SEASONAL AutoRegressive Integrated Moving Average a.k.a SARIMA(p,d,q)(P,D,Q)

แชร์
ฝัง
  • เผยแพร่เมื่อ 15 พ.ย. 2024

ความคิดเห็น • 8

  • @bernardojacquez2080
    @bernardojacquez2080 3 ปีที่แล้ว +1

    Muchisimas gracias por la forma en que presentas el concepto. Fue un placer entender con esta explicacion tan clara.

  • @luyujing8495
    @luyujing8495 2 ปีที่แล้ว +1

    Easy to understand and really useful, thank you Mario.

  • @r12bzh18
    @r12bzh18 3 ปีที่แล้ว +2

    Hi Mario. I really enjoy your video and really like the way you’re taking us with you in this analysis. I have a question though; at 5:00 you seem to imply that the PACF is linked to the identification of the MA order and the ACF to identification of the AR order when I believe that this is the opposite. In that case it's all 1 so it doesn't impact the final model…

    • @algorithmo134
      @algorithmo134 ปีที่แล้ว

      @Mario Castro Can you please reply to this comment? I would like to listen to your views. I do agree with @r12bzh18

  • @emmanuelcorona8267
    @emmanuelcorona8267 ปีที่แล้ว

    Muy buen video pana, muy útil, saludos desde México

  • @_Sam_-zh7sw
    @_Sam_-zh7sw 6 หลายเดือนก่อน

    I have never heard about concept of taking a derivative in time series analysis. I am confused

    • @samis1219
      @samis1219 2 หลายเดือนก่อน

      when you do Arima, you substract the this time period minus the lag of it.

  • @algorithmo134
    @algorithmo134 ปีที่แล้ว +1

    Hi Mario. I really enjoy your video and really like the way you’re taking us with you in this analysis. I have a question though; at 5:00 you seem to imply that the PACF is linked to the identification of the MA order and the ACF to identification of the AR order when I believe that this is the opposite. In that case it's all 1 so it doesn't impact the final model…