Your say that the criteria for stationarity is that all roots of the polynomial of the AR terms "are not on the unit circle". I think this should be "all AR-related roots" *OUTSIDE* the unit circle. Only stationary ARMA processes can be causal.
I think you made a mistake in the second example, several resources state that if |θ| < 1 then the process is invertible, which in this case it is less than 1. Same rule applies for causality but with φ.
Why does Your Model have 2 Xt values and no Zt-1 or Xt-1 terms. I think the model you gave is not proper. However your questions surrounds 5 i.e a constant value which we can Consider as Drift Mew. For such problem our prof have told us to simply take Yt= Xt-5. And then it's easier.
you should not use the lettter Z in the two different meanings as here. once it a complex variable, and once a white noise process. why don't you just use B in the first case?
@@zuriatiwenger6480 -0.8 is greater than -1, it is to the right of -1. Is it easier to understand if said as -0.8 is between -1 and 1, so it is inside the unit circle. And that means it fails the test?
![[Time Series] Weak Stationarity](/img/n.gif)
keep on making more videos! love your clear delivery.
Your say that the criteria for stationarity is that all roots of the polynomial of the AR terms "are not on the unit circle". I think this should be "all AR-related roots" *OUTSIDE* the unit circle. Only stationary ARMA processes can be causal.
Best video i've ever seen in explaining ARMA, tysm!
I wish my tuition went to you instead of my professors
Thank you for your kind explanation!
Thank you very much for making such a concise video!
Nice explanation
Thumps up. This video is dope
I think you made a mistake in the second example, several resources state that if |θ| < 1 then the process is invertible, which in this case it is less than 1. Same rule applies for causality but with φ.
Amazing
dumb question but if you have say xt=5-0.55xt+zt, what happens to the constant ? Does the backshift equation become (-4-0.55b)=zt?
Why does Your Model have 2 Xt values and no Zt-1 or Xt-1 terms.
I think the model you gave is not proper.
However your questions surrounds 5 i.e a constant value which we can Consider as Drift Mew. For such problem our prof have told us to simply take Yt= Xt-5. And then it's easier.
Thanks for the video. Please confirm if the quadratic is right?
looked right to me, did you think something was wrong?
can you explain why does the 3 properties apply?
3:12
you should not use the lettter Z in the two different meanings as here. once it a complex variable, and once a white noise process. why don't you just use B in the first case?
thanks for this video
i'm confuse because I don't understand why you say that -8 is > - 1 and then lies into the unit circle . Isn't it the contrary?
It's -0.8 not -8 !
@@mathetal ok ! thanks
@@mathetal hi! Isn't -0.8 < -1.0, which means it's in the unit circle. Plus, you drew the dot on the y-axis to show that.
@@zuriatiwenger6480 -0.8 is greater than -1, it is to the right of -1.
Is it easier to understand if said as -0.8 is between -1 and 1, so it is inside the unit circle. And that means it fails the test?
Al parecer utilizaste mal la fórmula cuadrática para encontrar las raíces de los phi
i think you made a mistake in the first example. θ(B) >1 should be for function invertible.
same question, it should be > 1, not >=1
you sound like penny from big bang tv show