Time Series Talk : Autocorrelation and Partial Autocorrelation

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  • Опубликовано: 28 ноя 2024

Комментарии • 382

  • @milbeckai
    @milbeckai 3 года назад +288

    You're a great teacher. Amazing. I'm currently studying an expensive Masters course and this has helped me so much getting through it. You and another guy on youtube called Ben Lambert have helped me so much during my degree - I hope you carry on using these talents and undertstand how appreciate your viewers are.

    • @alfredtan5599
      @alfredtan5599 3 года назад

      WQU MFE?

    • @ayushyadav4076
      @ayushyadav4076 3 года назад +12

      Whole Heartedly Agree
      Both Ritvik and Ben Lambert are superb

    • @nassehk
      @nassehk 3 года назад +2

      Totally agreed!

    • @emmahong8289
      @emmahong8289 2 года назад +2

      Bro, I got you😂 the university professors always make things even more complex and difficult to learn

    • @statisticstutoring1911
      @statisticstutoring1911 Год назад

      Because all these fake machine learning people have no econ background. Only econ people understand real data everyone else is a quick courses fake data scientist . That’s the difference

  • @acb_gamez
    @acb_gamez Год назад +37

    Unreal that I paid 17k for a bootcamp that went through an entire time series section from this to ARMA models and this was never clearly explained. You are amazing.

  • @parikshitgurjar5545
    @parikshitgurjar5545 3 года назад +8

    Everyone is just explaining the formula but you are the only one who explain the Real Concept behind Acf and Pacf....Thankyou Soo much, you explanation is a great help.

  • @owenz3831
    @owenz3831 5 лет назад +155

    Best video I've watched so far that explains the difference between ACF and PACF so well! Finally, I can fully understand PACF. Thank you so much!

  • @Martin-lv1xw
    @Martin-lv1xw 2 года назад +1

    I have masters in statistics but i've never heard this much clear intuition .....thanx a lot.

  • @marcosferreira220863
    @marcosferreira220863 Год назад +1

    Very good. Didatic, clear. Hardly I have seen a so clear explanation in the text books. Congrats.

  • @diahidvegi8536
    @diahidvegi8536 5 лет назад +19

    liking, sharing, subscribing and commenting feels like NOTHING CLOSE to sufficient in order to express my gratitude for your work. Educators on RUclips should be celebrated. This list of time series is literally saving me so, so much time and headache and ACTUALLY makes all of this fun. so, so amazing, thank you so much Ritvik for this. Incredible.

    • @ritvikmath
      @ritvikmath  4 года назад +1

      I really appreciate the kind words :)

  • @ahmedoumedyhdhih4840
    @ahmedoumedyhdhih4840 Год назад +3

    thanks, man. Literally, every minute of this video is equivalent to a full month of college in terms of interest. The secret is to give realistic and simple examples and a simplified explanation from a practical point of view. In fact, this is the best way to teach, the way children learn pronunciation and all these things. Man, I am so thankful to you because I was really exhausted from searching😢

  • @sarathykanathasan7926
    @sarathykanathasan7926 4 года назад +16

    with school being online it was very hard for me to grasp the concepts; literally 2 of your videos later I'm in such a better place! ty!

  • @r0f115L4m
    @r0f115L4m 4 года назад +13

    I'm taking time series analysis right now in graduate school and this series has been integral in helping me develop an intuition behind all the formulas. Thank you!

  • @paolab1112
    @paolab1112 5 лет назад +4

    If I pass my Stochastic models exam, there is no doubt at all that you will play a big part in it. THANK YOU SO MUCH

  • @Uchorum
    @Uchorum 4 года назад +1

    Man, you are a great example of person who have a gift to teach people. He is the one who can use the right words. Thank you!

    • @ritvikmath
      @ritvikmath  4 года назад +1

      thank you! I really appreciate it :)

  • @jamespaz4333
    @jamespaz4333 3 года назад +1

    Finally one decent, easy and gentle explanation... THANK YOU!!!!

  • @wb7779
    @wb7779 Месяц назад

    This is the best explanation of time series analysis I've seen so far. It's very intuitive and easy to understand. I couldn't say the same about all the other videos I've watched. Thanks a lot.

  • @phugia8367
    @phugia8367 4 года назад +2

    This is like the next level of "explain like i'm 5". I've spent so many days and hours on google and yet can't understand ACF and PACF. 13:15 minutes and i can say i understand the concept. Thanks!

  • @GohOnLeeds
    @GohOnLeeds Год назад +1

    Your teaching style really shines through when you get your whiteboard 👍

  • @BoazAbisror
    @BoazAbisror Год назад

    This is the most simple, intuitive, and informative explanation I have seen of ACF and PACF.
    Thank you so much!

  • @vohiepthanh9692
    @vohiepthanh9692 8 месяцев назад

    This is the first time I've researched time series analysis, and watching your videos has helped me a lot in terms of understanding the intuitions and concepts. Thank youuu 🙏

  • @purplesatellite538
    @purplesatellite538 5 лет назад +3

    Your videos are amazing--crystal clear and easy to understand. This is what a good teacher should be, able to use simple and practical examples to explain seemingly unfathomable concepts. Please keep it up, the world thanks you for sharing your gift!

    • @ritvikmath
      @ritvikmath  4 года назад

      I appreciate that a lot!

  • @e555t66
    @e555t66 2 года назад

    You have the gift. You are a wonderful teacher.

  • @xinyueguan961
    @xinyueguan961 8 месяцев назад

    Super clear explanation!!!!!!!!!! Definitely the best RUclipsr in the world!!!!!!!

  • @kaiyanzhu3075
    @kaiyanzhu3075 9 месяцев назад +1

    Thank you so much for this video, you explained very well of the relationship between AR model and ACF, it's the most difficulty to me. I have read 5 books of Time series, but your video to me is very useful!

  • @sharatvyas
    @sharatvyas 2 года назад +2

    These videos are amazing, ARMA and it's individual components seemed very complex and hard to grasp and in 1hr worth of videos I feel A LOT better about it. Thank you!!!!!!

  • @chenwatermelon5478
    @chenwatermelon5478 4 года назад +4

    I always found i missed something when learning time series. You solved my puzzles.

  • @gpietra
    @gpietra 2 года назад

    Couln't find a better entry level explanation of PACF. Thank you very much!

  • @varunsagartheegala2438
    @varunsagartheegala2438 3 года назад +1

    Great Video. Finally, found someone who explained the concepts with a good example.

  • @thefuturAI
    @thefuturAI 4 года назад +5

    Thanks so much, after reading many articles - your explanation helped me understand the difference between ACF & PACF and how PACF helps you pick a good number of terms - well explained!

  • @BenevolentKhalluudi
    @BenevolentKhalluudi 2 года назад +1

    Absolute legend! You explained these two topics very nicely and intuitively. Thank you so much!

  • @arubio017
    @arubio017 2 года назад +1

    Finally found someone who explained it with apples (well, salmon in this case) and oranges and it finally sunk in. Thanks!

  • @pedrodasilva9189
    @pedrodasilva9189 2 года назад

    Best video I've ever watched in my life. You explain it amazingly well.

  • @laurence2420
    @laurence2420 11 месяцев назад

    Great clear explanation! I struggle to learn what is ACF and PACF on blogs, a short video within 10 minutes solves my issue.

  • @朱晓佳-r3g
    @朱晓佳-r3g Год назад

    Thanks so much!This is the most intuitive and clearest explanation I have seen.

  • @MayankGoel447
    @MayankGoel447 4 года назад +2

    I got to say I haven't seen a better video explaining these concepts in such detail with clarity

  • @jonathanlee3776
    @jonathanlee3776 Год назад

    I feel like I understand this topic far better after this video than I ever did taking a full semester of time series analysis during my undergraduate studies. Thank you for this fantastic resource!

  • @datasciencewithshreyas1806
    @datasciencewithshreyas1806 3 года назад

    Ritvik Sir is a Super Human. Amazing explanation and diagrams to help understand the concept better.

  • @FIGLearnMarkettheRightWay
    @FIGLearnMarkettheRightWay 5 лет назад

    Best video that explains the real concept behind the ACF and PACF

  • @Filipebalrog
    @Filipebalrog 4 года назад +3

    Man, thank you for your help. This was a very clarifying explanation of these so confusing concepts: ACF and PACF. I will never forget it anymore. Thanks again.

  • @felixkwarteng6790
    @felixkwarteng6790 Год назад

    the best time series video I have seen so far

  • @ankitjobanputra5680
    @ankitjobanputra5680 4 года назад

    Brilliant...!! How often do you see such a crystal clear explanation for such a complicated topic...!!

  • @minglee5164
    @minglee5164 Год назад

    The most explainable video I have ever watched 😊

  • @mbkamel135
    @mbkamel135 3 года назад

    This is by far the best explaination I heard for ACF and PCF, Great Work!

  • @panshulrastogi1187
    @panshulrastogi1187 3 года назад +4

    I don't think any explanation can get better than this. Grateful to have stumbled across your channel!
    On a watching spree now xD

  • @carriefeng2837
    @carriefeng2837 2 года назад +5

    Thank God I found your video before I spent dozens of hours aimlessly reading books and searching for courses on the Internet. This is a really good video. Thank you.

  • @nameethapatel5131
    @nameethapatel5131 4 года назад

    You are just fantastic and I can't stop sharing this video series with my friends. Please keep doing what you are doing and keep helping us.!!! Thank You

  • @MrHelloXD
    @MrHelloXD 4 года назад +9

    Thank you for this explanation of ACF and PACF, really helped me to gain an intuition on it!

  • @abhinandannuli9835
    @abhinandannuli9835 4 года назад +2

    One of the best video on the intuition of time series. Cheers man!!!

  • @adrianjenkins58
    @adrianjenkins58 4 года назад +3

    I have just found you, sir. I'm happy to say that you will be helping me with my dissertation!

    • @ritvikmath
      @ritvikmath  4 года назад +1

      Happy to help! And wishing you the best for your dissertation :)

  • @saisaranmummidi6937
    @saisaranmummidi6937 3 года назад

    With this, my journey on internet for finding a perfect explanation for PACF end's. Thanks :)

  • @Ogunbiyi_Ibrahim
    @Ogunbiyi_Ibrahim 2 года назад

    Thank you. You made me understand the difference between ACF and PACf

  • @patrickbockey
    @patrickbockey 5 месяцев назад

    Outstanding. So glad I found this channel.

  • @xuyennguyenthi1274
    @xuyennguyenthi1274 Месяц назад

    I had no clue about the theory provided from my school. Thank you very much for making it understandable 👍

  • @Glassful
    @Glassful 4 года назад +1

    wow..now that's called simplifying a complex topic. You are so cool.

  • @100asdf1
    @100asdf1 4 года назад +1

    a friend told me about this chanel and now i'm really greatful about it! Thank u so much for your content!

  • @yujoe7482
    @yujoe7482 3 года назад

    Thank you so much! Your explanation is clear and easy to understand. ACF and PACF was the knowledge that confused me a lot but now I undertand with your vedio!

  • @jajanken8917
    @jajanken8917 3 года назад

    thank you, this is the simplest and the clearest explanation i have found

  • @NoName-ml8cv
    @NoName-ml8cv Год назад

    Amazing explanation !!!
    Lots of other blogs and videos are too academic and theoretical. Love this video ❤❤❤.

  • @mercuryliu5673
    @mercuryliu5673 Год назад

    Really apprecitate your videos! Helped me get through my master program & daily job as a data scientist!

  • @garychen6367
    @garychen6367 4 года назад

    Thank you for the excellent explanation! I have been watching like 7~8 videos to figure out what are ACF and PACF. Finally, I understand it from your video!!

  • @niccolochimenti9857
    @niccolochimenti9857 8 месяцев назад

    doing my master in a top 10 world s university struggled one day to understand the meaning through matematical theorems, understood here immediately👏👏

  • @robertohincapie
    @robertohincapie 3 года назад +1

    Thanks a lot, you made an extremely clear explanation about PACF. It was hard to understand until this video.

  • @woodpigeon01
    @woodpigeon01 4 года назад +2

    Seriously good introductions to time series forecasting. Thank you.

  • @mohammadrezaroostaee2548
    @mohammadrezaroostaee2548 2 года назад

    Finally I could find out the difference between them! Thank You.

  • @yerseitbalkhibayev9438
    @yerseitbalkhibayev9438 2 года назад

    Amazing oversimplification. Thank you so much

  • @jeffreymethusala30
    @jeffreymethusala30 Год назад

    God... I took a $1000 forecasting class in a university and I wish they just kept it simple like this for the first week. Actually able to understand it this way

  • @RinkaHeart
    @RinkaHeart 4 года назад +1

    this wasn't just good, it was superior, I'm speechless actually, cant thank you enough.. Thank you very much this is one of the most informative videos i've ever seen

  • @qbb01
    @qbb01 3 года назад

    Thank you. This was a very useful video for me. The explanations are clear and concise and the illustrations are great.

  • @cheladl1435
    @cheladl1435 3 года назад

    You DESERVE A TROPHY 🏆 😭❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️❤️

  • @zarolive6858
    @zarolive6858 2 года назад

    Simply AMAZING! Thank you so very much!

  • @vignesharavindchandrashekh6179
    @vignesharavindchandrashekh6179 4 года назад

    I'm currently studying about Time series Forecasting. And of all videos i have seen which has so many stumbling formulas, you clearly explained why should we compare the Time series vs the lagged time series version of itself. Now its clearly making sense

  • @InspirationBeel
    @InspirationBeel 2 месяца назад

    Very intuitive, thank you for sharing.

  • @djangoworldwide7925
    @djangoworldwide7925 11 месяцев назад

    For psychology students: ACF/PACF is EXACTLY mediation effect (with the notatio of X>Z goes through X-Y-Z, C being full X-Z, and C' is direct only X-Z, controlling for Y)

  • @tonytony11117
    @tonytony11117 Год назад

    Saved my class thank our very much pls post more time series video!!

  • @saltybrunette6974
    @saltybrunette6974 4 года назад +1

    I love salmon so much so this is the only lecture I understood on ACF vs PACF. Thank you :)

  • @jingsixu4665
    @jingsixu4665 4 года назад +1

    this is so helpful!! Now I am so clear about ACF and PACF. Thank you so much!

  • @saurabh288
    @saurabh288 3 года назад +1

    Explained so nicely and clearly. Thank you.

  • @miqlliot
    @miqlliot 5 лет назад

    Much better than what my professors manage. Keep it up.

  • @autumnp4077
    @autumnp4077 4 года назад

    I like your style. SUPER helpful stuff. Thank you.

  • @vivalavida590
    @vivalavida590 3 года назад

    Thank you for this video. Explanations were clear and concise with brilliant real life examples. Just what I needed! Didn't even need to rewind to fully comprehend the concepts :)

  • @leej3053
    @leej3053 5 лет назад +14

    thank you for making this easy to understand! sad i wont need this after this semester but this has been so helpful you are a life saver

  • @tueminh6844
    @tueminh6844 3 года назад

    Thank you. Easy to understand! i would recommend other people to view this video.

  • @ugosavigliano8825
    @ugosavigliano8825 5 лет назад +1

    Very useful ! Thanks for taking the time to make this video

  • @biplabbehura2060
    @biplabbehura2060 4 года назад

    Wonderful video. Very clear explanation of acf and pacf.

  • @cyve9858
    @cyve9858 5 лет назад +1

    I finally understand ACF and PACF. Thank you very much

  • @hongkyulee9724
    @hongkyulee9724 2 года назад +2

    Your insight has definitely an effect on the world :D 😁 Thank you for the nice wonderful lecture :D

    • @ritvikmath
      @ritvikmath  2 года назад +1

      Thanks for your kind words!

  • @theacarp6807
    @theacarp6807 4 года назад +2

    these videos are life savers

  • @niclas67878
    @niclas67878 Год назад

    This video was extremly helpful, thank you!

  • @ckk2136
    @ckk2136 Год назад

    Thank you very much! This really helps me a lot for my econometric course!

  • @humzaiftikhar1130
    @humzaiftikhar1130 3 года назад

    Thanks for such a great effort. You have presented some very confusing concepts in a very simple way.

  • @nikhilbelure
    @nikhilbelure 4 года назад

    your videos are very easy to follow and helpful. Thanks!

  • @mmthalabi
    @mmthalabi 5 лет назад +2

    Brilliant explanation, thank you for this. I always understand better with real examples!

  • @franciscoc1144
    @franciscoc1144 4 года назад

    Thank you for all your videos.

  • @Justjemming
    @Justjemming Год назад

    Back for this legendary series on TSA 🎉

  • @ShahnewazKhan
    @ShahnewazKhan 2 года назад

    mind blown, watching this in march!

  • @danielchow5200
    @danielchow5200 5 лет назад

    This is really good. I have been searching for a better understanding and I think your clip has the best illustration. Tq

  • @THINT737
    @THINT737 11 месяцев назад

    Thankyou so much sir.. This was such a simple and great video and so effectively understood.
    Thankyou so much..

  • @AA-uh4sq
    @AA-uh4sq Год назад

    great videos ... makes my scientific readings (in economics journals) much easier ..

  • @davidteixemolins1527
    @davidteixemolins1527 4 года назад

    Best video for shure explainging diference between PACF and ACF
    You have a new subscriptor.

  • @KARAB1NAS
    @KARAB1NAS 2 года назад

    great video - solid control of the concept. Wish all people could explain like that!

  • @eduardopossealvarez7717
    @eduardopossealvarez7717 3 года назад

    Brilliantly explained. Thanks a lot

  • @rajasreeharsha2769
    @rajasreeharsha2769 2 года назад +1

    nice work man, keep doing stuff like this