ARMA Stationarity, Invertibility, and Causality [Time Series]

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Determining the stationarity, causality, and invertibility of an ARMA(p,q) time series.

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keep on making more videos! love your clear delivery.

yomaru_

Best video i've ever seen in explaining ARMA, tysm!

llboovq

Thank you very much for making such a concise video!

archer

I think you made a mistake in the second example, several resources state that if |θ| < 1 then the process is invertible, which in this case it is less than 1. Same rule applies for causality but with φ.

You-sbnf

dumb question but if you have say xt=5-0.55xt+zt, what happens to the constant ? Does the backshift equation become (-4-0.55b)=zt?

adamdewaal

I wish my tuition went to you instead of my professors

camilochaves

you should not use the lettter Z in the two different meanings as here. once it a complex variable, and once a white noise process. why don't you just use B in the first case?

adamkolany

can you explain why does the 3 properties apply?

hanifmuhammad

Thanks for the video. Please confirm if the quadratic is right?

petermburu

Al parecer utilizaste mal la fórmula cuadrática para encontrar las raíces de los phi

viajeespacial

thanks for this video
i'm confuse because I don't understand why you say that -8 is > - 1 and then lies into the unit circle . Isn't it the contrary?

totochandelier

i think you made a mistake in the first example. θ(B) >1 should be for function invertible.

pswicnu

you sound like penny from big bang tv show

yashwanthsai

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