TH-cam recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, support my Channel with your subscription and sharing my videos with your cohorts.
Thanks for the encouraging feedback, Yahye. Deeply appreciated! I'll keep creating quality hands-on tutorials. Please may I know from where (location) you are reaching me?
Love your work, the way you explain and layout everything is amazing!! It would be a lot more convenient if you could link all ARIMA videos together though, it was a bit hard to find this video after watching the ARIMA basics video. I wanna watch all your content!
Hi Calvin, thanks for the encouraging feedback on my videos. Deeply appreciated. My videos are carefully sorted into 9 Playlists. Browse through to watch any video. Thanks.
You are a life saver! Our university is currently teaching us Stata but you have simplified it so much and made it much easier to understand. May I ask if the same rule applies of I am using your methods for multiple stock prices?
Hi Adapted, thanks for the positive feedback. Deeply appreciated! Yes, you can use for multiple stock prices estimated SEPARATELY. Please may I know from where (location) you are reaching me?
Hi great video. i am currently trying to perform a regression analysis on time series data on US REITs. For this analysis, i have had to calculate the dependent variable (CSAD) using returns from the market (Market_indexLogDayRtn). i was wandering when selecting the appropriate model, should i base this decision on the autocorrelation of the dependent variable (CSAD) or the autocorrelation of the variable Market_indexLogDayRtn
Hi Busari, thanks for the positive feedback on my videos. Deeply appreciated! 💕 😊 The Stata video is still in the works. May I know from where (location) you are reaching me?
hi, may i ask? you said by looking at the difference series on PACF plot, there are 2 significant spikes which are at lag 1 and lag 3. what about at other lag that exceed the standard error line? I hope you can answer my question because now I am doing my Final Year Project about this method. TQ :)
@@CrunchEconometrix What I mean to say is that my ac graph is flat but my pacf graph is not flat and the residuals are moving out of the confidence interval in increasing manner. The last residual is the highest. What to do in this case?
TH-cam recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, support my Channel with your subscription and sharing my videos with your cohorts.
Ma'am you make complicated things really straightforward, no excess formula! thanks from Gabon
Thanks for the encouraging feedback...deeply appreciated.
Ma'am you make complicated things really straightforward, no excess formula! Thanks from Taiwan.
Glad it was helpful, Max...thanks! I will appreciate if you can share my videos with your academic cohorts. Love from Nigeria!
Thank you for your videos which accompanied me through the entire postgraduate study process;)
A great contribution to the world of academics
Thanks, for the encouraging feedback. Deeply appreciated!
Really amazing channel I ever watched!!!
Please invest back again it is very important area of interest not only for econometrics, its for all
Thanks for the encouraging feedback, Yahye. Deeply appreciated! I'll keep creating quality hands-on tutorials. Please may I know from where (location) you are reaching me?
A very good lecture
Thanks for the positive feedback, Dr. Douglas.
Love your work, the way you explain and layout everything is amazing!! It would be a lot more convenient if you could link all ARIMA videos together though, it was a bit hard to find this video after watching the ARIMA basics video. I wanna watch all your content!
Hi Calvin, thanks for the encouraging feedback on my videos. Deeply appreciated. My videos are carefully sorted into 9 Playlists. Browse through to watch any video. Thanks.
Greetings from Singapore. Just subscribed. Great videos, clear explanations. Well done.
Thanks for the encouraging feedback and subscription, Ng. Deeply appreciated!❤️
such a genius legend, thanks
Thanks, Rauf for the encouraging feedback. Deeply appreciated 🥰🙏
Great video thank you very much !
Thanks for the encouraging feedback, deeply appreciated!
Great lecture! I thank you so much for helping me with my company project! :)
Thanks Hyung, good to hear that my TH-cam Channel is helpful. Kindly share my videos with your academic community and colleagues...gracias! 💕 😊
You are a life saver! Our university is currently teaching us Stata but you have simplified it so much and made it much easier to understand. May I ask if the same rule applies of I am using your methods for multiple stock prices?
Hi Adapted, thanks for the positive feedback. Deeply appreciated! Yes, you can use for multiple stock prices estimated SEPARATELY. Please may I know from where (location) you are reaching me?
From UK!
Thank you, very clear.
U're welcome, Versy...may I know from where (location) you are reaching me?
Currently studying in US
@@versystudio822 Awesome! I will appreciate if you can spread the word about my videos to your students, friends and academic community in the 🇺🇸! 💕 😊
Hi great video. i am currently trying to perform a regression analysis on time series data on US REITs. For this analysis, i have had to calculate the dependent variable (CSAD) using returns from the market (Market_indexLogDayRtn). i was wandering when selecting the appropriate model, should i base this decision on the autocorrelation of the dependent variable (CSAD) or the autocorrelation of the variable Market_indexLogDayRtn
Hi George, it's the CSAD...variable under investigation.
Thanks Professor. That was really helpful.
U're welcome!!!
Your tutorial is amazing!
Forecasting in Arima on stata which step 4 is missing
Hi Busari, thanks for the positive feedback on my videos. Deeply appreciated! 💕 😊 The Stata video is still in the works. May I know from where (location) you are reaching me?
hi, may i ask? you said by looking at the difference series on PACF plot, there are 2 significant spikes which are at lag 1 and lag 3. what about at other lag that exceed the standard error line? I hope you can answer my question because now I am doing my Final Year Project about this method. TQ :)
Hi Aina, kindly watch the entire videos clips on ARIMA for answer to your query. Thanks.
I can't find the last step, forecasting for stata, is it available or not?
Not yet available. My apologies.
I can't able to get ARIMA forecasting part in stata , is there a way to get the part?
Not available at the moment.
may you please explain me how PARSIMONY works?
Hi Matshopha, kindly watch my video on "General-to-Specific" for more about PARSIMONY. Thanks.
Thanks, that's was really helpful
Hi, in my graph, the PACF graph does not converge, what would that mean?
Hi Dhana, how do you mean by "converge"?
@@CrunchEconometrix What I mean to say is that my ac graph is flat but my pacf graph is not flat and the residuals are moving out of the confidence interval in increasing manner. The last residual is the highest. What to do in this case?
Ok...I have given the necessary guide on what to do. Study the Table to decide the form of your ARIMA model.
is there a part 2 of the video??
In series. Not parts.
PLZ can u share link ACF and PACF
Hi Sana, I have no such link.
@@CrunchEconometrix ok then plzzz make a video about ACF AND PACF
@@CrunchEconometrix plzz tell me why we use arima model for forcasting ???
I explained forecasting in the ARIMA video. Kindly watch.
I explained ACF and PACF in my ARIMA video.
data base for your exemple?
I indicated the link to that in the video.
Well understood...Thank you for great lecture