Vector Auto Regression : Time Series Talk

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  • Опубліковано 31 гру 2024

КОМЕНТАРІ • 221

  • @phugia8367
    @phugia8367 4 роки тому +87

    You deserve an Oscar for "Explain like I'm five"

  • @jordon603
    @jordon603 4 роки тому +77

    "coincidentally the error term spells out Eat",
    - said with a straight face

  • @thetiskyeffect
    @thetiskyeffect 4 роки тому +54

    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.

    • @joachimwust
      @joachimwust 2 роки тому +2

      good luck with your thesis

  • @MartinGAMERCZ
    @MartinGAMERCZ Рік тому +9

    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!

  • @mattst.hilaire9101
    @mattst.hilaire9101 3 роки тому +1

    God, why is it so hard for people to explain stuff this simple and easy? You're the Dude. Keep it up.

  • @arufa2
    @arufa2 Місяць тому

    You're the best teacher I've ever had. Amazing expanation.

    • @ritvikmath
      @ritvikmath  Місяць тому

      Thank you! Glad it was helpful!

  • @AgentMatt47
    @AgentMatt47 4 роки тому +33

    This helped me a lot understanding other research papers while working on my thesis.

  • @alijafarzadeh8267
    @alijafarzadeh8267 2 роки тому +5

    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.

  • @wordsexplained7565
    @wordsexplained7565 5 років тому +12

    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.

    • @ritvikmath
      @ritvikmath  5 років тому +1

      Thank you! I really appreciate your kind words

  • @itsshopboy
    @itsshopboy 5 років тому +9

    It's so easy to flow with you man. I salute you.
    I literally laughed when you did that f(t-1).

  • @mivedi
    @mivedi 5 років тому +143

    Why our university professor aren't like him!?

  • @shubhamjindal4071
    @shubhamjindal4071 4 роки тому

    Amazingly explained!!
    By far the only video I have seen with ZERO dislikes! And that explains...

  • @matthewfedoseev580
    @matthewfedoseev580 4 роки тому +2

    Zero dislikes? I guess I am not the only one who found this explanation to be the most intuative. Thanks!

  • @nomi34
    @nomi34 2 роки тому

    I was looking for an easy to understand basics of VAR. This video does just that. Well done and thank you

  • @vnpikachu4627
    @vnpikachu4627 2 роки тому +1

    Simple, concise, straight to the point. An excellent video!!!

  • @abhijitmahapatra8024
    @abhijitmahapatra8024 4 роки тому +3

    Dude, the best playlist for time series!! Thank you for all your effort.

  • @princessgailx
    @princessgailx 4 роки тому +1

    Beautiful video. I've been wracking my brain around this all week. Now I undestand it completely.

  • @jeeves31415
    @jeeves31415 2 роки тому

    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.

  • @NazmulHasan-iv5qw
    @NazmulHasan-iv5qw Рік тому

    Thanks a lot Man. You made it so intuitive, connected to real life, and easy to understand.

  • @screenager2009
    @screenager2009 3 роки тому +1

    This is excellent! Thank you so much Ritvik

  • @laetitiakienbacher
    @laetitiakienbacher Рік тому +1

    Okay this was too good.

  • @humphreyz6709
    @humphreyz6709 3 роки тому +1

    lots of thanks and support from a former bruin!

    • @ritvikmath
      @ritvikmath  3 роки тому

      Much appreciated! Go Bruins!

  • @SinghSajal
    @SinghSajal Рік тому

    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!

  • @ramshasiddiqui8893
    @ramshasiddiqui8893 4 роки тому +1

    I regret that i cannot find this video early
    your explaination is so good

  • @fksons4161
    @fksons4161 4 роки тому +2

    You 've done a wonderful job explaining somewhat difficult concepts

  • @ramishnishah3411
    @ramishnishah3411 3 роки тому

    Astonishing, This guy is just amazing !!!

  • @01hZ
    @01hZ Рік тому

    nice lecture presented in a clear and easy to understands manner

  • @matthewson8917
    @matthewson8917 3 роки тому

    Awesome! You are so talented to teach concepts concisely.

  • @adarshvemali2966
    @adarshvemali2966 3 роки тому

    I cannot believe how easily I understood this!!

  • @mathman2170
    @mathman2170 3 роки тому +1

    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!!!

  • @pawalucious89
    @pawalucious89 Рік тому

    👌. The very best teacher ❤

  • @yuthpatirathi2719
    @yuthpatirathi2719 5 років тому +1

    Ritvik simply amazing ! Thank you so much

  • @mitsuinormal
    @mitsuinormal Рік тому

    I have learned a lot with your channel jajs !

  • @rahulverma949
    @rahulverma949 6 місяців тому

    just love this simplicity!

  • @danielernestoduranperdomo2539
    @danielernestoduranperdomo2539 4 роки тому

    Thanks Teacher! , Regards from Colombia!

  • @romniyepez5206
    @romniyepez5206 4 роки тому +1

    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 !

  • @sounakmondal9094
    @sounakmondal9094 4 роки тому

    Thank you sir for this awesome video. The way you simplify such a complex model is simply awesome.

  • @justanotheraccount4u
    @justanotheraccount4u 4 роки тому

    This one was the easiest explanation for this models. Thanks!!! I already click the subs

  • @kuchunyeh7251
    @kuchunyeh7251 2 роки тому +1

    I couldn't stop thinking how genius the "Eat" variable is

  • @Rikis-fn2ph
    @Rikis-fn2ph Місяць тому

    Kudos to you Sir !

  • @rosierui8119
    @rosierui8119 4 роки тому

    You literally saved my job!!!

  • @wolfgangi
    @wolfgangi 4 роки тому +23

    coicidentally error term spells out Eat. This is crucial for my understanding thank you! LOL

  • @liliansinyangwe9661
    @liliansinyangwe9661 3 роки тому

    Fantastic explanation!

  • @SatendraKumar36777
    @SatendraKumar36777 5 років тому +2

    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.

  • @gmanthegreat1380
    @gmanthegreat1380 3 роки тому

    Wow great explanation! Thank you so much

  • @danicacortez6678
    @danicacortez6678 3 роки тому +1

    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!

  • @enish27
    @enish27 5 років тому +1

    Clearly, one of easiest explanation for VAR!

  • @Ks-oj6tc
    @Ks-oj6tc 4 роки тому

    Excellent Explanation. Thanks

  • @Clarbomba
    @Clarbomba Рік тому

    Very nice video.. super insightful.. good info... i love maths!

  • @joybagchi
    @joybagchi 3 роки тому +2

    @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

  • @wanjadouglas3058
    @wanjadouglas3058 4 роки тому +1

    This really helped me understand VAR(1).

  • @MusicMonster26000
    @MusicMonster26000 4 роки тому

    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!

  • @alexfarrar9980
    @alexfarrar9980 2 роки тому

    Thanks for the explanation!

  • @satriyodwicahyo2999
    @satriyodwicahyo2999 3 роки тому

    Great video! simple and clear explanation

  • @dariosilva85
    @dariosilva85 4 роки тому

    Great job explaining.

  • @MariaGarcia-ey3fg
    @MariaGarcia-ey3fg Рік тому

    "So go ahead and convince yourself" 5:38 I WAS LAUGHING SO HARD

  • @librarystudyntour
    @librarystudyntour Рік тому

    Just wow. Thank you for this.

  • @felipebs98
    @felipebs98 4 роки тому

    Excellent video!!!!!

  • @sharonbanupriyas9733
    @sharonbanupriyas9733 6 місяців тому

    beautifully explained.. thank you!

  • @zainabkhan5859
    @zainabkhan5859 3 роки тому +1

    Perfect Explanation

  • @xinyuli-l8v
    @xinyuli-l8v 27 днів тому

    That's really helpful!! Thanks a lot

  • @GiulianoTaddei
    @GiulianoTaddei 5 років тому +1

    So simple to understand.. THANK YOU SO MUCH!

  • @GarimaGupta
    @GarimaGupta 4 роки тому

    Great explanation!

  • @jingnanwu1725
    @jingnanwu1725 4 роки тому

    Very helpful and intuitive

  • @mauricioperedo9657
    @mauricioperedo9657 4 роки тому

    Dude... you are the best! Thx

  • @drmearajuddin2334
    @drmearajuddin2334 4 роки тому

    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

  • @Sarpamus
    @Sarpamus Рік тому

    extremely clear. thank you

  • @ekumarmanoj
    @ekumarmanoj 5 років тому +1

    superb... very easy to understand.... nicely explained... i expect morecomplex VAR models... and if possible, coding of the same using R or Python

  • @bontlemahoda3080
    @bontlemahoda3080 4 роки тому

    Sir, you are a legend

  • @debashreebiswas6909
    @debashreebiswas6909 4 роки тому

    excellent.. really very easy to understand in this way .. thank you

  • @Afriyie546
    @Afriyie546 2 роки тому

    this was perfect, thanks so much!!!!

  • @transformationmotivation7549

    Love the example ❤️

  • @mukeshkumaryadav350
    @mukeshkumaryadav350 6 місяців тому

    Great Explanation

  • @Hasina_2
    @Hasina_2 2 роки тому

    Thanks for your brilliant help

  • @jimbaker5110
    @jimbaker5110 3 роки тому

    Very good video and explanation.

  • @tosinolofinsao5404
    @tosinolofinsao5404 4 роки тому +1

    This is helpful, thanks

  • @nguyendinhloc6437
    @nguyendinhloc6437 5 років тому

    Great video! Very easy to follow and understand the core! thank you so much :)

  • @alteshaus3149
    @alteshaus3149 3 роки тому

    Thank you very much for this clearly video

  • @VarunVargheseMuriyanat
    @VarunVargheseMuriyanat 4 роки тому

    Awesome content and presentation.

  • @PedroRibeiro-zs5go
    @PedroRibeiro-zs5go 2 роки тому

    Thanks man! Great video!!

  • @brunomello4920
    @brunomello4920 3 роки тому +1

    Excelent video. Thanks.

  • @jayasreemangalagiri971
    @jayasreemangalagiri971 3 роки тому

    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?

  • @BrickyTrainWhoosh
    @BrickyTrainWhoosh 4 роки тому

    Wow its really helpful! Thanks!

  • @pralhadkalkundre2651
    @pralhadkalkundre2651 5 років тому +2

    Great Video! Please make video on Granger Causality test, ADF etc..

    • @ritvikmath
      @ritvikmath  5 років тому +1

      More time series vids coming up very soon!

  • @osamaaljarrah9851
    @osamaaljarrah9851 3 роки тому

    You are awesome. More videos.

  • @frankfff976
    @frankfff976 4 роки тому

    Very good video. Thank you!

  • @jagatdave
    @jagatdave 6 місяців тому

    thank you. nicely explained.

  • @marcosun6207
    @marcosun6207 Рік тому

    Thanks! Very helpful!

  • @evvolita
    @evvolita 5 років тому

    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...

    • @ritvikmath
      @ritvikmath  5 років тому +1

      Some more time series vids coming up soon! Thank you!

  • @deplo
    @deplo 4 роки тому +1

    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

  • @Lucid_dream420
    @Lucid_dream420 Рік тому

    excellent video! Thanks!

  • @vixxiv515
    @vixxiv515 4 роки тому

    thanks for this man! keep up the good work. Cointegration next?

  • @jullienb2055
    @jullienb2055 10 місяців тому

    Coincidentally it spells "eat" haha, great explaining as always

  • @Faridahjames
    @Faridahjames 3 роки тому

    Hello @ritvikmath thank you for the content. Please, could you recommend a book on time series?

  • @suchitrakulkarni4559
    @suchitrakulkarni4559 4 роки тому

    great video man!!! thanks a lot.

  • @tallsamurai7861
    @tallsamurai7861 3 роки тому +2

    When he said "f for fruit" I just started laughing uncontrollably with no reason.

  • @tannerhoughton160
    @tannerhoughton160 4 роки тому

    Very helpful! Thank you.

  • @TheSerbes
    @TheSerbes 9 місяців тому

    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?

  • @Onropas
    @Onropas 5 років тому

    Great video, thanks!

  • @limav1ew651
    @limav1ew651 3 роки тому

    great explanation.