making time series much more understandable. But I couldn't find the video specific for Augmented Dickey-Fuller test in your videos. As you mentioned in this video, there is another video on ADF test. Thanks!
@chitracprabhu2922
3 жыл бұрын
Great explanation !
@hahahat47
4 жыл бұрын
wonderful video
@mariafernandamolina7851
2 жыл бұрын
Hello Ritvik! I've had this question forever, even after trying to deal with neural networks and Narmax models! I hope you would be able to reply and give me some light. How can we deal with zeros in time series? Modelling is based in events of a time series that Granger cause the one to be predicted but most of it consists of zeros. So far i just remove non interesting events and most of the zeros but should i be doing that or is there another approach? Thank you!
@RG-rb2mi
5 ай бұрын
Outstanding video, Any chance there is a video where you code this or solve an example with some values for those constant in the final equation for Z(t) Thanks a lot
@larsschiffer1630
2 жыл бұрын
perfect video, thanks!
@gaganpreetkaurchadha9169
3 жыл бұрын
Thank you for this helpful video
@ritvikmath
3 жыл бұрын
Glad it was helpful!
@christiwanye4890
7 ай бұрын
thank you for the video
@dicksang2
9 ай бұрын
Very nice sharing. Thanks!!!
@charlesdixon1950
2 жыл бұрын
Can you answer why B1t - B1t-1 = B1?
@ivanklful
3 жыл бұрын
Nice explained! I would like to see one practical example that would further elaborate this matter. Anyway great video and thanks!
@ritvikmath
3 жыл бұрын
Thanks! And good suggestion
@leonidasat
3 жыл бұрын
Hey! Amazing content! However, I get lost in these formulas. Could you reccommend any course or book to learn more about these formulas? Thanks!
@Chillos100
3 жыл бұрын
Damn, I was struggling to grasp this in my Finance class 8 years ago, and finally it landed!! You nailed it man!! Thnx a lot
@ritvikmath
3 жыл бұрын
no problem !
@hausaislamicinstitue
2 жыл бұрын
Thank you so much
@akshaypai2096
4 жыл бұрын
Thanks for finally making me understand this concept, but im still trying to figure out what effect Stationarity has on my forecasts or how itll influence my forecast?
@anesethemi5054
3 жыл бұрын
the models that are used for forecasting rely under the assumption that the time series that we want to model is stationary, without stationarity condition AR, MA, ARMA model cannot be utilized for modelling purposes.
@mattpickering4223
Жыл бұрын
Damn I need to refresh on some stuff but this helps out so much 🙏
@ritvikmath
Жыл бұрын
Thanks!
@manishkulkarni9982
5 жыл бұрын
Very well explained. Can you pl include a video on ADF test and how to interpret the P value?
@zhanbolatmagzumov6409
2 жыл бұрын
Hi! Thank you a lot. Could you make some videos on cointegration and causality. Concepts are very tricky for me
@Pannafreestyle
2 жыл бұрын
youre the best!
@Youngduck93
3 жыл бұрын
Found another gem on youtube :)
@wangyun2212
Жыл бұрын
thank you so much
@hrdyam865
4 жыл бұрын
Thanks for the videos.. could you pls make a video on Dickey Fuller test
@mmaldonado7584
3 жыл бұрын
I have been watching your amazing teaching videos which are so intuitive. Would it be possible for you to post the sheet notes you work on somewhere? It would be easier for us to make notes on top of those instead of trying to make our own sheets. Thank you!
@nnamdinwankwo3140
4 жыл бұрын
Hi, please could you share the link to the ADF test?
@lassetrienens2258
2 жыл бұрын
Short question: do I take the data of the real observation or the estimated values for y_t for the formulas on the sheet making a time series stationary
@rajarams3722
3 жыл бұрын
Good Video. But how is the mean constant in the third sine wave ?
@bigvinweasel1050
15 күн бұрын
Hey @ritvikmath, I tried using ADF and KPSS on 3 sample datasets, similar to the ones in your video. One dataset violates the constant mean, the other thd constant variance, and lastly one with seasonality. However, it seems that both the ADF and KPSS are returning the datasets to be stationary for both non-constsnt deviation and the seasonality dataset. It accurately tests non-constant mean datasets. Any thoughts as to why that would happen?
@chunyinlee2542
Жыл бұрын
Brilliant
@antygona-iq8ew
Жыл бұрын
would not seasonality make the global mean being to equal to the local mean/s (depends on the chunk of series we take for a comparison?
@comicmanification
Жыл бұрын
Awsome!!
@user-or7ji5hv8y
3 жыл бұрын
Can you do a practical example of going from the differences back to y, the variable that we really want to forecast.
@tarikutaye927
4 жыл бұрын
very nice I am happy it
@c0t556
5 жыл бұрын
Can you talk about ergodicity?
@darwin6984
Жыл бұрын
Very good video, may I know what is Yt here representing?
@prameelagorinta4626
3 жыл бұрын
Aren't we applying same method as in making unit roots to stationary? Is there a relation btn non-stationary ts and a ts with unit roots
@dw0100
3 жыл бұрын
Does anyone know why would we take the difference of the time series y and do our calculations Z, rather than fit a linear regression through y to remove the effect of Beta1*t to get a new time series (Y), where Y is stationary?
@user-or7ji5hv8y
3 жыл бұрын
Can you clarify on how you forecast y-t from z-t? May be with a simple example
@whysoserious5566
2 жыл бұрын
Can I ask why is the variance of epsilon andepsilson -1 will be k^2?
@frankl1
Жыл бұрын
Good explanation, thanks. However, I am a bit confused with the condition on seasonality and wikipedia says seasonal cycles do not prevent a time series to be stationary. Could you share an example of a stationary time series that is white noise? Arent't f(x) = cos(x) and g(x) = sin(x) stationary?
@sgrouge
4 жыл бұрын
Ive been struggling to understand third condition of stationarity until now. I had an intuition it was something like seasonality but it was really not clear for me. Ty.
@zsomborveres-lakos
Ай бұрын
nice content
@brayanduran1655
4 жыл бұрын
Hello, I would like to know if there are models for NON-stationary series, and what are they? where could i find information about those models
@arda8206
3 жыл бұрын
CAN SOMEONE PLEASE EXPLAIN WHY DO WE NEED STATIONARITY FOR ARMA PROCESS PLEASE? WHAT WILL HAPPEN IF IT IS NOT STATIONARY?
@volkanky
4 жыл бұрын
I have a question please help me ; I have a export data but ı reach the trend stationary process, so can I use this data for VAR analysis? how can I transform the trend stationary process to sationary process
@korman9872
Жыл бұрын
tx sir
@aimenmalik8929
Жыл бұрын
hello there, i have a query that,if i have a stationary time series data, then no matter how many sub-sequence i get form it. All the sub_seq should should be stationary. but what i observe is p_value is changing,. and even some sub_seq are throwing up p-value to be >0.05(means non-stationary).why is it so ??
@PepeTostado
2 жыл бұрын
How do you use seosonality on time series if you cannot have it with stationary data?
@sandroneymar5368
3 ай бұрын
Would have been cool if you provide a way to download the scanned paper
@LamPham-jy6wo
Жыл бұрын
thank you
@ritvikmath
Жыл бұрын
You're welcome
@diahidvegi8536
4 жыл бұрын
so, so helpful.....
@chilansethuge8487
3 жыл бұрын
Great !
@vijaygusain119
2 жыл бұрын
Sir in the variance step k^2 should cancel other k^2 and should be zero… please clarify!
@Karenshow
Жыл бұрын
hello, could you please elaborate a little bit more on the 2K2, <a href="#" class="seekto" data-time="536">8:56</a>. Thanks
@vikrantsyal8945
Жыл бұрын
there is seasonality in your example...there's an upward trend, as well as seasonality about the trend
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