Time Series ARIMA Models

[@crazymusicman13]

Thanks a lot for this upload. Here are some time stamps if viewers want to skip to certain explainations.
2:27 - white noise
3:29 - Autoregressive (AR) models
7:29 - Moving Average (MA) models
10:42 - Autoregressive Moving Average (ARMA) models
11:59 - Stationarity
13:02 - Detrending
14:18 - Differencing
15:59 - Seasonality
16:29 - the Dickey-Fuller test for stationarity
19:54 - The augmented Dickey-Fuller test
20:35 - Dickey-Fuller test with a time trend
21:14 - Autocorrelation fuction (ACF)
22:56 - Partial Autocorrelation Function (PACF)
24:16 - ACF and PACF properties
24:52 - ACF of AR(1) model graphs
27:42 - ACF of MA(1) model graphs
29:06 - ACF of ARMA(1,1) model graphs
30:11 - ACF graph of nonsationary series
30:26 - ACF graph with seasonal lag
Diagnostics for arima Models
31:10 - testing for White Noise
32:00 Goodness of fit
33:15 - the Box-Jenkins metholdology for ARIMA model selection
35:15 - (cont.)

[@econometricsacademy]

I would like to correct a few typos in the video. The updated lecture pdf has been corrected.
At 13:26 in the video and slide 8, the formula for detrending should have minus in "-beta*t"
At 18:56 in the video and slide 11 next to last line should be "gamma*

[@infinity3668]

You're really great, am still benefiting from the lecture

[@alort6165]

Excellent video! In 35 mins everything clicked as opposed to almost 12 hrs of class! thank you!

[@yifanli5337]

ARIMA Models very good lecture

[@FelipeEdit10]

Professor Ani Katchova you are the Best! Greatings from Brazil.

[@fzhcary]

I have seen about 10 videos about time series videos, this is the best. The length isn't too long and the explanation is clear and to the point. Not too much formulas. It would be better for the author to re-record the video with the correction.

[@sonu.chhabra]

The best video on the topic, very exhaustively though a bit too fast for someone new to the topic. I would still recommend to watch this video and know exaclty the topics you are wanting to learn and then explore more reading materials and watch this video again. Sounds long, but trust me that would be a shortcut for the given topic.

[@David-cx3fc]

Years later lol But this helps so much for my Time Series course to understand what all parts of the model mean and what it means in real life! Explained perfectly! Thanks!

[@maxyuzhong7781]

Hi, I just want you to know that I am preparing for the final exam of my economic forecasting class and your channel is extremely clear and helpful. Thank you very much and happy Christmas! :)

[@TimothyChenAllen]

Thank you! This is the ARIMA video I have been looking for; it made a good companion to my text (Box/Jenkins/Reinsel). I needed some good theoretical background, but also a practical explanation; your video series gives me just this. Very well done.

[@sidimate]

I was able to understand the ARMA and ARIMA models. Explained easily. Thanks for the video

[@BhattLoveesh]

loved the graphical explanation of models and the intuition behind them

[@ClayClaim]

Your tutorial is so cool!! I know how complicated it can be… Looking forward to see more work :)

[@chrisg0901]

This was really helpful! I'm looking for a job that uses statistics and these free videos provide a great review of my college work! Thank you!

[@MrVaibhav488]

This is the best video on youtube for time series. Thanks. Please make a video on the SARIMA model too.

[@sricharansitamraju5011]

Excellent video with rich information on Time Series forecasting!

[@workyemolla9970]

this is the best of all

[@kashif30189]

This was an excellent explanation, especially about ACF and PACF graph, thanks a ton

[@bhesht]

Excellent introduction to the topic. Very thorough!

[@KarriemPerry]

Thank you for this useful explanation of ARIMA models.

[@smileypirate]

Thank you! This helped me getting a much better understanding of time series analyses

[@Omoniyi2]

Thank you for these wonderful contributions to knowledge.

[@haiyanwang4867]

This an excellent video for learning ARIMA models. Thank you so much!

[@derboe05]

Thank you for putting this online, it really helped me.

[@chockumail]

Thanks for all these vedios. its very helpful

[@pedrerorey]

These videos are extremely good!!! Again, thank you so much!

[@regrigorova]

Thank you very much for this video! Greetings from Bulgaria! :)

[@eivindfosse8352]

Good intuitive explanations, keep up the good work!

[@jaytimbadia2191]

Awesome Video!!

[@krcheti451]

awesome overview of arima models. Thanks much!!

[@chitwanhumad4079]

Very well explained topic.

[@lauriniskanen6916]

Very clearly presented. Thank you so much.

[@xuecongsun6000]

such an awesome tutorial! easy to understand and just solved my problem!thanks so much

[@greycat_1473]

a very informative video! it was quite easy to understand. thank you!

[@AdarshKumar-vk9cz]

Brilliant explanation!

[@313kash]

Thank you for this video-lecture!
Really useful!

[@xEr0r]

Thank you very much, was very helpfull for my thesis

[@tab114Left]

Excellent tutorial, Thanks!

[@netmadefamous]

Very GOOD ... Thank you for the Video..

[@pawas2005]

Thanks a lot for the video! It helped me a lot with my thesis :)

[@petepittsburgh]

Great lesson. Thank you!

[@paulinegredal1305]

Thank you, that video was really helpful to me! Have been struggling to understand these concepts, but this video made everything clear to me :)

[@Whosewillwin]

Thanks for this amazing tutor

[@syrianmusic1403]

Many thanks Ani, so useful.

[@chandrasekhar3427]

Very nice video, thanks!

[@polinas2479]

a great explanation thanks a lot!

[@kunalkasodekar8562]

Well explained!!!

[@boubacartraore9888]

Very useful ! Thank you for this incredible video, it helps me a lot :-)

[@thakuraditi5]

Wonderful!!

[@okanaybar]

wonderfull

[@nsharkasi]

Thank you very much for this tutorial :-)

[@beback_]

How would you determine the seasonality period 'm'?
Great lecture by the way, thank you!

[@rssrujan]

awesome video :)

[@G0dless88]

Thanks so much!!!! :)