Time Series ARIMA model Using R | Stationarity | Non Stationarity

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Time series modelling is a popular way for forecasting data. In this video you will learn how to build a ARIMA model using R. ARIMA is known as Auto Regressive Integrated Moving Average which consists of AR, MA components.

You will learn for both stationary and non-stationary series. We have taken time series data of stock price and return to demonstrate

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Can you explain the output from the adf test? For instance, what is the lag order and what does the dickey-fuller statistic mean?
Thank you!

ryleehall
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Nice explanations. One question, can`t both the arima for returns and prices be done simultaneously?

anoapenshapiro
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Great video!! I was stuck on how to do a stationarity test and you explained it so well. The only thing is I have panel time series data so it’s very complicated

anastasiakarpinskaia
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AMAZINGLY EXPLAINED AND REALLY HELPFUL CONTENT

pranavtayal