Vector Auto Regression : Time Series Talk
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- Опубліковано 7 лют 2025
- Let's take a look at the basics of the vector auto regression model in time series analysis!
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You deserve an Oscar for "Explain like I'm five"
"coincidentally the error term spells out Eat",
- said with a straight face
hahaha
I am currently working on my thesis and needed a refresher for Time Series. I am going through your time-series playlist and boy! Thank you for these videos. They are amazing at making really complex ideas intuitive.
good luck with your thesis
This helped me a lot understanding other research papers while working on my thesis.
Hello, I am a statistics student and I admit that classes are sometimes super theoretical and after hearing you explain all of these topics in a rather simple manner, it gets much easier to understand all the math behind it. Thank you very much!
God, why is it so hard for people to explain stuff this simple and easy? You're the Dude. Keep it up.
I'm a brazilian student in the high school, and I really need to thank you about your spetacular didatics and knowledge you share with people from all the world, I saw many channels about this subject, many of them just had the good talk but didn't have the mathematics necessary to decodify all of these beautiful subjects, you instead, have it both, never give up on this beautiful work of yours.
Thank you! I really appreciate your kind words
I have been following you for a couple of months, and whenever I stock in comprehending an econometrics concept, I instantly search for the idea in your videos. You explain the complicated concepts of econometrics so effortlessly and fluently. I just wanted to thank you. Please keep making these fantastic lectures.
It's so easy to flow with you man. I salute you.
I literally laughed when you did that f(t-1).
Okay this was too good.
I was looking for an easy to understand basics of VAR. This video does just that. Well done and thank you
Simple, concise, straight to the point. An excellent video!!!
Amazingly explained!!
By far the only video I have seen with ZERO dislikes! And that explains...
it's so well explained, thank you. I haven't touched matrices in over 10 years but it came back so intuitively with your explanation.
Dude, the best playlist for time series!! Thank you for all your effort.
Glad you enjoy it!
Zero dislikes? I guess I am not the only one who found this explanation to be the most intuative. Thanks!
You're the best teacher I've ever had. Amazing expanation.
Thank you! Glad it was helpful!
Beautiful video. I've been wracking my brain around this all week. Now I undestand it completely.
Thanks a lot Man. You made it so intuitive, connected to real life, and easy to understand.
This is excellent! Thank you so much Ritvik
Glad you liked it!
Everyone loves the work that you do!
I believe this is the best gift from the universe that you are blessed with.
Thanks a lot for the unconditional teachings that you are giving to all of us. In Sikhi, it is called "SEWA" which is serving mankind and giving back to society and you are doing it to the best.
Your videos are so useful for our studies.
Thanks once again!
I regret that i cannot find this video early
your explaination is so good
thanks!
You 've done a wonderful job explaining somewhat difficult concepts
nice lecture presented in a clear and easy to understands manner
Astonishing, This guy is just amazing !!!
lots of thanks and support from a former bruin!
Much appreciated! Go Bruins!
Some years have passed, but I still remember how traumatic and horrible my first VAR class was. Definitely, the level of humility and maturity of our instructors are hidden variables but clearly would affect the performance of their students. Thanks for your video !
just love this simplicity!
I have learned a lot with your channel jajs !
Awesome! You are so talented to teach concepts concisely.
👌. The very best teacher ❤
Kudos to you Sir !
Thank you sir for this awesome video. The way you simplify such a complex model is simply awesome.
I cannot believe how easily I understood this!!
I couldn't stop thinking how genius the "Eat" variable is
Ritvik simply amazing ! Thank you so much
Great video -- very nicely done. Philosophical point about the assumptions: The number of apples sold last month may not be related to the number sold this month (or to the number of bananas sold last month), never mind a linear relationship -- I am sure you know this -- I only bring this up as a pedagogical point that might be useful to beginners -- that is, ask them to think about that relationship and see if it makes sense to them on a gut level before getting buried in the mathematical symbols and copying whatever equation is given etc. Loved the video -- keep up the good work!!!
love your deep analysis!
You literally saved my job!!!
first of all, thank u for ur videos and making things easier and if u have some other detailed videos on the same topic ( like in here VAR model) then please provide the link in the description/comments.
Thanks Teacher! , Regards from Colombia!
Fantastic explanation!
This one was the easiest explanation for this models. Thanks!!! I already click the subs
Wow great explanation! Thank you so much
Just wow. Thank you for this.
"So go ahead and convince yourself" 5:38 I WAS LAUGHING SO HARD
Very nice video.. super insightful.. good info... i love maths!
Excellent Explanation. Thanks
Thanks for the explanation!
Great video! simple and clear explanation
Clearly, one of easiest explanation for VAR!
Thanks!
Excellent video!!!!!
beautifully explained.. thank you!
Why our university professor aren't like him!?
Cause they're tenured and don't care.
cuz theyre old and lazy.
hell why?
Fart
extremely clear. thank you
This really helped me understand VAR(1).
glad it helped!
@@ritvikmath it did. We need more examples on this.
although my mind works better with the paper/marker format (my mind gets distracted easily so I can zero-in on the material better without people in the vid) I'm: 1. happy there's less paper waste and 2. happy that you've made this series. Ts has always been a struggle for me because the concepts are never rooted in reality, I never thought that I would get it but you make it so much more accesible! Thank you!
welcome!
That's really helpful!! Thanks a lot
Great job explaining.
this was perfect, thanks so much!!!!
Dude... you are the best! Thx
excellent.. really very easy to understand in this way .. thank you
Love the example ❤️
Great Explanation
Perfect Explanation
Glad you think so!
coicidentally error term spells out Eat. This is crucial for my understanding thank you! LOL
hahaha
Very helpful and intuitive
Thanks for your brilliant help
Sir, you are a legend
Great explanation!
Thank you very much for this clearly video
Awesome content and presentation.
So simple to understand.. THANK YOU SO MUCH!
Thanks man! Great video!!
No problem!
@ritvikmath: Thank you so much for such an excellent and amazingly intuitive explanation of VAR. Do you perhaps have a video on VECM? If not can you please do a video on VECM. That would be hugely appreciated
Great suggestion!
Very good video and explanation.
Wowwwwww... I wish every university must have a teacher like you...
Sir I have a request.. Can u plzz make a detailed video of VAR by taking 4 5 variables like effect of 4 variables on one variable... In VAR framework.. In detail.. Plzzz plzz humble request sir
Your explanations are brilliant and I love your videos. What could be useful is implementing all these methods into real data sets within excel. This will give a more applied nature to the vids. Keep up the good work, gained a sub!
Great video! Very easy to follow and understand the core! thank you so much :)
excellent video! Thanks!
Thanks!
Very good video. Thank you!
This is helpful, thanks
superb... very easy to understand.... nicely explained... i expect morecomplex VAR models... and if possible, coding of the same using R or Python
Thanks! Very helpful!
Glad it helped!
Excelent video. Thanks.
Glad it was helpful!
thank you. nicely explained.
Wow its really helpful! Thanks!
You are awesome. More videos.
When he said "f for fruit" I just started laughing uncontrollably with no reason.
hahahaha
Great video :-)
Thank You for this. I have 2 questions.
1. when we use lags in this model, how do we know variable's lag we have to use?
2. when we get the model summary, why do we have coefficients for all the variable regardless of which variable is being predicted?
great video man!!! thanks a lot.
Very helpful! Thank you.
great explanation.
Great video, thanks!
Thank you so much ritvikmath. So easy to understand with your teachings! When will the follow up video on VAR be available? Also do some on cointegration please...
Some more time series vids coming up soon! Thank you!
Coincidentally it spells "eat" haha, great explaining as always
Hi! thanks for your videos that I find really highly informative. Could you expand on this and the stationarity video by introducing some time-varying VAR? thanks a lot
I watched all your videos with pleasure, you are great 👏I will ask you a question for the first time, I am doing a project with the varmax method, but since I have hourly data in the estimation of the number of rail system passengers, I think it causes noise both annually and seasonality during the day, how can I overcome this problem. Also, my prediction variable is not normally distributed, do I need to do anything for this? Otherwise ,Should I do deep learning methods?
thank you from Korea :)
Wow, so magnificent, thanks!