Vector Auto Regression : Time Series Talk

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  • Опубликовано: 24 ноя 2024

Комментарии • 218

  • @phugia8367
    @phugia8367 4 года назад +85

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

  • @jordon603
    @jordon603 4 года назад +77

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

  • @thetiskyeffect
    @thetiskyeffect 4 года назад +54

    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.

    • @joachimwust
      @joachimwust 2 года назад +2

      good luck with your thesis

  • @MartinGAMERCZ
    @MartinGAMERCZ Год назад +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!

  • @AgentMatt47
    @AgentMatt47 4 года назад +33

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

  • @changeme454
    @changeme454 5 лет назад +143

    Why our university professor aren't like him!?

  • @arufa2
    @arufa2 20 дней назад

    You're the best teacher I've ever had. Amazing expanation.

    • @ritvikmath
      @ritvikmath  19 дней назад

      Thank you! Glad it was helpful!

  • @mattst.hilaire9101
    @mattst.hilaire9101 3 года назад +1

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

  • @alijafarzadeh8267
    @alijafarzadeh8267 2 года назад +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.

  • @itsshopboy
    @itsshopboy 5 лет назад +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 5 лет назад +12

    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  4 года назад +1

      Thank you! I really appreciate your kind words

  • @matthewfedoseev580
    @matthewfedoseev580 3 года назад +2

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

  • @vnpikachu4627
    @vnpikachu4627 2 года назад +1

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

  • @nomi34
    @nomi34 2 года назад

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

  • @laetitiakienbacher
    @laetitiakienbacher Год назад +1

    Okay this was too good.

  • @abhijitmahapatra8024
    @abhijitmahapatra8024 4 года назад +3

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

  • @princessgailx
    @princessgailx 4 года назад +1

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

  • @jeeves31415
    @jeeves31415 2 года назад

    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.

  • @SinghSajal
    @SinghSajal Год назад

    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!

  • @shubhamjindal4071
    @shubhamjindal4071 4 года назад

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

  • @NazmulHasan-iv5qw
    @NazmulHasan-iv5qw Год назад

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

  • @screenager2009
    @screenager2009 3 года назад +1

    This is excellent! Thank you so much Ritvik

  • @fksons4161
    @fksons4161 4 года назад +2

    You 've done a wonderful job explaining somewhat difficult concepts

  • @rahulverma949
    @rahulverma949 5 месяцев назад

    just love this simplicity!

  • @ramshasiddiqui8893
    @ramshasiddiqui8893 3 года назад +1

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

  • @kuchunyeh7251
    @kuchunyeh7251 2 года назад +1

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

  • @humphreyz6709
    @humphreyz6709 3 года назад +1

    lots of thanks and support from a former bruin!

    • @ritvikmath
      @ritvikmath  3 года назад

      Much appreciated! Go Bruins!

  • @wolfgangi
    @wolfgangi 4 года назад +23

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

  • @ramishnishah3411
    @ramishnishah3411 3 года назад

    Astonishing, This guy is just amazing !!!

  • @SatendraKumar36777
    @SatendraKumar36777 5 лет назад +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.

  • @yuthpatirathi2719
    @yuthpatirathi2719 5 лет назад +1

    Ritvik simply amazing ! Thank you so much

  • @adarshvemali2966
    @adarshvemali2966 3 года назад

    I cannot believe how easily I understood this!!

  • @romniyepez5206
    @romniyepez5206 4 года назад +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 !

  • @matthewson8917
    @matthewson8917 3 года назад

    Awesome! You are so talented to teach concepts concisely.

  • @sounakmondal9094
    @sounakmondal9094 4 года назад

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

  • @01hZ
    @01hZ 11 месяцев назад

    nice lecture presented in a clear and easy to understands manner

  • @Rikis-fn2ph
    @Rikis-fn2ph 10 дней назад

    Kudos to you Sir !

  • @mitsuinormal
    @mitsuinormal Год назад

    I have learned a lot with your channel jajs !

  • @rosierui8119
    @rosierui8119 4 года назад

    You literally saved my job!!!

  • @danielernestoduranperdomo2539
    @danielernestoduranperdomo2539 4 года назад

    Thanks Teacher! , Regards from Colombia!

  • @joybagchi
    @joybagchi 3 года назад +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

  • @enish27
    @enish27 4 года назад +1

    Clearly, one of easiest explanation for VAR!

  • @pawalucious89
    @pawalucious89 Год назад

    👌. The very best teacher ❤

  • @librarystudyntour
    @librarystudyntour Год назад

    Just wow. Thank you for this.

  • @wanjadouglas3058
    @wanjadouglas3058 4 года назад +1

    This really helped me understand VAR(1).

  • @deplo
    @deplo 4 года назад +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

  • @liliansinyangwe9661
    @liliansinyangwe9661 3 года назад

    Fantastic explanation!

  • @alexfarrar9980
    @alexfarrar9980 2 года назад

    Thanks for the explanation!

  • @drmearajuddin2334
    @drmearajuddin2334 4 года назад

    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

  • @mathman2170
    @mathman2170 3 года назад +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!!!

    • @ritvikmath
      @ritvikmath  3 года назад

      love your deep analysis!

  • @gmanthegreat1380
    @gmanthegreat1380 3 года назад

    Wow great explanation! Thank you so much

  • @GiulianoTaddei
    @GiulianoTaddei 5 лет назад +1

    So simple to understand.. THANK YOU SO MUCH!

  • @Ks-oj6tc
    @Ks-oj6tc 4 года назад

    Excellent Explanation. Thanks

  • @ekumarmanoj
    @ekumarmanoj 5 лет назад +1

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

  • @sharonbanupriyas9733
    @sharonbanupriyas9733 5 месяцев назад

    beautifully explained.. thank you!

  • @Sarpamus
    @Sarpamus Год назад

    extremely clear. thank you

  • @justanotheraccount4u
    @justanotheraccount4u 4 года назад

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

  • @dariosilva85
    @dariosilva85 4 года назад

    Great job explaining.

  • @danicacortez6678
    @danicacortez6678 3 года назад +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!

  • @zainabkhan5859
    @zainabkhan5859 3 года назад +1

    Perfect Explanation

  • @jayasreemangalagiri971
    @jayasreemangalagiri971 3 года назад

    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?

  • @satriyodwicahyo2999
    @satriyodwicahyo2999 3 года назад

    Great video! simple and clear explanation

  • @Hasina_2
    @Hasina_2 2 года назад

    Thanks for your brilliant help

  • @felipebs98
    @felipebs98 4 года назад

    Excellent video!!!!!

  • @Clarbomba
    @Clarbomba Год назад

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

  • @mukeshkumaryadav350
    @mukeshkumaryadav350 5 месяцев назад

    Great Explanation

  • @Afriyie546
    @Afriyie546 2 года назад

    this was perfect, thanks so much!!!!

  • @jingnanwu1725
    @jingnanwu1725 4 года назад

    Very helpful and intuitive

  • @mauricioperedo9657
    @mauricioperedo9657 4 года назад

    Dude... you are the best! Thx

  • @GarimaGupta
    @GarimaGupta 4 года назад

    Great explanation!

  • @pralhadkalkundre2651
    @pralhadkalkundre2651 5 лет назад +2

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

    • @ritvikmath
      @ritvikmath  4 года назад +1

      More time series vids coming up very soon!

  • @alteshaus3149
    @alteshaus3149 3 года назад

    Thank you very much for this clearly video

  • @debashreebiswas6909
    @debashreebiswas6909 4 года назад

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

  • @transformationmotivation7549
    @transformationmotivation7549 Год назад

    Love the example ❤️

  • @VarunVargheseMuriyanat
    @VarunVargheseMuriyanat 4 года назад

    Awesome content and presentation.

  • @Faridahjames
    @Faridahjames 3 года назад

    Hello @ritvikmath thank you for the content. Please, could you recommend a book on time series?

  • @bontlemahoda3080
    @bontlemahoda3080 4 года назад

    Sir, you are a legend

  • @tosinolofinsao5404
    @tosinolofinsao5404 4 года назад +1

    This is helpful, thanks

  • @jagatdave
    @jagatdave 5 месяцев назад

    thank you. nicely explained.

  • @nguyendinhloc6437
    @nguyendinhloc6437 5 лет назад

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

  • @BrickyTrainWhoosh
    @BrickyTrainWhoosh 3 года назад

    Wow its really helpful! Thanks!

  • @marcosun6207
    @marcosun6207 Год назад

    Thanks! Very helpful!

  • @brunomello4920
    @brunomello4920 3 года назад +1

    Excelent video. Thanks.

  • @jimbaker5110
    @jimbaker5110 2 года назад

    Very good video and explanation.

  • @frankfff976
    @frankfff976 4 года назад

    Very good video. Thank you!

  • @PedroRibeiro-zs5go
    @PedroRibeiro-zs5go Год назад

    Thanks man! Great video!!

  • @MusicMonster26000
    @MusicMonster26000 4 года назад

    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!

  • @tannerhoughton160
    @tannerhoughton160 4 года назад

    Very helpful! Thank you.

  • @evvolita
    @evvolita 5 лет назад

    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  4 года назад +1

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

  • @osamaaljarrah9851
    @osamaaljarrah9851 3 года назад

    You are awesome. More videos.

  • @62294838
    @62294838 4 года назад +2

    Would you also do a video on Identification about SVAR and VAR please? :D

  • @Lucid_dream420
    @Lucid_dream420 Год назад

    excellent video! Thanks!

  • @MariaGarcia-ey3fg
    @MariaGarcia-ey3fg Год назад

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

  • @TheSerbes
    @TheSerbes 7 месяцев назад

    I watched all your videos with pleasure, you are great 👏I will ask you a question for the first time, I am doing a project with the varmax method, but since I have hourly data in the estimation of the number of rail system passengers, I think it causes noise both annually and seasonality during the day, how can I overcome this problem. Also, my prediction variable is not normally distributed, do I need to do anything for this? Otherwise ,Should I do deep learning methods?

  • @fatinelbouhssini1120
    @fatinelbouhssini1120 2 года назад

    Thank you for your video, very helpful ! A question : what about the case when the series are cointegrated?

  • @uffutgtr4
    @uffutgtr4 4 года назад

    thank you from Korea :)

  • @waseembaig4625
    @waseembaig4625 2 года назад

    You can explain complex econometric concepts sound easy. It would be great if you could do a video about SVAR and VECM and explain how the three differ from each other. The videos available are confusing and I am use to your explanation.
    Thankyou.

  • @Onropas
    @Onropas 5 лет назад

    Great video, thanks!

  • @devyaninitturkar8662
    @devyaninitturkar8662 4 года назад

    So nice explanation ..thank u sir.
    Can you explain please if we have more product and thier monthwise sale values for last 2 year.
    So how to find answer by using Python...

  • @manuelcaba2
    @manuelcaba2 4 года назад

    Wow, so magnificent, thanks!