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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You deserve an Oscar for "Explain like I'm five"
"coincidentally the error term spells out Eat",
- said with a straight face
hahaha
Why our university professor aren't like him!?
Cause they're tenured and don't care.
cuz theyre old and lazy.
hell why?
Fart
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.
good luck with your thesis
This helped me a lot understanding other research papers while working on my thesis.
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!
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.
I couldn't stop thinking how genius the "Eat" variable is
It's so easy to flow with you man. I salute you.
I literally laughed when you did that f(t-1).
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.
Thank you! I really appreciate your kind words
Ritvik simply amazing ! Thank you so much
Beautiful video. I've been wracking my brain around this all week. Now I undestand it completely.
Simple, concise, straight to the point. An excellent video!!!
Zero dislikes? I guess I am not the only one who found this explanation to be the most intuative. Thanks!
coicidentally error term spells out Eat. This is crucial for my understanding thank you! LOL
hahaha
You 've done a wonderful job explaining somewhat difficult concepts
So simple to understand.. THANK YOU SO MUCH!
I was looking for an easy to understand basics of VAR. This video does just that. Well done and thank you
God, why is it so hard for people to explain stuff this simple and easy? You're the Dude. Keep it up.
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.
just love this simplicity!
Awesome! You are so talented to teach concepts concisely.
Amazingly explained!!
By far the only video I have seen with ZERO dislikes! And that explains...
Thanks a lot Man. You made it so intuitive, connected to real life, and easy to understand.
Great video! Very easy to follow and understand the core! thank you so much :)
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!
Astonishing, This guy is just amazing !!!
Thank you sir for this awesome video. The way you simplify such a complex model is simply awesome.
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 !
Dude, the best playlist for time series!! Thank you for all your effort.
Glad you enjoy it!
Just wow. Thank you for this.
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.
This is excellent! Thank you so much Ritvik
Glad you liked it!
This one was the easiest explanation for this models. Thanks!!! I already click the subs
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!
extremely clear. thank you
this was perfect, thanks so much!!!!
I have learned a lot with your channel jajs !
Very helpful! Thank you.
Great video, thanks!
I cannot believe how easily I understood this!!
Thanks for the explanation!
Dude... you are the best! Thx
You literally saved my job!!!
Wow great explanation! Thank you so much
great video man!!! thanks a lot.
superb... very easy to understand.... nicely explained... i expect morecomplex VAR models... and if possible, coding of the same using R or Python
Fantastic explanation!
Very nice, thank you!
Wow, so magnificent, thanks!
Thanks for your brilliant help
Excellent video!!!!!
Great video! simple and clear explanation
Awesome content and presentation.
Very good video. Thank you!
beautifully explained.. thank you!
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
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
Great job explaining.
Love the example ❤️
lots of thanks and support from a former bruin!
Much appreciated! Go Bruins!
nice lecture presented in a clear and easy to understands manner
@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
Great suggestion!
Excellent Explanation. Thanks
Wow its really helpful! Thanks!
Great explanation!
Okay this was too good.
excellent.. really very easy to understand in this way .. thank you
Thank you very much for this clearly video
Thanks man! Great video!!
No problem!
👌. The very best teacher ❤
"So go ahead and convince yourself" 5:38 I WAS LAUGHING SO HARD
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...
Some more time series vids coming up soon! Thank you!
clear! thx!
Great Explanation
Thanks Teacher! , Regards from Colombia!
Why do I understand this? You are a good teacher mate.
thank you. nicely explained.
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!!!
love your deep analysis!
Very helpful and intuitive
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!
welcome!
You are awesome. More videos.
This is helpful, thanks
thank you from Korea :)
Sir, you are a legend
Amazing you helped me a lot thx
thanks for this man! keep up the good work. Cointegration next?
Clearly, one of easiest explanation for VAR!
Thanks!
Very nice video.. super insightful.. good info... i love maths!
I regret that i cannot find this video early
your explaination is so good
thanks!
U rocked it .
Very good video and explanation.
This really helped me understand VAR(1).
glad it helped!
@@ritvikmath it did. We need more examples on this.
Great Video! Please make video on Granger Causality test, ADF etc..
More time series vids coming up very soon!
감사합니다
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?
Thanks Sir!
Perfect Explanation
Glad you think so!
Very easy way. Awesome
Amazing really!
Thanks a lot!