Time Series Talk : ARMA Model

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The Autoregressive Moving Average (ARMA) model in time series analysis

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Your explanation and summary is much better and cleaner than my professor’s two-hour long lecture, much appreciated!

th

i love how you are explaining this topic with real world examples.

damianjalaksa

Your really good at explaining difficult things, thank you!

anishd

Thank you a lot for helping me understand this well.. I plan to see this entire series, its really well explained & in simpler terms. I wish you were my professor. Thanks again!

vijayantmehla

Bro i am indian nobody teached us these topics on any platform thanks i am watching your videos❤❤❤

sarthaksharma

You have the best TS course on YouTube! THANK YOU SO MUCH!

Blue

Thanks for the explanation!! Better then a lot of university lecturers!!

YueHuang_Olivia

Thanks!! With the pandemic, my time series analysis classes are getting very complicated, but here I am getting a good understanding of the ARIMA model. Thank you !!

ricmatestudiante

One of the most simple and concise explanation of ARMA model!!

chaitanyabisht

oh my god, after lot of videos this is the clear explanation,

vithaln

hey ritvikmath i have a forecasting final tomorrow and its 2AM rn and im binge watching all ur love u....love from Toronto Canada

ericbang

Bro is doing God's work in Crayola

MrSocialish

wow, you broke this down so nicely. Thank you.

esubah

You made the things easy peasy for me. Thank you....

surinderdhawan

Your presentations are as clear as fine water. Thanks a lot for your help. Gongratulations. Would you mind presenting more videos in econometrcs models GLS models and more advanced.

pan

Excellent explanation!! However, one note: I think the language you are using to describe the epsilon is not quite correct. In particular, in your MA model video (which is also excellent) you describe the epsilons as a white noise process but here you describe them as deviations from our previous estimation. I believe they are a white noise process (as you said in the other video) and not deviations from our estimate (since that estimation does not exist yet). Please, correct me if I am wrong.

niccolatartaglia

I'd be very interested in how the regression of such a model is made. Probably not that crazy, but I am a little startled because the errors would probably be dependent on the coefficients.

justusmzb

One thing that I didnt quite understand:

Does the Order describe

A.: HOW FAR you can look back (e.g. to the t-Pth value)
or
B.: HOW MANY TIMES you can look back (so e.g. Order 3 means there are 3 lags in the ACF/PACF that are different from 0)

j.r.

Thanks for the video. What if the PACF show sig for 1 and 4, but not 2 and 3? What order should we give to AR?

boxu

thank you ❤❤❤❤❤❤❤❤ u'r life saver

fatimetouhadramy

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