What exactly does external factor mean? Can i just call a variable an external factor if i leave it out of the regression model? The definition uses words like direct/indirect effect, but how do we know what is direct or indirect? Is this some objective truth?
You are discussing the implementation process but what results we got it after it you are not focusing on it. means the interpretation of that outcome....
@@simoneliasgonzalez3845 if you have two exogs a = [1, 2.3 ...n] and b = [5,6,7 ...n] you may do: list_exog = [a,b] exog = np.column_stack(list_exog) Then you just add to the SARIMAX function exog = exog.
it can be applied to multivariate time series in the way I believe you are thinking. Technically, the ARIMAX model, which predicts a given variable using one or more exogenous variables, is already multivariate. But i believe you can apply this to multivariate models, like VAR models.
Thanks sir for the video this time series modules are really very helpful
Can we use Categorical variables(One hot encode them) as exogenous variables
Thanks nicely explained ...very helpful
please give links to the videos where you have explained the methods to choose p,d,q values.
Great video! Thank you!
Error Out-of-sample operations in a model with a regression component require additional exogenous values via the `exog` argument.
What exactly does external factor mean?
Can i just call a variable an external factor if i leave it out of the regression model?
The definition uses words like direct/indirect effect, but how do we know what is direct or indirect? Is this some objective truth?
Does the esog param support more than one column of data? Do these esog params need to be stationary as well?
You are discussing the implementation process but what results we got it after it you are not focusing on it. means the interpretation of that outcome....
exactly
Hello Sir,
im getting 'cannot perform reduce with flexible type ' this error
How Can i fix this ?
great video. can you do it in R studio?
how can i add another exogenous variable ?
hello, thanks, but you didn't add exogenous variables
How do you use more than one exogenous variable?
Hi Thiago, did you solve this doubt? I got the same one
@@simoneliasgonzalez3845 if you have two exogs a = [1, 2.3 ...n] and b = [5,6,7 ...n] you may do:
list_exog = [a,b]
exog = np.column_stack(list_exog)
Then you just add to the SARIMAX function exog = exog.
Can we predict job waiting time with arima
A multivariate time series analysis would be really helpful for further analysis
Honestly, a crystal ball would just solve all of my problems... haha
Excuse me sir, i want to ask you..
Is the ARIMAX model can use to forecast disease cases with climate factors as exogenous variables?
"a very high inflaton figure... - usually doesnt happen like that" - 2023: hold my beer
very good video
can we say i can apply this multivariate time series or can this concept be applied to multivariate time series as well.
it can be applied to multivariate time series in the way I believe you are thinking. Technically, the ARIMAX model, which predicts a given variable using one or more exogenous variables, is already multivariate. But i believe you can apply this to multivariate models, like VAR models.
Thanks and suscribed