Lagged dependent variable ARMA

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This video explains what the interpretation is of lagged dependent variable models, by means of an example.

  1. Ben Lambert
  2. lagged dependent variable
  3. Econometrics (Field Of Study)
  4. time series
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Комментарии
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Marvelous contribution Ben, for generations to come. How simple can econometrics be when Ben teaches! . Great job.Never misses a step while deriving.

Azam_Pakistan
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Thank you Ben for uploading hundreds of videos on econometrics. I find myself struggling with it, these videos have helped tremendously! 

saturdaysansan
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Thank you very much Ben. It is such a hard thing to understand econometrics. Your videos have helped me a lot.

sedtawudm.
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Hello, I want to create the ARMA algorithm in C Sharp, but I'm not that good at mathematics so can you please make example of using ARMA in forecasting, using real world data. Thanks

GAWRRELL
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At 6:17, why does the gamma not also include the lag of A in the previous period?

lastua
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Hello, what drawing program are you using?

carinamoller
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Hello Ben, I am confronted with an ARMA process that hat redundant paramters. So,  I cancelled these out but the ARMA process has also a constant c. How can I calculate the new constant?

MrMarius