Wow! What an intuitive way of explaining. It has becomes easy now for me to read detailed theory. This approach is best way of teaching. Thanks a lot Ritvik.
Thanks Ritvik. I finished my math masters over 30 years ago. I wish you were around back then to fill us all with your knowledge and enthusiasm. Well done!
Thank you, it’s very helpful. Can you expand more on t-test and f-test in time series? It will great to include them in future videos if possible. Overall, good work!
That's an interesting concept. I'm not sure I could do the T and F tests to come out with the results, but you've given me the general understand of how it works and that helps. Thanks so much!
I watched most of you series on time series. You rock! I wonder if you would be able to include applications using R for example. Will you be talking about impulse response function or frequency domain? Thanks
thanks for your great job ! i ve just spent all the night watching all your videos on time series! just a question : what is the difference here, with VAR models ? You are using lags of an explicative variable , as you have done with VAR , didn t you ?
Great video ! I'am doing an internship in neuroscience and it helps me a lot in my work. Do you have any video about this kind of method that helps determining the number of lags ?
Thank you so much for you awesome videos. Could you please make a series of videos about nonlinear time series analysis? ..... Also, I was wondering if you know a Matlab algorithm for measuring nonlinear/nonparametric Granger Causality.
Hi Ritvik. Thanks for the code example as well. Until which lag I should look for granger causality? Starting from lag 8 the p-value decreases and around 14 lag is 0. But maybe it is by smoothing effect.
Can we use granger causality test whene having mixed order of integration I(0), I(1) or I(2)? Or we must have one and only order of integration of the variables tested ? Thank you
Amazing. Thank you, Ritvik! I've a got a curiosity, if I want to run a Granger test, let's say in R, basically the function iterates through various lags -of the rich city, mentioning the example- until finding those 3 and 5 lags?
Doesn't granger causality lead to a chicken or egg problem? One could also say that the rich city is following the poor city (if you drew your graph completely)
@2:00 pretty stupid (neoliberal) idea to do export led growth. You want to maximize useful output no matter what, for that you run a sovereign currency to guarantee full employment. You only export your surplus to domestic needs, which "pay for" the imports. If you need _more_ imports (for whatever reason) you *_definitely do not link currencies_* you use a floating exchange rate. Then if the imports cause pass-through inflation you re-gauge your own currency, because why the hell would you not! This way the poor nation never borrows foreign currency. They'd only need to borrow a foreign currency (and incur IMF penalties) if they do fix or peg the exchange rate. It would be incredibly stupid to do that, since debts in a currency your government does not monopoly issue cannot be guaranteed to be redeemed. You take the pass-through inflation hit instead, but raise the minimum real wage to keep everyone employed, until you later do produce enough surplus to domestic needs that will pay for the imports. If that never eventuates you just stick to the inflation led growth, since state currency is a mere numeraire this is indefinitely sustainable. Foreign debt is not. No need ever to borrow a foreign currency. No need to peg or fix the exchange rate (which is effectively a needless tax on your population). Key is full employment, not low inflation.
I swear, you have some of the best most intuitive explanations on these concepts ever!
Wow ... the approach you took for explaining this concept is really good. Please keep them coming!
Thanks!
@@ritvikmath Please expand your playlist on time series talk. It's very helpful.
I love you man , 2 weeks of my lecture and you took 8 minutes to explain it
Wow! What an intuitive way of explaining. It has becomes easy now for me to read detailed theory. This approach is best way of teaching. Thanks a lot Ritvik.
Glad it was helpful!
Thanks Ritvik. I finished my math masters over 30 years ago. I wish you were around back then to fill us all with your knowledge and enthusiasm. Well done!
You are brilliant in making complicated things simple. Thank you
Thank you, it’s very helpful. Can you expand more on t-test and f-test in time series? It will great to include them in future videos if possible. Overall, good work!
by far the clearest video on this topic
Thank you! I am a political science student and this video (and the one on VAR) has really simplified my understanding.
Thank you so much. You've simplified a concept I genuinely struggled with!
Excellent. Thanks you for sharing knowledge with all.
My pleasure!
Really the way of explanation is very nice
That's an interesting concept. I'm not sure I could do the T and F tests to come out with the results, but you've given me the general understand of how it works and that helps.
Thanks so much!
I think you are talented at explaining.
Excellent explanation thanks
This is the first explanation I actually get! So easy to understand - Thank you so much :D
شكرا ، اللهم بارك 🤍
very solid explanation, thanks a lot!! :D
very well explained!
Your channel is amazing. Simple as that.
You really know time series knowledge inside out.
Always trying to learn more!
Excellent ! Bravo !
Thanks!
your video is amazing! thank you for your intuitive and clear explanation
Jo bhi apne pdhaya... Acha laga pdhke...
Would love a full playlist on causal models and analysis with the ritvikmath clarity of explanation
Man you are so amazing! Thank you for sharing your knowledge!
Excellent teaching of the concept!
Thank you :)
The video is very helpful. Thank you. Can you also explain the cointegration test with respect to creating a VAR model?
Very useful. Thank you!
Thank you, amazing vid! Could you please make a video on SVAR models!
yes please! :)
Thank you so much bro.
Love your presentation, man :-)
Muy buena explicación. Gracias
what a nice and compact video!! could you please make a video on VECM ?
I watched most of you series on time series. You rock!
I wonder if you would be able to include applications using R for example. Will you be talking about impulse response function or frequency domain?
Thanks
thanks! And I definitely will look into videos on time domain / frequency domain and related concepts!
Thank you. Great video.
Very Intuitive Video ! If you don't mind can you also give the link of the microphone you are using . Thanks
Thank you bro you're a beast
Truly grateful for the incredible work. ❤ Just a suggestion: Can you also do a video on cointegration?
Thank you!!!!!!
Is the Granger causality test able to be used across more than two variables simultaneously or will I have to conduct those tests separately.
thanks for your great job ! i ve just spent all the night watching all your videos on time series! just a question : what is the difference here, with VAR models ? You are using lags of an explicative variable , as you have done with VAR , didn t you ?
Great video ! I'am doing an internship in neuroscience and it helps me a lot in my work. Do you have any video about this kind of method that helps determining the number of lags ?
Great video you have done! Do you have videos on t-Test and F-Test please?
love your videos!!
brilliant
Nice, thanks!
No problem!
i observe that lower the p value higher the f test, may I know what is the optimal value for f test
Great video! Could you please talk about the Cointegration test?
Thank you so much for you awesome videos. Could you please make a series of videos about nonlinear time series analysis? ..... Also, I was wondering if you know a Matlab algorithm for measuring nonlinear/nonparametric Granger Causality.
Hi Ritvik. Thanks for the code example as well. Until which lag I should look for granger causality? Starting from lag 8 the p-value decreases and around 14 lag is 0. But maybe it is by smoothing effect.
should the time series be stationary for the test? thanks
Are cointegration and causality the same test?
Can we use granger causality test whene having mixed order of integration I(0), I(1) or I(2)?
Or we must have one and only order of integration of the variables tested ?
Thank you
hi does granger causality require no outlier data?
what id there are two or more time series variables that I want to predict the outcome variable.
is Granger causality can be used? or simply use VAR
Also, are there other tests for investigating causality.
R studio or python tutorial!!! Great videos!
So... How does granger causality differ from correlation? Is it because of the time lag?
best
Can we linked the causality on same goverment in two periodic time?
Professor impulse response function please... VAR and IRF
So , in my opinion, the pool city line is lag 1 of the rich city
But i have a question. How can i decide the best AR model to predict pool city line by itself?
Can you make video on DCC multivariate Garch Model
What does Phi represent?
Amazing. Thank you, Ritvik! I've a got a curiosity, if I want to run a Granger test, let's say in R, basically the function iterates through various lags -of the rich city, mentioning the example- until finding those 3 and 5 lags?
Doesn't granger causality lead to a chicken or egg problem? One could also say that the rich city is following the poor city (if you drew your graph completely)
Couldn't you then check impulse response to determine the direction of causality?
OMG 60fps suddenly, wow! Who need Star Wars and stuff now? Ditch that, I choose learning stats. Go on, man, fire it up!
Neymar, is that you?
Yup
@2:00 pretty stupid (neoliberal) idea to do export led growth. You want to maximize useful output no matter what, for that you run a sovereign currency to guarantee full employment. You only export your surplus to domestic needs, which "pay for" the imports. If you need _more_ imports (for whatever reason) you *_definitely do not link currencies_* you use a floating exchange rate. Then if the imports cause pass-through inflation you re-gauge your own currency, because why the hell would you not! This way the poor nation never borrows foreign currency. They'd only need to borrow a foreign currency (and incur IMF penalties) if they do fix or peg the exchange rate. It would be incredibly stupid to do that, since debts in a currency your government does not monopoly issue cannot be guaranteed to be redeemed.
You take the pass-through inflation hit instead, but raise the minimum real wage to keep everyone employed, until you later do produce enough surplus to domestic needs that will pay for the imports. If that never eventuates you just stick to the inflation led growth, since state currency is a mere numeraire this is indefinitely sustainable. Foreign debt is not. No need ever to borrow a foreign currency. No need to peg or fix the exchange rate (which is effectively a needless tax on your population). Key is full employment, not low inflation.