Autoregressive Model For Time Series Analysis | Python Tutorial

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This tutorial sheds light on the fundamentals of autoregressive models and their crucial role in understanding and forecasting time series data.

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Hi, I'm Egor! 👋 I am a Data Scientist with a master's in Physics currently living in London. I share data science tutorials, advice and general tech topics!

⏰ TIMESTAMPS
0:00 Intro
1:04 What is autoregression
2:53 Requirements for autoregression
3:45 Fitting an autoregressive model
7:10 Autoregression in Python
12:58 Recap
13:34 Outro

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This content is for educational and entertainment purposes only and should not be considered as professional advice. Views and opinions are my own and do not represent or reflect the opinions of my current or past employer or any organisations I am associated with. This description also contains affiliate links from which I may receive a small commission from.

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Hi Egor, greetings from Brazil!
Thank you so much for that content. I'm sure it helps tons of people!

I was wondering if you could provide the resources (mainly books, I suppose) that you have used to learn the theoretical concepts on Time-Series?

heitordata

Thanks for this great video. Does it matter if we calculate the model metrics (RMSE, MAPE etc.) before or after we do the inverse transformations on the forecast values?

thedmille

What is the point of performing PCF for best orders, when you are using all the lags in the model?

nitishhs

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