AR Model Code Example : Time Series Talk

How do we fit an AR model to real data?

[ChungXlan]

I started learning about time series by myself as an adult about 4 years ago.
Bought books from amazon but never truly understand the concept behind it, most books just list a bunch of formula.

But after watching many of your videos, I realised it is the way of teaching that make things difficult.
Sir, you are an exceptional teacher. I truly believe you will excel in all of your future endeavours.
I hope the channel will keep running for as long as possible, and many others including myself will be able to learn from you.

Thank you so much!

[nicok]

Many thanks for uploading these videos. They are outstanding! I really enjoyed all of your videos so far and I cannot wait to see more of your videos. I would love to see something about ARMAX (and the insertion of exogenous variables into the models in general) and maybe something more about the probabilistic/confidence of the predictions.

[aayushit]

Thank you so much for the content, they really help us understand these concepts better. It would be even more helpful if you could please provide links to the code in the description.

[prisiv]

Hi, just wanted to say how useful your videos are. really appreciate its both practical and has a good level of intuition/theory. looking forward to your next uploads!

[teegnas]

Was actually waiting for a video release from your Time-series playlist ... and here is one!

Wow 50k! Well done.
I remember when you had 8k followes and I was wondering why doesn't this guy get more followes?!
On the right track mate. I'll write another comment when you hit 500k :)

[cedrictchounkeu]

thanks for the vido
Once the PACF graph is drawn and we see the lags we can consider for the AR model, what code do we use to get our model done only with those lags and not those within the error zone???

[nickkoprowicz]

Why didn't you have to address the seasonality before fitting the model? I thought the data had to be stationary before fitting any models?

[Joe-oqeb]

Great videos, thank you. Could you explain how you would remove the lags with a high 'P' number from the final model? Thanks again

[GiulianoTaddei]

In my econometrics class it was recommended to only consider lagged values within a year- since anything beyond could be due to chance

[ronennakash]

How do you exclude the high P-Value lags? can you show the command syntax?

[yushuangluo]

Is it possible to skip the lag 2 in the AR(3) model?

[gonzalosurribassayago]

Hi, good video Where can I get the data set?

[AadityaMankar-scux]

can you use the same dataset and do transformations to enhance the model

[tinyasira]

Hi can you or anyone tell me what is high n low frequency of data or obeservation?

[hongjiang]

Ritvik, really like your videos, could you share the notebook for the AR model? I cannot found it in your github link. Thank you!

[onerandomvariable]

Lag 2 is not a good predictor since p-value is high. Will we just drop lag 2 and proceed with the rest of the equation as the final equation? I thought we need to re-run on just lag 1 and 3 and it will change the coefficient of the equation and then only we can use that equation. If yes, could you please tell how to run AR(3) Model and not include lag 2?

[luizscheuer]

"Not great but not terrible". Someone watched Chernobyl.

[forrest]

How to exclude lag 2 from the AR(3) model?

[justsaying]

Could you show how to program the final model? Please.