If I had to guess, it's the kind of person who is probably some math postdoc with 20 PhDs who slightly disagrees with some tiny assumption somewhere that would take an hour to explain with analysis the "rigorous" way. You're right though, and it annoys me too. This is a super helpful video and is perfect for someone trying to get their head around unit roots.
You're a master, thank you for sharing your knowledge with those of us with lower cognitive abilities. By the way, thank you - I understand the concept now.
OMG man you explain everything sooooo well and that's not easy to do because you talk about very complicated stuff !!! looking so forward to watch all your videos
Don't know why I am only discovering your excellent content now. Great work. Clear pronunciation, properly zoomed visuals, in-focus text, well paced delivery, well thought out organization of material.
I am greatly inspired watching this video to dig deeper about time series. Actually Imma lil' bit confused yet at this moment I got to understand unit root well. thank youuu!
I am just getting into machine learning and this series of videos gives me all the math and stats background knowledge I need for understanding the time series, thank you!
mate, you just become part of my suscriptions, this termp poped up in an econometric analysis and I didn't knew what an unit root is until you, very clear and nice. thanks mate
I'm having my first time series course. Neither the lecture nor the notes and textbook give a clear introduction to key concepts in TS. Excellent video and should've watched earlier.
Just want to say that these videos are great (have only watched the VAR and the unit Root ones). Nothing new under the sun, but you are explaining them in clear ways with good/simple examples. This is something I saw the need for with Econometrics, but you are a good job, and I don't think I could add anything to what you have done so far. Looking forward to reviewing the rest of your collection, and seeing more of this content.
firstly at first hearing I was panicked about these concepts, but this sir has nailed it and explained it in a way which made very easy to relate the situations graphically and mathematically. Kudos!!
Clear explanation. Could you please explain which video you are referring to when talking about the MA infinity model? May I ask how you got the first term in the AR(1) model that you have specified? Thank you very much for your time.
Man your videos are amazing and super intuitive so please keep making the thanks!!! I've got just one question. In the last example for dt = at - a_t-1, did you get dt = et using the assumption that phi=1 so the at_1 terms cancel out? If you did then would you need to first test that phi is a unit root so you can then use that as an assumption to make dt = et?
It's not "assumed" that phi = 1 coz we already know it is. Our time series isn't stationary when phi = 1. So to make it stationary, we take the first difference.
Thank you for the super explanation! I have a question for the graph when the coefficient of the lagged variable equals to 1. Should not the line flactuate around A0 with increasing variance instead of continuously growing since the expected value of At equals to A0?
Fantastic story telling. Quick question: as for stationarity of time series, are "constant variance" and "no seasonality" the same thing or two separate things? I feel seasonality implies non-constant variance.
Dear Anton, greetings and all the best with your use of impulse response functions. Do you still need help? I could help... A brief discussion may get you off the ground.
@@TheTijuT Cheers Tiju, I figured it out on my own by now through textbooks. Took me a while but according to my supervisor I did a good job... Thank you anyways :)
Hi @ritvikmath could we also use tests like the ADF and Hurst Exp to determine exactly which parts of a trending timeseries could be considered stationary?
WHO THE HECK disliked this masterpiece???
If I had to guess, it's the kind of person who is probably some math postdoc with 20 PhDs who slightly disagrees with some tiny assumption somewhere that would take an hour to explain with analysis the "rigorous" way. You're right though, and it annoys me too. This is a super helpful video and is perfect for someone trying to get their head around unit roots.
@Ankit Chahal BAM
CCP
@@redcat7467 double BAM
lol
I am angry at two people who disliked this very helpful video!
I read and watched many many many sources. This one is far the best explanation. It explains both intuitively and mathematically well
thank you!
Thank you for breaking this down man. You really have a special knack for this. We need more content! 😉
really u the only youtuber whos digging this deep, i hope you continue and panel data plz its the trend nowdays
You're a master, thank you for sharing your knowledge with those of us with lower cognitive abilities. By the way, thank you - I understand the concept now.
I look forward to watching the Dickey-Fuller or the Augmented DF.
Thank you for your time and for being so clear! 😊
Thank you for saving me and breaking all of this down in a way that is not only comprehensible but highly efficient too. I appreciate you, too
You explain this topic so good and understandable. The world needs more teachers like you 👍🏻 thank you!
Wow, thank you!
This is awesome, have my time series exam in a week and was not too optimistic... you're a lifesaver!
You're awesome This is a really well-spoken and intriguing video. Thanks for sharing!
I think what you have explained is the essence of unit roots. Thank you for sharing! It's a gift for the world.
I've just found your channel. You're giving out there quality man. Congrats!!!
You summarize the important facts so easy and understandable. Thank you so much.
really good introduction to unit test for time-series data. loved it and finding your video on characteristic eqn for more complicated time series!!
Your videos have been really helpful for my study this semester. Thank you so much. Keep up the great work :)
It is not easy to breakdown a difficult mathematical concept in such a simple to understand way! Subscribed!
OMG man you explain everything sooooo well
and that's not easy to do because you talk about very complicated stuff !!!
looking so forward to watch all your videos
Going through all your videos about Time Series... great videos, thanks a lot!
Glad you like them!
Don't know why I am only discovering your excellent content now. Great work. Clear pronunciation, properly zoomed visuals, in-focus text, well paced delivery, well thought out organization of material.
Best videos on time series I have seen. I love this!
Great Stuff Ritvik! Looking forward to the characteristic equation video
I am greatly inspired watching this video to dig deeper about time series. Actually Imma lil' bit confused yet at this moment I got to understand unit root well. thank youuu!
best teacher ever, firmly believe that the ability of teaching is a talent! Thanks
I am just getting into machine learning and this series of videos gives me all the math and stats background knowledge I need for understanding the time series, thank you!
Excited for your journey!
Excellent, the best explain about the AR(1) model of stationary!
Extremely well presented and clear, thank you
mate, you just become part of my suscriptions, this termp poped up in an econometric analysis and I didn't knew what an unit root is until you, very clear and nice. thanks mate
Welcome aboard!
Your teaching ir perfect! And is helping me a lot with my thesis. Thank you so so much! Regards from Brazil.
thank you sir, for your impact.
Really good video!! Didn't understand these AR and Unit Roots definitions but you managed to explain this in a simple talk
Glad it was helpful!
I'm having my first time series course. Neither the lecture nor the notes and textbook give a clear introduction to key concepts in TS. Excellent video and should've watched earlier.
You are a genius man. I salute you.
Thank You very much ! Your videos are amazing
Great explanation, thanks. Keep it up
Superb awesome and splendid
I can just to thank you and ask for more awesome videos
Thanks a lot! More time series videos please!
Just want to say that these videos are great (have only watched the VAR and the unit Root ones). Nothing new under the sun, but you are explaining them in clear ways with good/simple examples.
This is something I saw the need for with Econometrics, but you are a good job, and I don't think I could add anything to what you have done so far.
Looking forward to reviewing the rest of your collection, and seeing more of this content.
Glad you like them!
Greatest explanation ever! you just saved my whole thesis
Best explanation. Would have been best if the playlist was arranged
Very good explanation of unit root. Thank you.
Man, that is awesome! Thank you so much.
firstly at first hearing I was panicked about these concepts, but this sir has nailed it and explained it in a way which made very easy to relate the situations graphically and mathematically. Kudos!!
You sir have a gift in conveying complex idea into very easily understandable concept! Keep up the good work!!
Thanks a lot!
This is so helpful! GREAT video!! Saver of my Econometrics module!! Thank you so much!!!
Great to hear!
Thank you for informative content
man, what a life saver! thanks for the video
Thanks so much for it, really great explanation and easy to understand. Watching from Brazil, congrats! You are great.
You're very welcome!
Man you should have been my econometrics professor. Thank you for the hard work.
Happy to help!
Excellent sir,Thankyou
THANK YOUUU SO MUCH!! Great and very clear explanation.
huge video very well done
Big thanks!
Thanks for sharing!
Thanks for the video mate!
ritvikmath...hands down you have the best stat formulas and models explanation videos on youtube....clear, concise and exemplary..bravo!
Wow, thanks!
thank you so much for dumb this down for me. Cant wait for your next content
You're so good at this. Your videos rock man.
I appreciate that!
thanks for the videos with clear explanation. I look forward to watching the dickey fuller test, is it gonna be uploaded yet?
Can't wait for more videos to be uploaded!!!
Awesome video
This is amazing!!
Awesome explanation
Thank you for such great videos
Glad you like them!
thank you so much for making this video such simple.
Nice explanation. One question - Why did the variance term has powers of two, should it not include odd powers as well : phi, phi^3, phi^5 ...
Amazing explanation man! THANK YOU!!!!!
My pleasure!
this great. keep it up!
You are unbelievable amazing sir, I appreciate it and really really hope you have a great great life
I appreciate that!
Dude, this was amazing.
Amazing explanation! Good job!
Glad you liked it!
Good introduction, this helped a lot. Thank you!
Glad it was helpful!
@1:19 God you're such a good teacher. I wish you were my professor back in college.
@4:15 See how well he explained the expectancy. See how easy that was to understand.
good work !
Magically clear. Thank you so much.
Can you also add some references to publications which you consider easy to follow?
this is some solid and simple explanation.
Tks a lot! very good
thank u man u are such a gud tutor
Clear explanation. Could you please explain which video you are referring to when talking about the MA infinity model? May I ask how you got the first term in the AR(1) model that you have specified? Thank you very much for your time.
awesome man
Thanks!
Honestly this is brilliant, thanks you
awesome, thank you!
Man your videos are amazing and super intuitive so please keep making the thanks!!!
I've got just one question. In the last example for dt = at - a_t-1,
did you get dt = et using the assumption that phi=1 so the at_1 terms cancel out?
If you did then would you need to first test that phi is a unit root so you can then use that as an assumption to make dt = et?
It's not "assumed" that phi = 1 coz we already know it is. Our time series isn't stationary when phi = 1. So to make it stationary, we take the first difference.
thanks dude !
I love you :')
Thanks for the help!
No problem 😊
please provide a direct link to the video you mention at 3:26 AR as MA inf as it is not in the earlier videos in this playlist.
Thank you for the super explanation! I have a question for the graph when the coefficient of the lagged variable equals to 1. Should not the line flactuate around A0 with increasing variance instead of continuously growing since the expected value of At equals to A0?
ua-cam.com/video/tN3-3fLlrU4/v-deo.html
Great video, could you explain where comes from the name "root" in this topic?
Thank you i like your method
Fantastic story telling. Quick question: as for stationarity of time series, are "constant variance" and "no seasonality" the same thing or two separate things? I feel seasonality implies non-constant variance.
excellent!
Excellent video. What’s the relation between unit root and eigenvalues?
Impulse Response Function Please! I want to apply it in my Bachelor Thesis in Finance but struggle to get the hang of it :(
Dear Anton, greetings and all the best with your use of impulse response functions. Do you still need help? I could help... A brief discussion may get you off the ground.
@@TheTijuT Cheers Tiju, I figured it out on my own by now through textbooks.
Took me a while but according to my supervisor I did a good job... Thank you anyways :)
I am studying IRF too. Interesting stuff.
Hi @ritvikmath could we also use tests like the ADF and Hurst Exp to determine exactly which parts of a trending timeseries could be considered stationary?
well explained!
very fluid and Breez to watch!! is it possible to connect and seek your guidance further. Cheers!! Vivek
Thank you!
beautiful video, just the right amount of math for a quick revision
Thank u so much for making such a great tutorial!! But may i knw why the variance of dt is sigma squared??
Awesome!!