Time Series ARIMA Models in R

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  • Опубліковано 17 жов 2024

КОМЕНТАРІ • 10

  • @bhesht
    @bhesht 7 років тому +3

    Excellent series of videos on the topic. The explanation is just right, and the follow-up with an R script that puts everything together is priceless. Thank you so much for making all of this knowledge public.

  • @econometricsacademy
    @econometricsacademy  3 роки тому +6

    The updated R script uses "plot.ts(Y)" instead of "plot(Y)" to get a line instead of points.
    After 11:42 in the video, for the next 5 models, instead of running ARIMA(p,1,q) for Y, we run ARIMA(p,0,q) for d.Y because it includes a mean/intercept. Note that arima(Y, order = c(p,1,q)) is the same as running arima(d.Y, order = c(p,0,q), include.mean=F).

  • @paweisss
    @paweisss 8 років тому +1

    Thank you very much! A very nice overview for getting started. You can use plot.ts(Y) instead of plot(Y). You get a line instead of points. No further arguments necessary.

  • @SameelJabir
    @SameelJabir 7 років тому

    Amazing video, presented in very systematic way. Hats off to the presenter and team

  • @youhenok
    @youhenok 8 років тому

    So important by the way.......Thank you much.....we need more in different topics in future...

  • @preeyank5
    @preeyank5 8 років тому

    Excellent video very informative..easy to understand!! thanks a ton.

  • @MikeAirforce111
    @MikeAirforce111 7 років тому

    Hi Ani, Just want to say thanks for your many great videos! :-)

  • @robertoescobar4367
    @robertoescobar4367 3 роки тому

    Thanks for your videos Ani

  • @janmejayamishra9308
    @janmejayamishra9308 6 років тому

    thank you...time series clearly explained.

  • @giiissss
    @giiissss 8 років тому

    Thanks for share, it help me a lot!