Lag Operator & AR(p) Stationarity

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  • Опубликовано: 11 янв 2025

Комментарии • 17

  • @henriquefbarbosa
    @henriquefbarbosa 8 лет назад +4

    really good stuff. thanks for your work

    • @economaths
      @economaths  8 лет назад +1

      Thank you, I am glad that you found it useful.

  • @KarriemPerry
    @KarriemPerry 8 лет назад +2

    Very useful lecture.

  • @kennethmutwiri1045
    @kennethmutwiri1045 6 лет назад

    great work. Very helpful

  • @mustafizurrahman5699
    @mustafizurrahman5699 3 года назад

    Too good. Thank you very much sir

  • @leoraivonen7992
    @leoraivonen7992 6 лет назад

    Thanks a lot! great and clear teaching!

  • @ratnaabhishekmamidi80
    @ratnaabhishekmamidi80 6 лет назад

    Super explanation.

  • @lexparsimoniae2107
    @lexparsimoniae2107 5 лет назад

    This is fantastic. Thank you!

  • @enceladusbg
    @enceladusbg 2 года назад

    17:49, you say (1-L)^-1 = 1 + L + L^2, but that geometric series doesn't converge like that since lambda_2 = 1.

    • @economaths
      @economaths  2 года назад

      (1-L)^{-1} or any function of L isn't actually a polynomial function in L. But it will behave the same way, if you take (1-L)Y_t=e_t and keep recursing back, it will expand out the same. Y_t=Y_{t-1}+e_t can be expressed as all past lags going back forever, which in lag operator form is (1+L+L^2+...)e_t

  • @franklv370
    @franklv370 7 лет назад

    very clear and helpful!

  • @theinstigatorr
    @theinstigatorr 7 лет назад

    Love you great stuff mate

  • @GurukulWisdom
    @GurukulWisdom 6 лет назад

    Thanks bro for this Tutorial.

  • @alexcrescentini9154
    @alexcrescentini9154 6 лет назад

    thank you!

  • @jeffreyanderson5333
    @jeffreyanderson5333 3 года назад

    missing the exciting part with complex roots.