Time Series Talk : Moving Average Model

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A gentle intro to the Moving Average model in Time Series Analysis

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i wish my professor had explained it exactly like u just did

yassineaffif

Thank you very much for making a vague concept so clear.

lexparsimoniae

This was extremely helpful!! Between my 3 econometrics textbooks (Griffiths, Greene, and Wooldridge), the information on MA models was sparse. This really cleared up the mindset behind this model!

chiquita_dave

Thank you so much for explaining this so well! My professor and textbook explain this concept very mathematically which is hard to understand for beginners, they should really give a simple example and then dive into the details as you did.

tiffanyzhang

Never seen a better explanation of MA models. Immediate subscription!

yordanadaskalova

Oh damm!! this is wonderful, Simplified and explained pretty nicely. Keep spreading you knowledge!!

vinayak_kul

I was stuck where is the “error" term coming from. Now I know... it is the error from the past. You explained! I wish you were my professor.

chenwatermelon

Thank you Sir. You have a great way of explaining things, something I sadly rarely find from my coding/statistics teachers.

richardr

This was the best video on MA. The crazy prof made our life easier 😂😂😂

wanjadouglas

I really don't know how to thank you for that great demonstration! I've been trying to understand MA process for years!

m.raedallulu

You are spectacularly GOOD in the explanation of the ARIMA! Cheers

plamenyankov

Couldn't be expressed so handsomely! Thanks!

akrovil

Thank you so much, I have been reading this concept in an Econometric book...but this is easy to comprehend

wycliffebosire

Wow! Great explanation. The professor´s example was very intuitive. Thanks for the content!

juanignaciox_

Thank you so much for making this fun video! Makes so much more sense now (after struggling through my not-so-crazy professor's stats class)

rachelzhang

God Bless You! I needed a fast way to get some concepts on time series forecasting and you saved me.
Easy, Fast, Complete.

rezvaneaghayan

Great explanation! I've learned everything that I looked for. Thank you.

shadrinan

This men's explanation is way better than those profs at University.

alphabeta

Gemini 1.5 Pro: This video is about moving average model in time series analysis. The speaker uses a cupcake example to explain the concept.

The moving average model is a statistical method used to forecast future values based on past values. It is a technique commonly used in time series analysis.

The basic idea of the moving average model is to take an average of the past observations. This average is then used as the forecast for the next period. There are different variations of moving average models, and the speaker introduces the concept with moving average one (MA1) model.

In the video, a grad student is used as an example. The grad student needs to bring cupcakes to a professor's dinner party every month. The number of cupcakes the grad student should bring is the forecast. The professor is known to be crazy and will tell the grad student how many cupcakes he thinks were wrong each month. This is the error term.

The moving average model is used to adjust the number of cupcakes the grad student brings based on the error term from the previous month. The coefficient is a weight given to the error term. In the example, the coefficient is 0.5, meaning the grad student will adjust the number of cupcakes he brings by half of the error term from the previous month.

For example, if the grad student brings 10 cupcakes in the first month, and the professor says the grad student brought 2 too many, then the grad student will bring 9 cupcakes in the second month (10 cupcakes - 0.5*2 error term).

The video shows how the moving average model works through a table and graph. The speaker also mentions that there are other variations of moving average models, such as moving average two (MA2) model, which would take into account the error terms from two previous months.

gemini_

Thank you so much for your very intelligent explanation to this model!!! i felt so confused about this model before.

lotushai

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