Econometrics # 30 : Stationary and Non-Stationary series in 13 minutes

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  • Опубликовано: 27 окт 2024

Комментарии • 112

  • @shahabtariq1868
    @shahabtariq1868 4 года назад +5

    Allah nay aap ko woh maharat di hay kay aapmushkil topics bohat aasani say samjha detay hay! Really I saw many videos on net about this topic but they not deliver clearly. Ramazan Mubarak

  • @shield5943
    @shield5943 Год назад +3

    Thank you sir love from India ....we students from PGDM (Banking and financial servies ) , NIBM (National Institute of Bank Management) are thankful to you😍😍

  • @mramzan44
    @mramzan44 3 года назад +3

    Thank you respected sir. Your teaching methodology is according to level of students understanding. May God bless you with success and good health.

  • @nsakib62
    @nsakib62 3 года назад +3

    Many apricating from Bangladesh, May Allah give you reward

  • @sakshimalik7389
    @sakshimalik7389 3 года назад +3

    Thank you so much for this valuable, informative and understable lecture. The way of teaching is outstanding and you make toughest topic so simple.
    Thank you Sir 🙏🙏

  • @0001abcdf
    @0001abcdf 3 года назад +5

    India main koi aaisa teacher kyon nahi hai aap jaisa sir

  • @asad_rez
    @asad_rez 2 года назад +2

    Alhumdulillah you have explained the concept in a very understanding method. Keep up the great work

  • @KanchanDas
    @KanchanDas Год назад +1

    Sir, I am from India, nicely explained sir....thank you sir..

  • @mairaadnan6708
    @mairaadnan6708 Год назад +1

    Excellent teacher with excellent teaching skills and knowledge

  • @lakshitakamboj198
    @lakshitakamboj198 3 года назад +2

    Awesome sir. Thanks a lot for teaching this. Such a simple and precise way of teaching. Love from India....

  • @araishaiman5042
    @araishaiman5042 2 года назад +1

    Jazakallah Great concept.... Alhamdulillah...from India

  • @VarunSharma-ym2ns
    @VarunSharma-ym2ns 2 года назад +1

    Easily explained tough topic......I am a data scientist sir....It will help me a lot...Thanks Sir

  • @ranasharjeelakhtar5225
    @ranasharjeelakhtar5225 3 года назад +2

    MAshallah Sir Very helpful for me. LOve from BAHAWALPUR IUB

  • @rehmannawazyousafzai7202
    @rehmannawazyousafzai7202 2 года назад +5

    Great teaching style. Sir can you please guide that how to iterpret our results of regression after taking 1st difference variables

  • @ratneshyadav8805
    @ratneshyadav8805 2 года назад +2

    thank you sir! i really like your teaching method and full satisfied your class.

  • @hamzaashfaq5394
    @hamzaashfaq5394 Год назад +1

    we need such types of teachers and advisors very strictly in Pakistan,

  • @ManasaSavnur
    @ManasaSavnur 3 года назад +4

    Thank you for teaching so patiently. Love from India.

  • @zeechohaan6082
    @zeechohaan6082 3 года назад +2

    Sir well done
    You are nice teacher.ur method of teaching is effective.

  • @ssaaajdijj
    @ssaaajdijj 3 года назад +3

    Meaningful explanation .. thanks !

  • @sukhvirsingh7218
    @sukhvirsingh7218 2 года назад +2

    Very well explained . Thank u so much Sir

  • @kalpana2545
    @kalpana2545 3 года назад +2

    Excellent lecture Sir and very helpful ,Thank you so much for providing such videos

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад +1

      My pleasure. Do share TJ Academy with friends and teachers 👍

  • @phonkmaste
    @phonkmaste Год назад +3

    Radhe Radhe ❤

  • @kirankanwal7475
    @kirankanwal7475 3 года назад +1

    God bless you sir, apka teaching way best hai .

  • @hemantjoshi5034
    @hemantjoshi5034 3 года назад +2

    Thank you Sir. You have explained it in very simple words !

  • @passing_moments
    @passing_moments 2 года назад +1

    great, Much Love from india ❤️

  • @theguardianacademy5537
    @theguardianacademy5537 3 года назад +1

    Very easy explanation of stationarity. Thank you.

  • @nishalcreation5064
    @nishalcreation5064 2 года назад +1

    Very helpful for the future research students thnku so much sr

  • @devamdesai2889
    @devamdesai2889 Год назад +1

    My man you saved me from failing thanks a lot

  • @shahzebkayani68
    @shahzebkayani68 2 года назад +1

    Thank you very much for your effort. This was very helpful.

  • @BilalKhan-ij3pl
    @BilalKhan-ij3pl 3 года назад +2

    Splendid effort by you Sir, very helpful lectures,

  • @monstergaming-nm2dc
    @monstergaming-nm2dc 3 года назад +1

    Teaching is Marvelous...

  • @ishaqahmad5411
    @ishaqahmad5411 3 года назад +3

    Great Sir....
    Waiting for ARDL Model...

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад

      Please watch below video for ARDL
      ruclips.net/video/fO6CoG5fOzU/видео.html

  • @mikobilli9473
    @mikobilli9473 4 месяца назад

    Woww you made it sound so simple.Thank you!❤

  • @kuwaleetalukdar4129
    @kuwaleetalukdar4129 Год назад +1

    Thank you for explaining so well

  • @naziaali642
    @naziaali642 2 года назад +1

    Thank you sir this is what exactly i was looking for so long. Thanks a lot

  • @vershaskitchen6059
    @vershaskitchen6059 4 года назад +2

    I love you man, you are so awesome... God bless you very much .. blessing from heart

    • @TJAcademyofficial
      @TJAcademyofficial  4 года назад

      Thank you very much

    • @vershaskitchen6059
      @vershaskitchen6059 4 года назад

      Sir do you have any video for Arma model, if yes please share the link, else make one please

  • @dr.salehafirdous9776
    @dr.salehafirdous9776 Год назад +1

    Excellent information brother

  • @isumanv
    @isumanv 2 года назад +1

    You are the best sir

  • @talha_anwar
    @talha_anwar 2 года назад +1

    bht acha explain kia ha sir apna

  • @monamidutta8016
    @monamidutta8016 2 года назад +1

    Wonderful video

  • @Sir_Shahbaz
    @Sir_Shahbaz 4 года назад +1

    Ustaad ji tusi Great ho... Allah bless you

  • @prof.manojjantre410
    @prof.manojjantre410 3 года назад +1

    Sir...... Bahot aasan bhasha me aap explain krte hai.... bahot sari concepts samaz gayi hai...
    Please Semi log model ka pura calculation aur interpretation kaise karte hai eske upar agla video upload kro sir please

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад

      Thank you. Plz find below videos on log model
      Link 1: ruclips.net/video/WqikKVUkj1Q/видео.html
      Link 2
      ruclips.net/video/sAM6pkK16G0/видео.html

    • @prof.manojjantre410
      @prof.manojjantre410 3 года назад

      ​@@TJAcademyofficial Sir .... CGR kaise calculate kiya jata hai semi log model se bataiye please...
      Semi log model ke results ek thesis me hai.... usme CGR kaise calculate kiya hai ye smaz me nahi aa raha hai....
      a: 9.76
      b: 0.09
      SEb: 0.009
      t: 10.73
      R2: 0.33
      Adjusted R2: 0.92
      CGR: 9.75
      Ye CGR 9.75 calculate kaise kiya gaya hai ye explain kro sir please

  • @DurgeshYadavGamerz
    @DurgeshYadavGamerz 2 года назад +1

    Thanks ! You did explain very well 👍👍

  • @somnathmukhuti8142
    @somnathmukhuti8142 3 года назад +2

    Sir, please make a video regarding Volatility Analysis based on ARCH and GARCH model if possible.

  • @iffatzahra1265
    @iffatzahra1265 4 года назад +1

    MashaAllah sir bht zbrdst explain Kia h..Sir kindly agr apk pas notes h touu provide krden mera final exam h kch dino Mai..but tension hori h

  • @nizamuddin5607
    @nizamuddin5607 3 года назад +2

    Addicted to wach your vedios

  • @Diaryofmarriedscholar
    @Diaryofmarriedscholar 2 года назад +2

    Sir, the criteria you have specifed for stationary are for weakly stationary, I'm a bit confused

    • @TJAcademyofficial
      @TJAcademyofficial  2 года назад +1

      Yes it is weakly stationary but most of the papers uses econometrics satisfy weak stationary only

  • @Generalupdate2099
    @Generalupdate2099 3 года назад +1

    Good explanation

  • @chandnirana369
    @chandnirana369 2 года назад +1

    Thank you so much sir..

  • @apurxrma8368
    @apurxrma8368 2 года назад +1

    I need more videos on Time series Analysis ke अंदरका सभि टपिक का

  • @decent_classes4163
    @decent_classes4163 3 года назад +1

    Topic bohot easy kar diya... 👍 I want to give huge round of palms . Apka ka pyara padosi bharat se

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад

      Bht shukrya aapka 🙂

    • @decent_classes4163
      @decent_classes4163 3 года назад +1

      @@TJAcademyofficial sir apki agli vedio mai leg word ka matlab samaj nahi aarha dicki fuller test vedio mai

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад +1

      Lag pichlay year ki value ko kehtay hn jesay 2019, lag 1 hay 2020 ka

  • @shahidmahmoodwaqar9348
    @shahidmahmoodwaqar9348 3 года назад +1

    Thanks... from Ankara

  • @TheOraware
    @TheOraware Год назад +1

    Jazak ALLAH , my question here sir related to point 3 of stationary - Covariance, Can you please give an example of covariance which exclusively related to its own lag but not on time?

  • @syedmuhammaddilawarabbas3989
    @syedmuhammaddilawarabbas3989 3 года назад +2

    Sir hum moving average ko kysy analysis kray written may weekly monthly quartly

  • @mirrafi2065
    @mirrafi2065 3 года назад +1

    Thank you sir.

  • @agha3779
    @agha3779 3 года назад +2

    Mashallah

  • @bishalnahata272
    @bishalnahata272 2 года назад +1

    Love from INDIA.

  • @0001abcdf
    @0001abcdf 3 года назад +1

    Great teachinh

  • @sohailabbas6861
    @sohailabbas6861 4 месяца назад

    Outstanding 😍

  • @kalpana2545
    @kalpana2545 3 года назад +2

    Sir can you please explain the difference between stochastic and Non Stationary series

  • @shrutikasancheti966
    @shrutikasancheti966 Год назад +1

    Thank you.

  • @nazianasir28
    @nazianasir28 2 года назад

    Sir where are you kindly note lecture upload for our knowledge improvement

  • @shivamkhurana5518
    @shivamkhurana5518 2 года назад +1

    Thank you Sir. Please explain Stationary condition no. 3 that covariance should depend on lag, not on the basis of time?

    • @anaswahid8520
      @anaswahid8520 2 года назад

      Yes it is little confusing for me too

  • @siddhant17khare
    @siddhant17khare 2 года назад

    Nice explanation Sir!
    1 small doubt :
    These 3 conditions of stationarity ensure : trend-stationary + const var & const covar.
    However, it is said to make the time series seasonal-stationary as well. What exactly is the reasoning as to why we have to apply statistical TS models on data that is seasonal-stationary as well?
    Since seasonality is already a regular pattern that'll happen consistently over a period of time, then won't the Beta coefficient be able to model it even if we don't make the TS seasonal-stationary? (if the target variable is regressed with its lagged variable )?

  • @Regular.Biceps
    @Regular.Biceps 2 года назад +1

    Is it important to compare two series to determine if a series is stationary or non stationary
    Like can we not determine this based on only one chart

  • @zubairfaqir832
    @zubairfaqir832 2 года назад

    Plez Send A Link of lecture that should be about the properties of OLS

  • @sandeepthirobertm2919
    @sandeepthirobertm2919 2 года назад +1

    Respected sir, your lectures are very useful. Sir, when one independent variable is stationary at level and other independent and dependent variables are stationary at first diff what test should apply to find the relationship.

    • @TJAcademyofficial
      @TJAcademyofficial  2 года назад

      Thank you for your message. Watch the video below for your answer.
      ruclips.net/video/daE36l0p_sM/видео.html

  • @ChiranjibiGautam-k9u
    @ChiranjibiGautam-k9u 6 месяцев назад

    Hi is there any econometric analysis technique to to analyse stati9nery data at 2nd order differencing?

  • @mrehan1693
    @mrehan1693 3 года назад +1

    Excellent explanation. Do you have any lectures on VAR and Structural VAR model?

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад +1

      Currently working on forecasting. After ARMA and ARIMA, I have plan for VAR. JazakAllah

    • @mrehan1693
      @mrehan1693 3 года назад

      @@TJAcademyofficial Sir, thanks very much for your swift response. I will be looking forward to your videos on VAR analysis. JazakAllah Khair.

  • @abdullahsabahat5716
    @abdullahsabahat5716 3 года назад +1

    Plz don't chage markers repeatedly it disturb the attention rest is ok

  • @shibanathmandal7388
    @shibanathmandal7388 3 года назад +1

    Thank you so much Sir 🙏 LOV from India

  • @etc4363
    @etc4363 3 года назад

    Is it constant mean and variance of the variable decides about its stationarity? Or,
    If mean and variance of its probability distribution remains constant, then variable is said to be stationary.
    Please clearify

  • @mohammedahsaini1613
    @mohammedahsaini1613 3 года назад +1

    thank you teacher for your efforts, can you please add English subtitles to all your videos please

  • @videovoice4622
    @videovoice4622 4 года назад +1

    GOOD!

  • @rajasingh4144
    @rajasingh4144 Год назад

    Sir in reality all the series are non stationary then what we can can do for accurate results.

  • @md.tarekurrahman4367
    @md.tarekurrahman4367 3 года назад +1

    Sir,
    If all determinates in time series result are none stationary, am i run regression model?

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад

      Thank you for your message. Plz watch the below lecture to clear your all doubt regarding your question.
      Model Selection
      ruclips.net/video/OnI5sEWZ68E/видео.html

  • @deepikajain4828
    @deepikajain4828 3 года назад

    Sir please tranformation of non stationary time series or brief vedio bna dijiye sir ......please.

    • @deepikajain4828
      @deepikajain4828 3 года назад +1

      Sir apka teaching method sbse best .....sir please consider my request

    • @deepikajain4828
      @deepikajain4828 3 года назад

      🙏🏼🙏🏼🙏🏼

  • @priyaroy5404
    @priyaroy5404 7 месяцев назад

    prove that ARIMA model is non stationary time series

  • @shivanshgupta1160
    @shivanshgupta1160 3 года назад +1

    Sir exactly Beta Ka MATLAB kya Hota he ?

    • @TJAcademyofficial
      @TJAcademyofficial  3 года назад +1

      Beta is a symbol which represents change in Y due to change in X. App koi or symbol bhi use krskty hm.

    • @shivanshgupta1160
      @shivanshgupta1160 3 года назад

      @@TJAcademyofficial sir I still have some confusion. Beta is the slope, but as you showed in the video, when we make a stationary process, it becomes similar to a horizontal line (removing trend). For a horizontal line, slope is zero, does it mean for all stationary process, slope is zero ? Am I missing out something here ?

  • @numankhan1655
    @numankhan1655 2 года назад +1

    P

  • @anythingonmail3800
    @anythingonmail3800 2 года назад

    such a great learning video sir.

  • @namraejazbutt5641
    @namraejazbutt5641 4 года назад +2

    Sir research k about bi video banahy

  • @sadiakhansadiakhan7860
    @sadiakhansadiakhan7860 3 года назад +1

    so nice sir

  • @rinkujangra4217
    @rinkujangra4217 6 месяцев назад

    Thank you sir 🙏🙏🙏