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Saeed
เข้าร่วมเมื่อ 23 ก.ย. 2021
This Channel will focus on R programming in:
Predictive Analytics, Time Series Analysis and Machine Learning
Predictive Analytics, Time Series Analysis and Machine Learning
Forecasting the S&P 500 using Time Series Econometrics - # ARIMA Model - R programming
This video will go step by step on how to forecast stocks and indexes using Time Series Econometrics with R Programming
- Cleaning and Converting data set into Time Series
- Plotting the Time Series Data
- Checking for Stationary with Augmented Dickey Fuller Test and explaining difference between ARMA & ARIMA
- Converting data from Non-Stationary to Stationary using Differencing
- Building multiple ARIMA Model and selecting with lowest AIC and being significant
- Forecasting using ARIMA Model
- Cleaning and Converting data set into Time Series
- Plotting the Time Series Data
- Checking for Stationary with Augmented Dickey Fuller Test and explaining difference between ARMA & ARIMA
- Converting data from Non-Stationary to Stationary using Differencing
- Building multiple ARIMA Model and selecting with lowest AIC and being significant
- Forecasting using ARIMA Model
มุมมอง: 190
วีดีโอ
Performing Forward Selection on the Training set to reduce the number of predictors & Test error.
มุมมอง 542 ปีที่แล้ว
In this video we will be Performing forward selection to reduce the number of predictors and reporting the Test error. Please watch in 720p for clear view.
Performing Backward Elimination on the Training set to reduce the number of predictors & Test error.
มุมมอง 292 ปีที่แล้ว
In this video we will be Performing backward elimination to reduce the number of predictors and reporting the Test error. Please watch in 720p for clear view.
Fitting Principle Component Model on the Training set - Minimum Cross Validation error & Test error
มุมมอง 432 ปีที่แล้ว
In this video i will be: . Performing cross validation for Principle Component Model . Getting the Component with the Minimum Cross Validation error . Reporting Test error Please watch in 720P for clear view.
Fitting Lasso Regression on the training set with Lambda chosen by Cross Validation and Test Error.
มุมมอง 3462 ปีที่แล้ว
In this video I will show how to estimate Lasso regression on the training set with Lambda chosen by Cross Validation. We also report the test error. Please watch in 720p for clear view.
Fitting Ridge Regression on the training set with Lambda chosen by Cross Validation and Test Error.
มุมมอง 6172 ปีที่แล้ว
In this video I will show how to estimate ridge regression on the training set with Lambda chosen by Cross Validation. We also report the test error. Please watch in 720p for clear view.
Fitting a Linear Model using Least Squares on the Training set and the Test error obtained using R
มุมมอง 1832 ปีที่แล้ว
In this video we fit the linear model using least squares on the test error , and report the test error. We split the data set into training and testing data set - 50% each
Splitting Data into Training and Testing Sets using R
มุมมอง 2.1K2 ปีที่แล้ว
In this video i'll show you how to split a data set into Training and Testing data sets. Training set and Testing set will be both 50% each. Please comment below if you have any questions.
Jarque-Bera test for normality on R
มุมมอง 2.3K2 ปีที่แล้ว
In this video i will be performing Jarque-Bera test for normality to check if residuals are compatible with the assumption of normality. Package used in this test is 'tseries'
Homogeneous and Heterogeneous two tail t-test and f-test with dummy variables using R
มุมมอง 1172 ปีที่แล้ว
PLEASE WATCH IN 720p FOR CLEAR VIEW In this video I'll be conducting two tail t-test - Homogeneous (Homoscedastic) and Heterogeneous (Heteroscedastic) and f-test with dummy variables using R. R programming language helps in conducting such statistical analysis. The data set I used is the Median Income data set. Please like & Subscribe
Thank you for your excellent video, you save me
good explanation sir
Hello. Which method should I follow to get the best lambda value? For example I have a small dataset and I want to manually (by hand) get the best lambda value. How do I do this?
The best lamba value is the one with the lowest cross validation error. On the graph above in the video, i plot all the possible values of lambda with cross validation errors on the y-axis.
@@saeed5303 Thanks for your answer.
Shabasb meraa sharia
Very good job