I started learning about time series by myself as an adult about 4 years ago. Bought books from amazon but never truly understand the concept behind it, most books just list a bunch of formula. But after watching many of your videos, I realised it is the way of teaching that make things difficult. Sir, you are an exceptional teacher. I truly believe you will excel in all of your future endeavours. I hope the channel will keep running for as long as possible, and many others including myself will be able to learn from you. Thank you so much!
Many thanks for uploading these videos. They are outstanding! I really enjoyed all of your videos so far and I cannot wait to see more of your videos. I would love to see something about ARMAX (and the insertion of exogenous variables into the models in general) and maybe something more about the probabilistic/confidence of the predictions.
Thank you so much for the content, they really help us understand these concepts better. It would be even more helpful if you could please provide links to the code in the description.
Hi, just wanted to say how useful your videos are. really appreciate its both practical and has a good level of intuition/theory. looking forward to your next uploads!
We need to recognize that some authors prioritize fame over ensuring their books are easily understood by readers. For them, the primary goal may be gaining recognition rather than ensuring their content is accessible and comprehensible to their audience.
Wow 50k! Well done. I remember when you had 8k followes and I was wondering why doesn't this guy get more followes?! On the right track mate. I'll write another comment when you hit 500k :)
thanks for the vido Once the PACF graph is drawn and we see the lags we can consider for the AR model, what code do we use to get our model done only with those lags and not those within the error zone???
Got a simpler way to make train and test data: train_end = int(len(df)*0.7) train_data = df.iloc[:train_end] test_data = df.iloc[train_end:] It splits the dataset into two sets, each 70% of the dataset and 30%
You are dealing with timeseries data with a nicely typed datetime column. In this context showing intent (which specific date you are considering for the test) I would argue is much clearer.
How do you "exclude" certain lags from the tsa ARMA function - does it have a parameter for that or something? For example you determine lags 2, 4 & 5 are insignificant yet when you call ARMA(7,0) it still does all 7. Thanks
Following up - how do we exclude particular lags from the model? At around 5:50 you determine lag 2 is not significant yet can we explicitly exclude that?
Lag 2 is not a good predictor since p-value is high. Will we just drop lag 2 and proceed with the rest of the equation as the final equation? I thought we need to re-run on just lag 1 and 3 and it will change the coefficient of the equation and then only we can use that equation. If yes, could you please tell how to run AR(3) Model and not include lag 2?
@@tomislavprimorac1050 To not include lag2 in the model, you'd create lag 1 and lag 3 variables manually (by shifting the original data). Then we use an ARIMAX model where p=0, q=0 and the exogenous variables are the lag1 and lag3 variables you created
HELLO SIR I AM A FREELANCE ENGINEER WHO MAKES MONEY BY MAKING PROJECTS BASED ON CLIENT NEEDS I WOULD LIKE TO ASK YOUR PERMISSION TO USE YOUR CONTENT AND TO USE YOUR CODE TO LEARN AND MAKE DIFFERENT PROJECTS.I WONT BE SELLING YOU CONTENT TO ANY WEBSITE
I started learning about time series by myself as an adult about 4 years ago.
Bought books from amazon but never truly understand the concept behind it, most books just list a bunch of formula.
But after watching many of your videos, I realised it is the way of teaching that make things difficult.
Sir, you are an exceptional teacher. I truly believe you will excel in all of your future endeavours.
I hope the channel will keep running for as long as possible, and many others including myself will be able to learn from you.
Thank you so much!
exactly, same thing here
Many thanks for uploading these videos. They are outstanding! I really enjoyed all of your videos so far and I cannot wait to see more of your videos. I would love to see something about ARMAX (and the insertion of exogenous variables into the models in general) and maybe something more about the probabilistic/confidence of the predictions.
Thank you so much for the content, they really help us understand these concepts better. It would be even more helpful if you could please provide links to the code in the description.
Hi, just wanted to say how useful your videos are. really appreciate its both practical and has a good level of intuition/theory. looking forward to your next uploads!
We need to recognize that some authors prioritize fame over ensuring their books are easily understood by readers. For them, the primary goal may be gaining recognition rather than ensuring their content is accessible and comprehensible to their audience.
Was actually waiting for a video release from your Time-series playlist ... and here is one!
@@ulf1 well I have been following his videos for quite some time now!
Wow 50k! Well done.
I remember when you had 8k followes and I was wondering why doesn't this guy get more followes?!
On the right track mate. I'll write another comment when you hit 500k :)
haha thanks!
@@ritvikmath I DIDNT FIND THE CODE FOR AR MODEL
Same
You saved my semester thank you
Happy to help!
thanks for the vido
Once the PACF graph is drawn and we see the lags we can consider for the AR model, what code do we use to get our model done only with those lags and not those within the error zone???
Great videos, thank you. Could you explain how you would remove the lags with a high 'P' number from the final model? Thanks again
same question. Do you know how to do it? regards
Why didn't you have to address the seasonality before fitting the model? I thought the data had to be stationary before fitting any models?
That's why his predictions weren't great. He didn't address seasonality. But the point was just to show you AR models. He'll do that in future vids
In my econometrics class it was recommended to only consider lagged values within a year- since anything beyond could be due to chance
But what if there is a yearly pattern? Or bi-yearly pattern? Then you'd miss that right? Doesn't make much sense to me. What was the argument?
Is it possible to skip the lag 2 in the AR(3) model?
did you already got the answer? I'm curious
How do you exclude the high P-Value lags? can you show the command syntax?
did you already got the answer? I'm curious
@@efradgalio3178 me too
Got a simpler way to make train and test data:
train_end = int(len(df)*0.7)
train_data = df.iloc[:train_end]
test_data = df.iloc[train_end:]
It splits the dataset into two sets, each 70% of the dataset and 30%
You are dealing with timeseries data with a nicely typed datetime column. In this context showing intent (which specific date you are considering for the test) I would argue is much clearer.
Hi can you or anyone tell me what is high n low frequency of data or obeservation?
Ritvik, really like your videos, could you share the notebook for the AR model? I cannot found it in your github link. Thank you!
How do you "exclude" certain lags from the tsa ARMA function - does it have a parameter for that or something? For example you determine lags 2, 4 & 5 are insignificant yet when you call ARMA(7,0) it still does all 7. Thanks
+1!
Following up - how do we exclude particular lags from the model? At around 5:50 you determine lag 2 is not significant yet can we explicitly exclude that?
@@jeeves31415 Hi. I found that we can drop lag2 by going ahead with AR(1,3) model. It excludes lag 2.
Hi, good video Where can I get the data set?
How to exclude lag 2 from the AR(3) model?
Thanks for sharing!
Lag 2 is not a good predictor since p-value is high. Will we just drop lag 2 and proceed with the rest of the equation as the final equation? I thought we need to re-run on just lag 1 and 3 and it will change the coefficient of the equation and then only we can use that equation. If yes, could you please tell how to run AR(3) Model and not include lag 2?
I've been trying to figure this out as well, but with no success
@@tomislavprimorac1050 To not include lag2 in the model, you'd create lag 1 and lag 3 variables manually (by shifting the original data). Then we use an ARIMAX model where p=0, q=0 and the exogenous variables are the lag1 and lag3 variables you created
Great videos!
"Not great but not terrible". Someone watched Chernobyl.
Could you show how to program the final model? Please.
Thank you.
hi let say i only want to include lags 1,2,3, and 7, if I put 7 in order(7,0) will it take all lags starting from 1 to 7?
Many thanks!
You're welcome!
One question: Where exactly are we including the lags based on the threshold(0.05). I couldn't find any updated equation in the video.
Excellent,Link to code please !
the lag are months or days?
tysm bruh
can you please provide the code
where the file at ?
hey Ritivik it would be good if u could make available the python code .
thanks :)
Type it out... you'll learn with all your senses not just the eye!
HELLO SIR I AM A FREELANCE ENGINEER WHO MAKES MONEY BY MAKING PROJECTS BASED ON CLIENT NEEDS
I WOULD LIKE TO ASK YOUR PERMISSION TO USE YOUR CONTENT AND TO USE YOUR CODE TO LEARN AND MAKE DIFFERENT PROJECTS.I WONT BE SELLING YOU CONTENT TO ANY WEBSITE