Vector Auto Regression : Time Series Talk

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  • čas přidán 2. 10. 2019
  • Let's take a look at the basics of the vector auto regression model in time series analysis!
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Komentáře • 214

  • @phugia8367
    @phugia8367 Před 3 lety +72

    You deserve an Oscar for "Explain like I'm five"

  • @jordon603
    @jordon603 Před 3 lety +66

    "coincidentally the error term spells out Eat",
    - said with a straight face

  • @changeme454
    @changeme454 Před 4 lety +138

    Why our university professor aren't like him!?

  • @thetiskyeffect
    @thetiskyeffect Před 4 lety +51

    I am currently working on my thesis and needed a refresher for Time Series. I am going through your time-series playlist and boy! Thank you for these videos. They are amazing at making really complex ideas intuitive.

  • @mattslivestream
    @mattslivestream Před 4 lety +32

    This helped me a lot understanding other research papers while working on my thesis.

  • @MartinGAMERCZ
    @MartinGAMERCZ Před rokem +9

    Hello, I am a statistics student and I admit that classes are sometimes super theoretical and after hearing you explain all of these topics in a rather simple manner, it gets much easier to understand all the math behind it. Thank you very much!

  • @alijafarzadeh8267
    @alijafarzadeh8267 Před rokem +5

    I have been following you for a couple of months, and whenever I stock in comprehending an econometrics concept, I instantly search for the idea in your videos. You explain the complicated concepts of econometrics so effortlessly and fluently. I just wanted to thank you. Please keep making these fantastic lectures.

  • @kuchunyeh7251
    @kuchunyeh7251 Před 2 lety +1

    I couldn't stop thinking how genius the "Eat" variable is

  • @itsshopboy
    @itsshopboy Před 4 lety +9

    It's so easy to flow with you man. I salute you.
    I literally laughed when you did that f(t-1).

  • @wordsexplained7565
    @wordsexplained7565 Před 4 lety +11

    I'm a brazilian student in the high school, and I really need to thank you about your spetacular didatics and knowledge you share with people from all the world, I saw many channels about this subject, many of them just had the good talk but didn't have the mathematics necessary to decodify all of these beautiful subjects, you instead, have it both, never give up on this beautiful work of yours.

    • @ritvikmath
      @ritvikmath  Před 4 lety +1

      Thank you! I really appreciate your kind words

  • @yuthpatirathi2719
    @yuthpatirathi2719 Před 4 lety +1

    Ritvik simply amazing ! Thank you so much

  • @princessgailx
    @princessgailx Před 4 lety +1

    Beautiful video. I've been wracking my brain around this all week. Now I undestand it completely.

  • @vnpikachu4627
    @vnpikachu4627 Před 2 lety +1

    Simple, concise, straight to the point. An excellent video!!!

  • @matthewfedoseev580
    @matthewfedoseev580 Před 3 lety +2

    Zero dislikes? I guess I am not the only one who found this explanation to be the most intuative. Thanks!

  • @wolfgangi
    @wolfgangi Před 4 lety +23

    coicidentally error term spells out Eat. This is crucial for my understanding thank you! LOL

  • @fksons4161
    @fksons4161 Před 4 lety +2

    You 've done a wonderful job explaining somewhat difficult concepts

  • @GiulianoTaddei
    @GiulianoTaddei Před 4 lety +1

    So simple to understand.. THANK YOU SO MUCH!

  • @nomi34
    @nomi34 Před 2 lety

    I was looking for an easy to understand basics of VAR. This video does just that. Well done and thank you

  • @mattst.hilaire9101
    @mattst.hilaire9101 Před 2 lety

    God, why is it so hard for people to explain stuff this simple and easy? You're the Dude. Keep it up.

  • @jeeves31415
    @jeeves31415 Před rokem

    it's so well explained, thank you. I haven't touched matrices in over 10 years but it came back so intuitively with your explanation.

  • @rahulverma949
    @rahulverma949 Před měsícem

    just love this simplicity!

  • @matthewson8917
    @matthewson8917 Před 2 lety

    Awesome! You are so talented to teach concepts concisely.

  • @shubhamjindal4071
    @shubhamjindal4071 Před 3 lety

    Amazingly explained!!
    By far the only video I have seen with ZERO dislikes! And that explains...

  • @NazmulHasan-iv5qw
    @NazmulHasan-iv5qw Před 9 měsíci

    Thanks a lot Man. You made it so intuitive, connected to real life, and easy to understand.

  • @nguyendinhloc6437
    @nguyendinhloc6437 Před 4 lety

    Great video! Very easy to follow and understand the core! thank you so much :)

  • @SinghSajal
    @SinghSajal Před rokem

    Everyone loves the work that you do!
    I believe this is the best gift from the universe that you are blessed with.
    Thanks a lot for the unconditional teachings that you are giving to all of us. In Sikhi, it is called "SEWA" which is serving mankind and giving back to society and you are doing it to the best.
    Your videos are so useful for our studies.
    Thanks once again!

  • @ramishnishah3411
    @ramishnishah3411 Před 2 lety

    Astonishing, This guy is just amazing !!!

  • @sounakmondal9094
    @sounakmondal9094 Před 4 lety

    Thank you sir for this awesome video. The way you simplify such a complex model is simply awesome.

  • @romniyepez5206
    @romniyepez5206 Před 4 lety +1

    Some years have passed, but I still remember how traumatic and horrible my first VAR class was. Definitely, the level of humility and maturity of our instructors are hidden variables but clearly would affect the performance of their students. Thanks for your video !

  • @abhijitmahapatra8024
    @abhijitmahapatra8024 Před 4 lety +3

    Dude, the best playlist for time series!! Thank you for all your effort.

  • @librarystudyntour
    @librarystudyntour Před 10 měsíci

    Just wow. Thank you for this.

  • @SatendraKumar36777
    @SatendraKumar36777 Před 4 lety +2

    first of all, thank u for ur videos and making things easier and if u have some other detailed videos on the same topic ( like in here VAR model) then please provide the link in the description/comments.

  • @screenager2009
    @screenager2009 Před 3 lety +1

    This is excellent! Thank you so much Ritvik

  • @justanotheraccount4u
    @justanotheraccount4u Před 3 lety

    This one was the easiest explanation for this models. Thanks!!! I already click the subs

  • @MusicMonster26000
    @MusicMonster26000 Před 4 lety

    Your explanations are brilliant and I love your videos. What could be useful is implementing all these methods into real data sets within excel. This will give a more applied nature to the vids. Keep up the good work, gained a sub!

  • @Sarpamus
    @Sarpamus Před 10 měsíci

    extremely clear. thank you

  • @Afriyie546
    @Afriyie546 Před 2 lety

    this was perfect, thanks so much!!!!

  • @mitsuinormal
    @mitsuinormal Před 7 měsíci

    I have learned a lot with your channel jajs !

  • @tannerhoughton160
    @tannerhoughton160 Před 4 lety

    Very helpful! Thank you.

  • @Onropas
    @Onropas Před 4 lety

    Great video, thanks!

  • @adarshvemali2966
    @adarshvemali2966 Před 3 lety

    I cannot believe how easily I understood this!!

  • @alexfarrar9980
    @alexfarrar9980 Před 2 lety

    Thanks for the explanation!

  • @mauricioperedo9657
    @mauricioperedo9657 Před 4 lety

    Dude... you are the best! Thx

  • @rosierui8119
    @rosierui8119 Před 3 lety

    You literally saved my job!!!

  • @gmanthegreat1380
    @gmanthegreat1380 Před 3 lety

    Wow great explanation! Thank you so much

  • @suchitrakulkarni4559
    @suchitrakulkarni4559 Před 4 lety

    great video man!!! thanks a lot.

  • @ekumarmanoj
    @ekumarmanoj Před 4 lety +1

    superb... very easy to understand.... nicely explained... i expect morecomplex VAR models... and if possible, coding of the same using R or Python

  • @liliansinyangwe9661
    @liliansinyangwe9661 Před 3 lety

    Fantastic explanation!

  • @jairoalves8083
    @jairoalves8083 Před 4 lety

    Very nice, thank you!

  • @manuelcaba2
    @manuelcaba2 Před 4 lety

    Wow, so magnificent, thanks!

  • @Hasina_2
    @Hasina_2 Před 2 lety

    Thanks for your brilliant help

  • @felipebs98
    @felipebs98 Před 3 lety

    Excellent video!!!!!

  • @satriyodwicahyo2999
    @satriyodwicahyo2999 Před 3 lety

    Great video! simple and clear explanation

  • @VarunVargheseMuriyanat

    Awesome content and presentation.

  • @frankfff976
    @frankfff976 Před 4 lety

    Very good video. Thank you!

  • @sharonbanupriyas9733
    @sharonbanupriyas9733 Před měsícem

    beautifully explained.. thank you!

  • @deplo
    @deplo Před 4 lety +1

    Hi! thanks for your videos that I find really highly informative. Could you expand on this and the stationarity video by introducing some time-varying VAR? thanks a lot

  • @drmearajuddin2334
    @drmearajuddin2334 Před 4 lety

    Wowwwwww... I wish every university must have a teacher like you...
    Sir I have a request.. Can u plzz make a detailed video of VAR by taking 4 5 variables like effect of 4 variables on one variable... In VAR framework.. In detail.. Plzzz plzz humble request sir

  • @dariosilva85
    @dariosilva85 Před 4 lety

    Great job explaining.

  • @transformationmotivation7549

    Love the example ❤️

  • @humphreyz6709
    @humphreyz6709 Před 3 lety +1

    lots of thanks and support from a former bruin!

  • @01hZ
    @01hZ Před 6 měsíci

    nice lecture presented in a clear and easy to understands manner

  • @joybagchi
    @joybagchi Před 3 lety +2

    @ritvikmath: Thank you so much for such an excellent and amazingly intuitive explanation of VAR. Do you perhaps have a video on VECM? If not can you please do a video on VECM. That would be hugely appreciated

  • @Ks-oj6tc
    @Ks-oj6tc Před 3 lety

    Excellent Explanation. Thanks

  • @BrickyTrainWhoosh
    @BrickyTrainWhoosh Před 3 lety

    Wow its really helpful! Thanks!

  • @GarimaGupta
    @GarimaGupta Před 3 lety

    Great explanation!

  • @laetitiakienbacher
    @laetitiakienbacher Před rokem +1

    Okay this was too good.

  • @debashreebiswas6909
    @debashreebiswas6909 Před 4 lety

    excellent.. really very easy to understand in this way .. thank you

  • @alteshaus3149
    @alteshaus3149 Před 3 lety

    Thank you very much for this clearly video

  • @PedroRibeiro-zs5go
    @PedroRibeiro-zs5go Před rokem

    Thanks man! Great video!!

  • @pawalucious89
    @pawalucious89 Před rokem

    👌. The very best teacher ❤

  • @MariaGarcia-ey3fg
    @MariaGarcia-ey3fg Před rokem

    "So go ahead and convince yourself" 5:38 I WAS LAUGHING SO HARD

  • @evvolita
    @evvolita Před 4 lety

    Thank you so much ritvikmath. So easy to understand with your teachings! When will the follow up video on VAR be available? Also do some on cointegration please...

    • @ritvikmath
      @ritvikmath  Před 4 lety +1

      Some more time series vids coming up soon! Thank you!

  • @Lostsummer
    @Lostsummer Před 3 lety

    clear! thx!

  • @mukeshkumaryadav350
    @mukeshkumaryadav350 Před 22 dny

    Great Explanation

  • @danielernestoduranperdomo2539

    Thanks Teacher! , Regards from Colombia!

  • @tdreamgmail
    @tdreamgmail Před 4 lety

    Why do I understand this? You are a good teacher mate.

  • @jagatdave
    @jagatdave Před měsícem

    thank you. nicely explained.

  • @mathman2170
    @mathman2170 Před 3 lety +1

    Great video -- very nicely done. Philosophical point about the assumptions: The number of apples sold last month may not be related to the number sold this month (or to the number of bananas sold last month), never mind a linear relationship -- I am sure you know this -- I only bring this up as a pedagogical point that might be useful to beginners -- that is, ask them to think about that relationship and see if it makes sense to them on a gut level before getting buried in the mathematical symbols and copying whatever equation is given etc. Loved the video -- keep up the good work!!!

  • @jingnanwu1725
    @jingnanwu1725 Před 3 lety

    Very helpful and intuitive

  • @danicacortez6678
    @danicacortez6678 Před 3 lety +1

    although my mind works better with the paper/marker format (my mind gets distracted easily so I can zero-in on the material better without people in the vid) I'm: 1. happy there's less paper waste and 2. happy that you've made this series. Ts has always been a struggle for me because the concepts are never rooted in reality, I never thought that I would get it but you make it so much more accesible! Thank you!

  • @osamaaljarrah9851
    @osamaaljarrah9851 Před 3 lety

    You are awesome. More videos.

  • @tosinolofinsao5404
    @tosinolofinsao5404 Před 3 lety +1

    This is helpful, thanks

  • @uffutgtr4
    @uffutgtr4 Před 4 lety

    thank you from Korea :)

  • @bontlemahoda3080
    @bontlemahoda3080 Před 3 lety

    Sir, you are a legend

  • @okoshtr8876
    @okoshtr8876 Před 4 lety

    Amazing you helped me a lot thx

  • @vixxiv515
    @vixxiv515 Před 3 lety

    thanks for this man! keep up the good work. Cointegration next?

  • @enish27
    @enish27 Před 4 lety +1

    Clearly, one of easiest explanation for VAR!

  • @Clarbomba
    @Clarbomba Před 8 měsíci

    Very nice video.. super insightful.. good info... i love maths!

  • @ramshasiddiqui8893
    @ramshasiddiqui8893 Před 3 lety +1

    I regret that i cannot find this video early
    your explaination is so good

  • @prakashd842
    @prakashd842 Před 3 lety

    U rocked it .

  • @jimbaker5110
    @jimbaker5110 Před 2 lety

    Very good video and explanation.

  • @wanjadouglas3058
    @wanjadouglas3058 Před 3 lety +1

    This really helped me understand VAR(1).

  • @pralhadkalkundre2651
    @pralhadkalkundre2651 Před 4 lety +2

    Great Video! Please make video on Granger Causality test, ADF etc..

    • @ritvikmath
      @ritvikmath  Před 4 lety +1

      More time series vids coming up very soon!

  • @harrysmeditaion
    @harrysmeditaion Před 4 lety

    감사합니다

  • @jayasreemangalagiri971

    Thank You for this. I have 2 questions.
    1. when we use lags in this model, how do we know variable's lag we have to use?
    2. when we get the model summary, why do we have coefficients for all the variable regardless of which variable is being predicted?

  • @HH-nw4gr
    @HH-nw4gr Před 3 lety

    Thanks Sir!

  • @zainabkhan5859
    @zainabkhan5859 Před 3 lety +1

    Perfect Explanation

  • @truthrevealed7478
    @truthrevealed7478 Před 4 lety

    Very easy way. Awesome

  • @al38261
    @al38261 Před rokem

    Amazing really!