Ive been binge watching your time series playlist. The best compliment I can give you is that the more I watch your vids the more I'm getting excited about time series as a topic to study. Its like Im getting one 'Aha' moment after another and I can finally see how things fit together. And then you can really start to appreciate the subject as a whole. Thank you!
My class on time series is purposefully presented in a non-straight forward method. Thank you so much for presenting these concepts clearly, and with reason.
Ritvik you present so naturally and explain with such clarity and real interest that you convey your interest! I am working hard on time series for the moment in order to develop an expertise and your videos are such a great complement and support! Thank you!
I couldn’t understand time series after reading two whole books but your series did it 🎉 Cannot thank you enough!! Kudos for the brilliant content you create 🙏
It seems like you accidentally put the "Inveritbiliy II: Time Series Talk" twice into the playlist "Time Series Analysis" instead of the first part "Invertibility of Time Series: Time Series Talk". Here is the link to the first video: >>> ruclips.net/video/QU_VNu3rJKY/видео.html
It is unclear why in the invertibility videos the MA model dropped its mu (constant mean) term that was shown in the moving average video. Was the mu term not necessary to illustrate the concept of invertibility?
it's because we are taking the MA 1 model which was just the thing to be proven in invertibility 1 video. And in Moving Average 1 model, the order is 1 and so the mean is assumed to be typically zero. Hence we are considering only the error and phi terms and not the average mean term.
could you explain more how you get the second line.It isn't clear .Thanks a lot
3 года назад+1
Hello! Thank you for your videos. I just want to tell you that in your playlist there is this video "Invertibility II" two times and the video "Invertibility I" is not there at all.
Hey just a little doubt In our books its written quite explicitly that ar process are always invertible and so we need to only check stationerity through characteristics eqn although here you mention that phi needs to be greater than 1 So can an ar process be non invertible
![ARMA Stationarity, Invertibility, and Causality [Time Series]](/img/1.gif)
Ive been binge watching your time series playlist. The best compliment I can give you is that the more I watch your vids the more I'm getting excited about time series as a topic to study. Its like Im getting one 'Aha' moment after another and I can finally see how things fit together. And then you can really start to appreciate the subject as a whole. Thank you!
Thank you for your kind words!
My class on time series is purposefully presented in a non-straight forward method. Thank you so much for presenting these concepts clearly, and with reason.
the clearest explanation I have seen on RUclips, thank you.
Glad it was helpful!
Ritvik you present so naturally and explain with such clarity and real interest that you convey your interest! I am working hard on time series for the moment in order to develop an expertise and your videos are such a great complement and support! Thank you!
Thanks a ton!
You are a great educator. God blesses you. Thank you
As a student I just so much appreciate your content, your explanation is even better than my lectures, many thanks!
I couldn’t understand time series after reading two whole books but your series did it 🎉 Cannot thank you enough!! Kudos for the brilliant content you create 🙏
Thanks! Glad it helped
You are great, better than my professor in my time series class i appreciate
Glad to hear that!
It seems like you accidentally put the "Inveritbiliy II: Time Series Talk" twice into the playlist "Time Series Analysis" instead of the first part "Invertibility of Time Series: Time Series Talk". Here is the link to the first video: >>> ruclips.net/video/QU_VNu3rJKY/видео.html
My king
hey @ritvikmath, please correct your playlist regarding invertibility, it should be the part 1. Thanks in advance
In case anyone lazy happens to get here before searching for the right video:
ruclips.net/video/QU_VNu3rJKY/видео.html&ab_channel=ritvikmath
You just made Time Series "click" for me, thank you.
thank you so much your videos' are so useful and enjoying you make a lot easier
You are so welcome!
Damn i watched it 3 times and got it! amazing ,thank you!
Thanks for this clear illustration
And there is no problem "extracting" the lag operator that poses a function of c on top and use it down below as a function of epsilon?
great video!
Great explanations !
Glad you liked it!
Thank you for your videos!
Can you explain why one would care if it is invertible or not? Like what does that get us?
It is unclear why in the invertibility videos the MA model dropped its mu (constant mean) term that was shown in the moving average video. Was the mu term not necessary to illustrate the concept of invertibility?
From my point of view Mu is a constant in the model so it can be cancelled out
it's because we are taking the MA 1 model which was just the thing to be proven in invertibility 1 video. And in Moving Average 1 model, the order is 1 and so the mean is assumed to be typically zero. Hence we are considering only the error and phi terms and not the average mean term.
Great explanation.
great vid !!!
could you explain more how you get the second line.It isn't clear .Thanks a lot
Hello! Thank you for your videos. I just want to tell you that in your playlist there is this video "Invertibility II" two times and the video "Invertibility I" is not there at all.
Thanks! I've fixed that :)
Really helpful~ Just got stuck at line 2 of the derivation. thought L(1) == C(t-1) ?
ok but how does this lead to people to decide on AR(q) and MA(p) models depending on ACF/PACF significant lags?
Hey just a little doubt
In our books its written quite explicitly that ar process are always invertible and so we need to only check stationerity through characteristics eqn although here you mention that phi needs to be greater than 1
So can an ar process be non invertible
you are genius
thanks man u really good
Glad I could help
where is the first part of the video?
same question , where is the invertability I
@ritvikmath made an error when builidng the playlist. Part I of this video is here ruclips.net/video/QU_VNu3rJKY/видео.html
No...