ARIMA modeling (video 1) in SPSS: model identification

แชร์
ฝัง
  • เผยแพร่เมื่อ 18 ต.ค. 2024
  • Be sure to visit my website at: sites.google.c...
    This video is the first of several on ARIMA modeling using IBM SPSS. Specifically, it focuses on how to identify AR and MA processes. It also covers the topic of stationarity and identification of trending. (Be sure to check out the next video in the series on estimating ARIMA model parameters using SPSS syntax. Example syntax can be accessed through links in the video description)
    A copy of the original dataset can be downloaded here: drive.google.c...
    The demonstrations provided in this video come from Chapter 18 of Tabachnick & Fidell's text, Using Multivariate Statistics (6th edition; www.pearson.co...) The chapter is downloadable from the textbook website at: media.pearsoncm...
    For more details of the computations involved, you can go here: • Video

ความคิดเห็น • 23

  • @mikecrowson2462
    @mikecrowson2462  3 ปีที่แล้ว +11

    Hi folks, I found a link to the chapter 18 that is referenced in this video. You can obtain a copy here: datajobs.com/data-science-repo/Time-Series-Analysis-Guide.pdf

  • @MrArtavand
    @MrArtavand 4 หลายเดือนก่อน

    I need to ask your opinion about the ARIMA model's parameter's significance test. Is it possible to skip this step, or accept to use a model while the parameter's significance tests show that we cannot reject the null hypothesis for a few of those parameters?

  • @jaelee5805
    @jaelee5805 8 หลายเดือนก่อน

    Thank you the video. I am running sequence charting for Arima and the year on the x axis is messed up. Instead of listing 1997, 1998.. 2021..it appears to be listing the total number of cases per the interval. Any idea what I am doing wrong for the point clicking? Any help will be appreciated

  • @kamugishalivingstone5383
    @kamugishalivingstone5383 5 ปีที่แล้ว +1

    Thank you for being detailed

  • @jjk2902
    @jjk2902 6 ปีที่แล้ว +1

    You are the best!! Thanks a lot!

    • @mikecrowson2462
      @mikecrowson2462  6 ปีที่แล้ว

      Thanks for watching. Glad you found it helpful!

  • @ivettetamez1191
    @ivettetamez1191 5 ปีที่แล้ว

    Thanks a lot for the video, just one quick question: how can I save the transformed values of (difference 1)? or where can I find them?

  • @pnarkalabalk5647
    @pnarkalabalk5647 3 ปีที่แล้ว +2

    Hi sir , Where do we get the (p, d, q) values? I cannot interpret this. Can u help me please ? This information is very important for my thesis project.

    • @ichrakba8012
      @ichrakba8012 8 หลายเดือนก่อน

      hello can u get it p d q same for me i can't get it (p d q)

  • @bhaskartripathi
    @bhaskartripathi 6 ปีที่แล้ว

    wonderfully explained

  • @seyedalisadati3677
    @seyedalisadati3677 5 ปีที่แล้ว

    Excuse me sir , Thank you a lot for your best teaching , What is the name of that book?

  • @ЕленаПахомова-к5ж
    @ЕленаПахомова-к5ж 4 ปีที่แล้ว

    СПАСИБО ОГРОМНОЕ!!!

  • @yiannosvyrides1259
    @yiannosvyrides1259 5 ปีที่แล้ว

    What happens if I have seasonality in my data? Also the parameter are not significant right?

  • @proserpinaabao9847
    @proserpinaabao9847 3 ปีที่แล้ว

    Thank you so much...

  • @anujchaudhary939
    @anujchaudhary939 5 ปีที่แล้ว

    good morning sir I want to say that I have 15 years total primary students time series data (2001 to 2015 ) in a District and so please suggest suitable forecasting statistical model in Spss and R any one please suggest me with video if possible thanks sir

  • @reemakasera9681
    @reemakasera9681 4 ปีที่แล้ว

    how to define date for daily rainfall data of 20 years,where periodicity is of 365 days.

  • @manochitrakannan2983
    @manochitrakannan2983 5 ปีที่แล้ว

    that PDF softcopy needed sir