02417 Lecture 6 part B: Identifying order of ARIMA models

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  • Опубліковано 30 січ 2025

КОМЕНТАРІ • 30

  • @br3akit
    @br3akit Рік тому +9

    All ACF and PACF interpretation videos show very clean graphs that are easy to interpret, so its never clear how to interpret ones that are not so standard. This video explained so easily how to do it. I can't believe this is the only one I have come across in all my searching that does this.

  • @stojanovich2010
    @stojanovich2010 2 роки тому +12

    Phenomenal video! I've spent half a semester on ARIMA in my business forecasting methods class for my Masters program and I didn't understand what was going on until I watched this video. You are a great teacher. Thank you for the content!

  • @AJ_42
    @AJ_42 2 роки тому +2

    The best explanation out on UA-cam on this subject till date!

  • @pranavkumar4727
    @pranavkumar4727 4 роки тому +10

    I was really confused about interpreting the ACF, PACF plots. This video helps a lot. Thank you :)

  • @dungtran-qm2nt
    @dungtran-qm2nt 11 місяців тому +1

    Thank you a lot. The video and your examples are clear and easy to understand :)

  • @egehanyorulmaz4965
    @egehanyorulmaz4965 Рік тому +1

    It helped! Thank you for giving examples from all the possible scenarios.

  • @HiltonFernandes
    @HiltonFernandes 3 місяці тому

    Great video. Very clear and convincig explanations. Congrats !
    You got one more subscriber.

  • @drajabsingh809
    @drajabsingh809 Рік тому

    Sir,
    Thank you!
    Very much
    ARIMA Model Identification aspects and issues are expressed more clear.

  • @Capsaicinophile
    @Capsaicinophile 3 роки тому +2

    You are an amazing professor! Thank you!

  • @mr.gurkenboy8941
    @mr.gurkenboy8941 3 місяці тому

    Great Man

  • @TimelyTimeSeries
    @TimelyTimeSeries Рік тому

    Thank you so much for the video. The examples helped me understand the concept much better!
    I have a question, though. In 07:53, there is one significant PACF, that's why you consider it as AR(1) process. However, that PACF is in lag 5. Why is it not AR(5)?

  • @veronicatrabacchin9281
    @veronicatrabacchin9281 4 роки тому

    Thank you for explaining these concepts so clearly!!

  • @henryl7421
    @henryl7421 7 місяців тому

    thanks so much! straight to the point!

  • @pranjal_ghosh
    @pranjal_ghosh 2 роки тому +1

    The examples really helped ❤️

  • @eliasbojago2740
    @eliasbojago2740 Рік тому

    Graet explanation. I need the PPT/DOC too.

  • @dradfulboss
    @dradfulboss 4 роки тому +1

    Thanks, nice video. Clear and to the point.

  • @tomasharasta9374
    @tomasharasta9374 2 роки тому

    Damn, why is it always youtube that explains the topics better than my professors

  • @ravikurup8350
    @ravikurup8350 8 місяців тому

    Good presentation 👏

  • @toyosiojo4138
    @toyosiojo4138 2 роки тому

    what if the trend is not as easy as these? what if there's no exponential decay on both plots?

  • @oroboros4858
    @oroboros4858 9 місяців тому

    Great video sir

  • @swarnarampalli
    @swarnarampalli 2 роки тому

    Awesome explanation!

  • @bhavinmoriya9216
    @bhavinmoriya9216 2 роки тому

    How could I choose seasonal order? I have daily data with period of about 365 days. Shall I take m = 365?

  • @sebastian9958
    @sebastian9958 3 роки тому

    Very useful information compress in just 13 minutes, thanks a lot! . Btw I lived 1 year in Odense back in 2018, if I'm not wrong you have Fyn accent right? I didn't expect to listen that accent searching tutorials for grid searching method haha. Greetings from Chile :)

  • @badiaamakhlouf9526
    @badiaamakhlouf9526 3 роки тому

    Thank you for the video and may I know if the PACF and ACF plots at the begining of the video are for order p and q or only for order 1?

  • @AA-en8gw
    @AA-en8gw 4 роки тому

    Great, cheers Lasse.

  • @ztac_dex
    @ztac_dex 7 місяців тому

    good info for people who are crash coursing this

  • @offthepathworks9171
    @offthepathworks9171 Рік тому

    Godsend .

  • @economicriskcapitalmodelpr9849
    @economicriskcapitalmodelpr9849 7 років тому

    great efforts .thanks a lot.

  • @ryanzkp
    @ryanzkp 3 місяці тому

    G O A T

  • @jamespaz4333
    @jamespaz4333 3 роки тому

    8:46 was though to guess :)