02417 Lecture 6 part B: Identifying order of ARIMA models

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  • เผยแพร่เมื่อ 28 พ.ย. 2024

ความคิดเห็น • 30

  • @br3akit
    @br3akit ปีที่แล้ว +9

    All ACF and PACF interpretation videos show very clean graphs that are easy to interpret, so its never clear how to interpret ones that are not so standard. This video explained so easily how to do it. I can't believe this is the only one I have come across in all my searching that does this.

  • @stojanovich2010
    @stojanovich2010 2 ปีที่แล้ว +12

    Phenomenal video! I've spent half a semester on ARIMA in my business forecasting methods class for my Masters program and I didn't understand what was going on until I watched this video. You are a great teacher. Thank you for the content!

  • @AJ_42
    @AJ_42 2 ปีที่แล้ว +2

    The best explanation out on TH-cam on this subject till date!

  • @pranavkumar4727
    @pranavkumar4727 4 ปีที่แล้ว +10

    I was really confused about interpreting the ACF, PACF plots. This video helps a lot. Thank you :)

  • @HiltonFernandes
    @HiltonFernandes หลายเดือนก่อน

    Great video. Very clear and convincig explanations. Congrats !
    You got one more subscriber.

  • @dungtran-qm2nt
    @dungtran-qm2nt 9 หลายเดือนก่อน +1

    Thank you a lot. The video and your examples are clear and easy to understand :)

  • @egehanyorulmaz4965
    @egehanyorulmaz4965 ปีที่แล้ว +1

    It helped! Thank you for giving examples from all the possible scenarios.

  • @drajabsingh809
    @drajabsingh809 ปีที่แล้ว

    Sir,
    Thank you!
    Very much
    ARIMA Model Identification aspects and issues are expressed more clear.

  • @Capsaicinophile
    @Capsaicinophile 3 ปีที่แล้ว +2

    You are an amazing professor! Thank you!

  • @veronicatrabacchin9281
    @veronicatrabacchin9281 4 ปีที่แล้ว

    Thank you for explaining these concepts so clearly!!

  • @TimelyTimeSeries
    @TimelyTimeSeries ปีที่แล้ว

    Thank you so much for the video. The examples helped me understand the concept much better!
    I have a question, though. In 07:53, there is one significant PACF, that's why you consider it as AR(1) process. However, that PACF is in lag 5. Why is it not AR(5)?

  • @eliasbojago2740
    @eliasbojago2740 ปีที่แล้ว

    Graet explanation. I need the PPT/DOC too.

  • @toyosiojo4138
    @toyosiojo4138 2 ปีที่แล้ว

    what if the trend is not as easy as these? what if there's no exponential decay on both plots?

  • @tomasharasta9374
    @tomasharasta9374 2 ปีที่แล้ว

    Damn, why is it always youtube that explains the topics better than my professors

  • @pranjal_ghosh
    @pranjal_ghosh 2 ปีที่แล้ว +1

    The examples really helped ❤️

  • @ravikurup8350
    @ravikurup8350 5 หลายเดือนก่อน

    Good presentation 👏

  • @henryl7421
    @henryl7421 5 หลายเดือนก่อน

    thanks so much! straight to the point!

  • @bhavinmoriya9216
    @bhavinmoriya9216 2 ปีที่แล้ว

    How could I choose seasonal order? I have daily data with period of about 365 days. Shall I take m = 365?

  • @dradfulboss
    @dradfulboss 4 ปีที่แล้ว +1

    Thanks, nice video. Clear and to the point.

  • @sebastian9958
    @sebastian9958 3 ปีที่แล้ว

    Very useful information compress in just 13 minutes, thanks a lot! . Btw I lived 1 year in Odense back in 2018, if I'm not wrong you have Fyn accent right? I didn't expect to listen that accent searching tutorials for grid searching method haha. Greetings from Chile :)

  • @oroboros4858
    @oroboros4858 7 หลายเดือนก่อน

    Great video sir

  • @badiaamakhlouf9526
    @badiaamakhlouf9526 3 ปีที่แล้ว

    Thank you for the video and may I know if the PACF and ACF plots at the begining of the video are for order p and q or only for order 1?

  • @swarnarampalli
    @swarnarampalli 2 ปีที่แล้ว

    Awesome explanation!

  • @ztac_dex
    @ztac_dex 5 หลายเดือนก่อน

    good info for people who are crash coursing this

  • @mr.gurkenboy8941
    @mr.gurkenboy8941 หลายเดือนก่อน

    Great Man

  • @AA-en8gw
    @AA-en8gw 4 ปีที่แล้ว

    Great, cheers Lasse.

  • @economicriskcapitalmodelpr9849
    @economicriskcapitalmodelpr9849 7 ปีที่แล้ว

    great efforts .thanks a lot.

  • @offthepathworks9171
    @offthepathworks9171 ปีที่แล้ว

    Godsend .

  • @jamespaz4333
    @jamespaz4333 3 ปีที่แล้ว

    8:46 was though to guess :)

  • @ryanzkp
    @ryanzkp หลายเดือนก่อน

    G O A T