ARIMA models in Stata - Part 2: Estimation

[@bulelanjemla7894]

Best time series "lecturer" 🙇‍♀️

[@JDEconomics]

Thanks a lot!

[@JDEconomics]

Hello Everyone! Thanks for Watching!
Video 1: ARIMA models in STATA - Part 1: Identification
🌐Link: ua-cam.com/video/pquD3OjeLFU/v-deo.html
Video 3: ARIMA models in STATA - Part 3: Diagnostics and Forecasting.
🌐Link: ua-cam.com/video/qavFKfUAZe4/v-deo.html
📣 Tutorial is also available in EViews: ua-cam.com/video/ukGJ0sLgbqI/v-deo.html
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✅ The tutorial is also available in EViews: ua-cam.com/video/ukGJ0sLgbqI/v-deo.html
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Thanks a lot!
JD Economics.

[@temitopeerinfolami3358]

Very beautiful explanation. For the first time, I got the whole explanation around ARIMA. Thank you

[@JDEconomics]

Thanks Temitope! I am glad to hear so! Feel free to subscribe to my channel for more videos coming and share with those who may be interested. I wish you good luck in your studies!
Regards,
JD

[@tsuirin789]

Thank you for making these videos. They've been immensely helpful in providing a wholistic view of the topics and giving more clarity.

[@JDEconomics]

Thanks a lot! JD

[@wilsonyeswa4993]

very informative looking forward for more insights

[@JDEconomics]

Awesome, thank you! Feel free to subscribe to my channel (it’s free!) ,
Regards

[@sandipprabhu]

Excellent explanation, to the point!

[@JDEconomics]

Thanks!

[@dosenwibu]

hi, the link for purchase does not work

[@JDEconomics]

Thanks. Here is the link:
jdeconomicstore.com/b/arimastata

[@kanchandatta4668]

Nice explanation

[@JDEconomics]

Thanks! Regards, JD

[@helenkeller3254]

what about when p and q are not statistically significant in ARIMA model?

[@abalhassanesilahi9466]

EXCELLENT

[@JDEconomics]

Many thanks!

[@MrMahir1993]

Hello. What if the after-estimating ARIMA model p-value for AR or MA is insignificant? Can we keep working on our data? ARIMA (1,1,0) model

[@MrMahir1993]

i did not include suppress constant term

[@bitanyagebremichael9600]

If a lag is statistically insignificant, should we remove it? E.g. if the P-value of the MA lag 1 had p-value = 0.063, should we take it out, and choose the model: ARIMA(1,1,0)?

[@JDEconomics]

Sure! You can do that. In that case, you have an ar(1) model. Cheers

[@juliusrelampagos9780]

Thank you for these videos, very good explanation. In the Table of Model Selection Criteria, the values you included in SigmaSQ are actually the estimated standard deviation of the white-noise disturbance term. Shouldn't you square these values to arrive at SigmaSQ or estimated error variance?

[@JDEconomics]

Thanks for the observation! Make sure to check the whole Free stata course at my website: www.jdeconomics.com
Regards,
JD

[@bitanyagebremichael9600]

So the p-value for the constant in my differenced CPI (d.CPI) regression was 0.00... so I included a constant in my ARIMA model. But then, the p-value of the constant was the ONLY insignificant p-value in my ARIMA model. What should I do?
Thank you

[@annnjeri6959]

How can i drop an insignificant lag in a model arima(7,0,5) without ar lag 3 & 5

[@raphaelrodrigues8248]

How to do seasonal adjustment in stata?

[@zoozolplexOne]

cool !!!

[@JDEconomics]

Thanks for the feedback! Best Regards!