Lagged dependent variable ARMA

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  • Опубликовано: 18 ноя 2024

Комментарии • 11

  • @Azam_Pakistan
    @Azam_Pakistan 5 лет назад +6

    Marvelous contribution Ben, for generations to come. How simple can econometrics be when Ben teaches! . Great job.Never misses a step while deriving.

  • @saturday4sansan
    @saturday4sansan 10 лет назад +20

    Thank you Ben for uploading hundreds of videos on econometrics. I find myself struggling with it, these videos have helped tremendously!

    • @SpartacanUsuals
      @SpartacanUsuals  10 лет назад +1

      Hi, many thanks for your message and kind words. Glad to hear the videos helped. All the best with your studies, best, Ben

  • @sedtawudm.589
    @sedtawudm.589 6 лет назад

    Thank you very much Ben. It is such a hard thing to understand econometrics. Your videos have helped me a lot.

  • @GAWRRELL
    @GAWRRELL 11 лет назад

    Hello, I want to create the ARMA algorithm in C Sharp, but I'm not that good at mathematics so can you please make example of using ARMA in forecasting, using real world data. Thanks

  • @carinamoller6537
    @carinamoller6537 4 года назад

    Hello, what drawing program are you using?

  • @lastua8562
    @lastua8562 4 года назад

    At 6:17, why does the gamma not also include the lag of A in the previous period?

    • @lastua8562
      @lastua8562 4 года назад

      Becase the increase is ONLY in one period t.

  • @MrMarius239
    @MrMarius239 10 лет назад

    Hello Ben, I am confronted with an ARMA process that hat redundant paramters. So, I cancelled these out but the ARMA process has also a constant c. How can I calculate the new constant?

    • @l.r5770
      @l.r5770 2 года назад +2

      Silence hurts doesn't it

  • @omarnez
    @omarnez 4 года назад

    Thanks for sharing!!