What are Bayesian Autoregressive Models

There is another whole branch of statistics called Bayesian statistics. They have their own approaches to modeling as well. Wondering how Bayesians would approach an autoregressive model?

Then let's discuss what are Bayesian Autoregressive models, in under 5 minutes!

[nektariospaschos]

Thank you for the video. Looking forward for the next one!!

[chrissun]

Thanks, always confused about Bayesian

[jonasd]

Thank you for providing a clear explanation of the Bayesian AR model. Unlike a standard AR model, which is unsuitable for non-stationary data, I'm curious about the applicability of the Bayesian AR model to non-stationary data. Could the Bayesian AR model potentially be used with non-stationary data, given its ability to accommodate time-varying coefficients and capture phenomena such as trends?

[thecheekychinaman]

What would you recommend as a source to learn about BAR models?

[rajatautensute]

does this mean that we can use bayesian statistics to impose a non-negativity constraint to our statistical models like ARIMA or Holt-Winters to ensure that the forecasted values can never be negative? assuming that it doesn't make sense for the forecasted values to be below zero.

[atharvanigoskar]

So what are you ? A bayesian or a frequentist?