Econometrics # 12: Understand Autocorrelation in 15 minutes with English - Dr. Tehseen Jawaid

This video/Lecture tells concept of autocorrelation includes definition. illness, detection (DW and Serial Correlation LM test) and removals - TJ Academy
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bhai sacch , jis patience aur explaination app dete ho ...matlab kamal ....love from India

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Assalam o alaikum sir, please keep uploading lectures of quantitative because I have to go for quantitative research method in my thesis, and nobody can teach better than you. Best teacher so far!

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Thank you :)

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Simultaneously equation model ki vedio chya​@@TJAcademyofficial

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Nice video. Thank you very much. I will pass wid your video InshaALLAH

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InshaAllah

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Thank You Sir. Love from Bangladesh 🇧🇩

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I failed in my class but the video was very usefull. Thank you for your assisting. Elhamdülillah!

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Hello, how was ur exam?

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Kudos to clarity in teaching

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Lectures worth appreciating. You make things easy to understand. Would recommend others to watch for learning.Very informative.

[@mfaizi1297]

MASHAALLAH Sir.
Kaafi concepts clear hogae hain.
jazakaAllah..

[@mathematicsanddataanalysis5791]

Excellent

[@mdmahmudulhasanmiddya9632]

Assalamualaikum dr sahab I am a research scholar of agricultural statistics from India.well explained

[@ggechhinamurani3605]

osam Sir g keep it up

[@TJAcademyofficial]

Thank you

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Thank you. Your way of teaching is very impressive. I was having hard time understanding Econometrics but now it is easy..

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Brilliant

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You are great teacher sir as you tell us the sense and rational behind methods which we use to cram.

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I wish I could attend your live lectures. Literally the best teacher! Respect 🫡

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Great teaching in simple language. Thank you so much.

[@jamshed912]

awesome teaching methodology very nice

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Thank you, for this wonderful video. Please keep posting more!

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Thank you sir for teaching May Allah bless you with lot of happiness I have gotten a bulk knowledge from you

[@Earnlearnwith_Naheed]

excellent style of teaching

[@akhilakumari314]

Excellent explanation, tj bhai

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Great sirr allah ajzar ata kary

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Thankyou so much sir

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Thank you Sir.

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Great sir

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Bohot acha sir g....plz agy b ise trah lectures upload krty rahein....allah ap ko Salamat rakhay

[@MuhammadRiaz-md7qh]

Good explanation, if it is easy to solve it with a practical problem.

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Thank you for your message. Watch the video below for application.
ua-cam.com/video/TJkJ0xT5NjI/v-deo.html

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Amazing video

[@dhamija80]

very nicely explained, thankyou so much!

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My pleasure 😊

[@jahanzaad4363]

Excellent Sir MashAllah. Sir Economics ki videos bhi banae plz.

[@TJAcademyofficial]

I have started to upload economic lectures.
For Microeconomics: ua-cam.com/play/PLZ6b0WaGAsFmlYc2l53DZmGH-xIEnOTIr.html
For Macroeconomics: ua-cam.com/play/PLZ6b0WaGAsFmwHLks6IMN3Yz26587fU5v.html

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Sir aapse accha koi nahi pada sakta

[@zebakhanam671]

that was easy and lit
thanx

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Thank you sir

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Zabardast
Very good method of teaching

[@techmaster478]

Outstanding Sir g you are grate Allah Bless you sir

[@Rizwan.Ali.]

Great Sir ❣️

[@Anita_Sharmaa]

Thank you from Nepal. It helped me a lot, tomorrow is my board exam. I was watching your econometrics lectures since 5 days.

[@TJAcademyofficial]

Best of luck for your exam👍

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@@TJAcademyofficial Thanks

[@Anita_Sharmaa]

@@TJAcademyofficial I did my exam good. Thanks.

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Great 👍👍👍

[@Ligress]

Love from india

[@mirrafi2065]

Thanks a lot to you, sir.

[@TJAcademyofficial]

My pleasure

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As'slam o alaikum... sir ap k lectures awsome hain.. jitny b me attend kiye... each and everything smj me a gai ha

[@TJAcademyofficial]

JazakAllah

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Sir you are too good in teaching

[@TheRandomQueen]

Jazak Allah

[@abhaysharma6523]

Thanks a lot

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Thank you..

[@thehorcrux1138]

Thanks

[@ghanikhatir8199]

Thank you very much , kindly make lecture on propensity score matching and multi level modelling. Also their model fit

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👌👌👌👌

[@rahulkumar12776]

respect from india ..❤️❤️

[@ahmerali3800]

very well structured lecture sir

[@hassankhansk5961]

Z wale bt thore smjh nhi aye thy.
Jb z error k sth ya error k andr chale jaye ga to wo b autocorrelation bn jaye ga kya ?

[@TJAcademyofficial]

Jab Z error may ja k trend banayega to error k andar honay ki wja say hamain trend error may nazar ayega. or jab trend error may nazar ayega to assumptions violet hogi or autocorrelation model may ajayega.

[@naeemusman9112]

A.a
Good effort Sir 👍
Plz upload the easy methods for testing the test of other assumptions

[@Dr_DasEco]

nice lecture...very easy to understand

[@naeemusman9112]

According to objective points

[@infernotv3847]

well explained.

[@HabibUllah-wh6pt]

Sir make video on darbin watsan test

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Awesome sir 👍🏻

[@RizwanKhan-uw7cj]

sir plz jawab dijiyayga manay data b barhaya variable add kar k dekh liay var ka relation significant toh ha lekin jab ma vif ki p value dekhta hun toh multicollinearity exist karti ha 2 var k elawa what should i do

[@chaytanyakumar8939]

AWESOME!can you create a video on logistic regression only?

[@mubashirsonlineacademy9886]

Another great video Dr. Tehseen. Stay blessed 👍

[@TJAcademyofficial]

Thanks 😊

[@quotescollection1372]

I am the student of Bs stat and now in 7th semester.
Thsis k bary ma guide kejeay ga kindly k kis ma kryn guidanca k liay koe ni a apki bhtt mhrbani hogiii plzzzz🥰

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sir please give me a video about linear probability model

[@deliverance7406]

❤❤

[@mahabubbashas6809]

Assalamu walekum prof. Its more informative and doubts clear video. Could you do a video on random walk without drift, random walk with drift and Random walk with drift and deterministic trend. It will helpful for me. Zajakallah keir sir,

[@TJAcademyofficial]

If u understand Urdu also so plz see
1. ua-cam.com/video/FH-qd-3VJJI/v-deo.html
2. ua-cam.com/video/d3Uy1p-DaOM/v-deo.html
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4. ua-cam.com/video/iuDMgV5dqv4/v-deo.html

[@chaytanya2293]

The lurking variables/unknown variable goes into error term or slope(alpha) ?

[@TJAcademyofficial]

All variables which are not in model, consider in error term. Alpha is the value of dependent variable due to those variables which are counted in error term.

[@chaytanya2293]

@@TJAcademyofficial Than you Sir! In previous video apne bola ki Alpha woh value /factor ha jo model main nahi present ha.
Can you explain again , relationship alpha and error term mein? Still confused.

[@TJAcademyofficial]

Variables Jo model may nhi hotay wo error may hay.
Alpha variable nhi dependent ki value hay Jo UN variables ki wja say ati hay Jo model may nhi hotay yaani error may hotay hain

[@sayedminhaj7704]

@@TJAcademyofficial But sir correct me if I am wrong, error term bhi to dependent ki value bata hai due to other factors.

[@ranjeetrana4722]

Sir, please suggest any good book for research purpose in Econometrics methodology

[@mehwishhameed8238]

Sir serial correlation agr ARDL method Kay diagnostic test say a jaye tow usko kesy remove karain?

[@jaberkohistani622]

Great explanation sir. What about the Checking autocorrelation in Gretl?
Could you please upload video for tht.

[@ibrar2kt]

its mean ke jo control variables ham lete hai os ka maqsad hota hia autocorrelation ko khatam karna or .error term main consistent trend ko remove karna?

[@TJAcademyofficial]

G ye bhi 1 reason hota hay.

[@samanwaheed2703]

Assalam o aliakum sir! Your lecture on autocorrelation is very informative. I am confused about the autocorrelation of consumption and income, and what kind of error terms affects the consumption and relate to each other. plz, answer me.

[@user-yl5ql6vp6w]

Wow🔥... Sir please HAUSMAN SPECIFICATION TEST🙏

[@TJAcademyofficial]

Thank you. Watch below video for panel data Hausman test
ua-cam.com/video/WUhS7FE2ZtM/v-deo.html

[@prakashpandey4974]

can you explain about autocorrelation and serial autocorrelation??

[@TJAcademyofficial]

There is autocorrelation or Serial correlation. Serial autocorrelation is nothing

[@kalsoomsilent6866]

Simultaneously equation model k lecture h in k tou link bta dn

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sir olzzz yeah video again bnyn. plzzz yeah nzr nae araha

[@fouziakausar8841]

sir Quantile ka lecture ? please

[@fatimahoorvlogs2788]

sir camera bhtt dor tu whiteboard nzr nae araha

[@shraddharaj3539]

Shall we use lagged value of dependent variable as an independent variable to remove positive autocorrelation?

[@TJAcademyofficial]

Yes but more appropriate removal is addition of relevant variable.

[@shraddharaj3539]

@@TJAcademyofficial Thank you sir. My study is focusing on limited parameters only. So, i added this variable with the help of previous literature.

[@shraddharaj3539]

@@TJAcademyofficial plz upload lecture on removal of auto correlation through Cocharun Orcutt method.

[@kristoflancelot3167]

Agar e wo factors hein jo model meh nahi he to alpha kya he...

[@TJAcademyofficial]

Alpha dependent ki average value hay Jo aati had n un factors ki wja say Jo error may hotay hn. Isi lye model estimate krnay k baad model may error nhi likhtay

[@MUHAMMAD-hu4sn]

Plz work on camera 📸 either zoom in

[@aminaahmedalibelal5676]

is there an English version plz?

[@TJAcademyofficial]

Subtitles

[@saikaali7351]

Jo autocorrelation m arae h

[@0001abcdf]

Sir data science bhi teach karein

[@vershaskitchen6059]

Can you please make just one video on White noise.. aapka bola har word sidha dimag mai jata hai

[@TJAcademyofficial]

Thank you for appreciation. I will try my best. Share TJ Academy to others as much as possible. JazakAllah 🙂

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@@TJAcademyofficial please make it today i really need to understand white noise and ARMA model

[@saikaali7351]

Significant values kiya h ab?

[@TheRandomQueen]

Assalam o Alium sir

[@TJAcademyofficial]

Ws

[@MuhammadAsif-ko7pi]

Asslamo Aliaku Sir...

[@TJAcademyofficial]

Ws. JazakAllah

[@mahabubbashas6809]

Assalamu walekum prof. If variables are having auto correlation, can we remove auto correlation through 1st difference ?

[@TJAcademyofficial]

Yes but addition of relevant variable or HAC test are more appropriate and easy methods. After taking first difference, regression will not show the result that you want because all variable have been transformed to first difference instead at level.

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TJ Academy Zajakallah khier prof...

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🇧🇩

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Seriously though, I don't understand whether he's speaking English or not.

[@TJAcademyofficial]

Absolutely NOT

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He is teaching in Urdu, but does use English terms. This is mainly for urdu speaking people who also understand english.

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Ek Gobar Khor ne thumb down kiya hai.

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Thank you sir 🙏..

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My pleasure 🙂
Do share TJ Academy with friends and teachers.

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Excellent