Time Series Talk : Lag Operator

Поділитися
Вставка
  • Опубліковано 26 лис 2024

КОМЕНТАРІ • 47

  • @BorisBelugaxo
    @BorisBelugaxo 3 роки тому +16

    So much clearer than my lecturer, thankyou!

  • @ahmedashry4123
    @ahmedashry4123 3 роки тому +3

    u r 1 of the best i have ever seen instructors, many thx from Egypt

  • @rahulahuja1412
    @rahulahuja1412 4 роки тому +8

    Thanks for such lucid explanations. I think I'm gonna have to go through all your videos.

  • @cryptovizart
    @cryptovizart Рік тому +4

    The order of videos in the playlist is not right

  • @kaiyanzhu3075
    @kaiyanzhu3075 9 місяців тому

    Thank you so much, it is the best video about the Lag operator, I have read the book of Shamway and Brockwell, BUt your explaination is easy to understand it! It is helpful to me !

  • @castro_hassler
    @castro_hassler 5 років тому +21

    If I only see the final equation , how do I know the actual lagged value?
    Those capital letters need a number , don't they ?

  • @chenghaoyang5705
    @chenghaoyang5705 4 роки тому +19

    hey legend can u give each of your video a order number

  • @e555t66
    @e555t66 2 роки тому

    You explain so well. Thank you!

  • @mina123737
    @mina123737 5 років тому +1

    your videos are amazing!! really helpful!!! :)

  • @PinkFloydTheDarkSide
    @PinkFloydTheDarkSide 5 років тому +30

    The final equation at 5:14 does shorten the long equation but doesn't it take away a piece of crucial information on how many lags are there? Looking at your final equation I cannot tell there were three lags in the original equation. So how is that handled?

    • @jacobm7026
      @jacobm7026 4 роки тому +21

      In case anyone had a similar question, the operator generally has a subscript to denote the # of lags

  • @alialthiab7527
    @alialthiab7527 2 роки тому +1

    I wish the playlist were ordered 😕

  • @junyihou4736
    @junyihou4736 4 роки тому +3

    how can you tell it has a lag value of 3? do you need to use ARMA(n,m) values?

  • @sashacooper9326
    @sashacooper9326 Рік тому +1

    I'm confused by what's going on at 3.35. It seems like we're 'factorising' the argument to a function, which wouldn't normally be a valid operation. What makes it permissible here?

  • @CrossoverFlowMuzik
    @CrossoverFlowMuzik 3 роки тому +3

    Nice video. Just a heads up: Capital "Fee" looks like this: Φ and capital theta looks like this: Θ

  • @jeeves31415
    @jeeves31415 2 роки тому +4

    The final simplified equation has no reference to how many lags there were (3). So is this just a generic equation for ARMA, regardless of the order?

    • @jeeves31415
      @jeeves31415 Рік тому +1

      Any thoughts? I'm rewatching all of these time series talks and still wondering about this. Thanks

  • @0miraaa
    @0miraaa 2 роки тому

    Life saver. 💓

  • @cmedina9088
    @cmedina9088 4 роки тому +1

    Good video! Very helpful. Can you make a video talking about the difference operator?

  • @fyaa23
    @fyaa23 5 років тому +2

    It is somehow strange to factor out an "operation", but hey, it is just notation ;-).

  • @stefanopalliggiano6596
    @stefanopalliggiano6596 3 роки тому +2

    There is still a thing that I don't understand: how can the lag operator have the same value throughout the time series? Let's say, for argument's sake, that y(t) = 10, y(t-1) = 7 and y(t-2) = 8. If we calculate L as y(t-1)/y(t), we get 7/10. However, if we calculate it as y(t-2)/y(t-1) it will be 9/7, and it is a different value. I understand that if we combine the steps we get 9/10, but each time the value of L changes, so how can we say that it's L^2? It should be L(t)*L(t-1).

    • @jatinarora8776
      @jatinarora8776 3 роки тому

      nice observation

    • @jdbarreryt
      @jdbarreryt 3 роки тому +3

      Hi Stefano,
      I think that you are misunderstanding the notation: when one writes Ly(t) this is NOT a product, but the result of applying L to the t-th element of the sequence (y(k))_k. It does not make sense therefore to say that Ly(t)=y(t-1) is equivalent to L=y(t)/y(t-1); instead, you can take the "inverse" of L to say that y(t)=L^(-1)y(t-1)

    • @stefanopalliggiano6596
      @stefanopalliggiano6596 3 роки тому

      @@jdbarreryt I see now, thank you

  • @AllanMutethiah
    @AllanMutethiah Рік тому

    Thank you so much for this.

  • @amadoum.jallow620
    @amadoum.jallow620 4 роки тому +1

    Can you please recommend a good book for time series?

  • @sahil0094
    @sahil0094 3 роки тому +1

    Please place this video after ARMA

  • @alibayat2914
    @alibayat2914 2 роки тому +1

    Thanks

  • @khalilhadbi40
    @khalilhadbi40 2 роки тому

    Thanks dear !!

  • @DM-py7pj
    @DM-py7pj Рік тому

    1:09 shouldn't there be a timeseries mean (c) term on the rhs?

  • @kaustubhgadhia8864
    @kaustubhgadhia8864 3 роки тому

    Can you kindly share the scanned image of your working?

  • @programmingwithjackchew903
    @programmingwithjackchew903 2 роки тому

    i have question how do we know lag 1 is either represent yesterday or last month same day, or last year same day

  • @mananthakkar7075
    @mananthakkar7075 2 роки тому

    WOW THANK YOU

  • @alexandergarcia6479
    @alexandergarcia6479 4 роки тому

    i saw this kind of polynomial function but whit z^-n as the result of z transform, what is the diference?

  • @olivier306
    @olivier306 Рік тому

    you legend

  • @lukemacon1
    @lukemacon1 3 роки тому

    shouldn't the phi's have exponents?

  • @Junior-qm2lz
    @Junior-qm2lz Рік тому

    What if the sign is different at t-1 and t-2?. How do we represent that polynomial?

  • @adamkolany1668
    @adamkolany1668 Рік тому

    That is wrong what you are saying at 3:00. You should additionally take into account also the first three start positions in the timeseries which dissappear while lagging. That means, that to the right side of the equation at 4:55 you should add some polynomial of grade 2 whose coefficients are built up the values Y_0, Y_1, Y_2 and ε_0, ε_1 and ε_2.
    The index t in the final equation should also be omitted, since the equation applies to the whole series.

  • @RaymondPeckIII
    @RaymondPeckIII 2 роки тому +3

    This is great, but isn't it confusing/misleading to use the terms "squared" and "cubed" here? These aren't really squared and cubed; they're superscripts.

    • @songbird4089
      @songbird4089 Місяць тому

      It was my understanding that in the notation, y(t) gets "multiplied" by the lag operator to become y(t-1). So, in reality, we're shifting the series to go from y(t) to y(t-1) but in our notation we write it as y(t-1) equals L times y(t). So to obtain y(t-2), we lag the series twice. We lag once to get y(t-1) and then apply the lag operator to y(t-1) to get y(t-2). Since we're writing the lag operator as though it were a coefficient of y(t), we multiply y(t) x L to get y(t-1) and then multiply it by L again to get y(t-2).
      y(t-2) = L x y(t-1) = L x L x y(t) = L-squared x y(t).
      So these are squares and cubes and not just superscipts. Does that make sense?

  • @SubhamKumar-bt9th
    @SubhamKumar-bt9th 4 місяці тому

    So if there is 4 lag terms i.e, Theta 4 and Phi 4, still we will write capital Theta and Phi on the sides?
    this does not make sense at all.... what is this?

  • @rzatej650
    @rzatej650 2 роки тому

    and why we are sure that such a L existes ( L*y_t =y_(t-1)?

  • @SubhamKumar-bt9th
    @SubhamKumar-bt9th 4 місяці тому

    this final equation is not even saying how much lag it is taking, what is this, does not make sense?

  • @KhoaTran-db1ce
    @KhoaTran-db1ce 11 місяців тому

    thanks