Unit Roots : Time Series Talk

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  • Опубліковано 28 тра 2024
  • All about unit roots and why they pose such a problem for us.

КОМЕНТАРІ • 193

  • @nickxu1836
    @nickxu1836 3 роки тому +73

    WHO THE HECK disliked this masterpiece???

    • @eardstapa1002
      @eardstapa1002 3 роки тому +6

      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.

    • @redcat7467
      @redcat7467 2 роки тому +3

      @Ankit Chahal BAM

    • @BreezeTalk
      @BreezeTalk 2 роки тому +2

      CCP

    • @polares01
      @polares01 Рік тому +2

      ​@@redcat7467 double BAM

    • @davidbranes2020
      @davidbranes2020 19 годин тому

      lol

  • @students4life821
    @students4life821 3 роки тому +36

    I am angry at two people who disliked this very helpful video!

  • @khastehshodam
    @khastehshodam 3 роки тому +71

    I read and watched many many many sources. This one is far the best explanation. It explains both intuitively and mathematically well

  • @A7Reece
    @A7Reece 3 роки тому +34

    Thank you for breaking this down man. You really have a special knack for this. We need more content! 😉

  • @faycalbenhalima9762
    @faycalbenhalima9762 4 роки тому +19

    really u the only youtuber whos digging this deep, i hope you continue and panel data plz its the trend nowdays

  • @lashlarue7924
    @lashlarue7924 10 днів тому

    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.

  • @ruthr.2718
    @ruthr.2718 3 роки тому +7

    I look forward to watching the Dickey-Fuller or the Augmented DF.
    Thank you for your time and for being so clear! 😊

  • @shifraisaacs4572
    @shifraisaacs4572 2 роки тому +1

    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

  • @VV-jp6jc
    @VV-jp6jc 2 роки тому +18

    You explain this topic so good and understandable. The world needs more teachers like you 👍🏻 thank you!

  • @angetan1223
    @angetan1223 3 роки тому +11

    This is awesome, have my time series exam in a week and was not too optimistic... you're a lifesaver!

  • @rachelross6341
    @rachelross6341 4 роки тому +1

    You're awesome This is a really well-spoken and intriguing video. Thanks for sharing!

  • @wenyange2607
    @wenyange2607 Рік тому

    I think what you have explained is the essence of unit roots. Thank you for sharing! It's a gift for the world.

  • @gloryths
    @gloryths 2 роки тому

    I've just found your channel. You're giving out there quality man. Congrats!!!

  • @Steimke93
    @Steimke93 4 роки тому +2

    You summarize the important facts so easy and understandable. Thank you so much.

  • @swapnilraj9912
    @swapnilraj9912 3 роки тому

    really good introduction to unit test for time-series data. loved it and finding your video on characteristic eqn for more complicated time series!!

  • @sachinfernando4354
    @sachinfernando4354 3 роки тому +5

    Your videos have been really helpful for my study this semester. Thank you so much. Keep up the great work :)

  • @wishurdead444
    @wishurdead444 Рік тому

    It is not easy to breakdown a difficult mathematical concept in such a simple to understand way! Subscribed!

  • @PetStuBa
    @PetStuBa Рік тому

    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

  • @lindaren9467
    @lindaren9467 3 роки тому +2

    Going through all your videos about Time Series... great videos, thanks a lot!

  • @DM-py7pj
    @DM-py7pj 7 місяців тому

    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.

  • @rhutukallur7948
    @rhutukallur7948 Місяць тому

    Best videos on time series I have seen. I love this!

  • @madarau96
    @madarau96 3 роки тому +1

    Great Stuff Ritvik! Looking forward to the characteristic equation video

  • @allaboutstat1103
    @allaboutstat1103 2 роки тому

    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!

  • @BeichenGu
    @BeichenGu Рік тому

    best teacher ever, firmly believe that the ability of teaching is a talent! Thanks

  • @saber0w039
    @saber0w039 2 роки тому

    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!

  • @kaiyanzhu3075
    @kaiyanzhu3075 3 місяці тому

    Excellent, the best explain about the AR(1) model of stationary!

  • @trong9402
    @trong9402 3 роки тому

    Extremely well presented and clear, thank you

  • @DanielGarcia-rq9mv
    @DanielGarcia-rq9mv 4 роки тому

    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

  • @leticiadrummond813
    @leticiadrummond813 4 місяці тому

    Your teaching ir perfect! And is helping me a lot with my thesis. Thank you so so much! Regards from Brazil.

  • @prvizpirizaditweb2324
    @prvizpirizaditweb2324 5 днів тому

    thank you sir, for your impact.

  • @pauliskasthd
    @pauliskasthd 5 місяців тому

    Really good video!! Didn't understand these AR and Unit Roots definitions but you managed to explain this in a simple talk

    • @ritvikmath
      @ritvikmath  5 місяців тому

      Glad it was helpful!

  • @dodolookr
    @dodolookr Місяць тому

    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.

  • @mandarpun
    @mandarpun 3 роки тому

    You are a genius man. I salute you.

  • @fastrack8688
    @fastrack8688 4 роки тому

    Thank You very much ! Your videos are amazing

  • @sl-je5fg
    @sl-je5fg 3 роки тому

    Great explanation, thanks. Keep it up

  • @mustafizurrahman5699
    @mustafizurrahman5699 Рік тому

    Superb awesome and splendid

  • @edmundoribeiro4456
    @edmundoribeiro4456 2 роки тому

    I can just to thank you and ask for more awesome videos

  • @yulinliu850
    @yulinliu850 4 роки тому

    Thanks a lot! More time series videos please!

  • @JAClary
    @JAClary 3 роки тому +1

    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.

  • @jamiyana4969
    @jamiyana4969 Рік тому

    Greatest explanation ever! you just saved my whole thesis

  • @sumitsharma-no4re
    @sumitsharma-no4re Рік тому +1

    Best explanation. Would have been best if the playlist was arranged

  • @BlackSwan-sq2iw
    @BlackSwan-sq2iw Рік тому

    Very good explanation of unit root. Thank you.

  • @elirhm5926
    @elirhm5926 2 роки тому

    Man, that is awesome! Thank you so much.

  • @somanathking4694
    @somanathking4694 2 місяці тому

    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!!

  • @wolfgangi
    @wolfgangi 4 роки тому

    You sir have a gift in conveying complex idea into very easily understandable concept! Keep up the good work!!

  • @user-ou7wp9cg4v
    @user-ou7wp9cg4v 3 роки тому +2

    This is so helpful! GREAT video!! Saver of my Econometrics module!! Thank you so much!!!

  • @aslzar
    @aslzar 2 роки тому +1

    Thank you for informative content

  • @Moon-iv1xy
    @Moon-iv1xy 3 роки тому

    man, what a life saver! thanks for the video

  • @camillaoliveira6469
    @camillaoliveira6469 4 роки тому +1

    Thanks so much for it, really great explanation and easy to understand. Watching from Brazil, congrats! You are great.

  • @5minuteFin
    @5minuteFin 4 роки тому +2

    Man you should have been my econometrics professor. Thank you for the hard work.

  • @Pavankumar-zw2fz
    @Pavankumar-zw2fz 3 роки тому

    Excellent sir,Thankyou

  • @oebelus
    @oebelus 2 роки тому

    THANK YOUUU SO MUCH!! Great and very clear explanation.

  • @eminmahmutovic8340
    @eminmahmutovic8340 3 роки тому +1

    huge video very well done

  • @sohailhosseini2266
    @sohailhosseini2266 11 місяців тому

    Thanks for sharing!

  • @joonamikkola7800
    @joonamikkola7800 4 роки тому

    Thanks for the video mate!

  • @tednicholas5986
    @tednicholas5986 4 роки тому

    ritvikmath...hands down you have the best stat formulas and models explanation videos on youtube....clear, concise and exemplary..bravo!

  • @Ragnarik17
    @Ragnarik17 3 роки тому

    thank you so much for dumb this down for me. Cant wait for your next content

  • @wanjadouglas3058
    @wanjadouglas3058 3 роки тому +1

    You're so good at this. Your videos rock man.

  • @fatfat1380
    @fatfat1380 3 роки тому +1

    thanks for the videos with clear explanation. I look forward to watching the dickey fuller test, is it gonna be uploaded yet?

  • @mahimakhandelwal7243
    @mahimakhandelwal7243 4 роки тому

    Can't wait for more videos to be uploaded!!!

  • @mathematicalcoffee2750
    @mathematicalcoffee2750 4 роки тому

    Awesome video

  • @rjmorpheus
    @rjmorpheus 10 місяців тому

    This is amazing!!

  • @TheSambita20
    @TheSambita20 2 роки тому

    Awesome explanation

  • @shelanhaji3528
    @shelanhaji3528 Рік тому

    Thank you for such great videos

  • @safeedafaisal3447
    @safeedafaisal3447 3 роки тому

    thank you so much for making this video such simple.

  • @accelerateai6885
    @accelerateai6885 Рік тому +2

    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 ...

  • @teftandlight
    @teftandlight 2 місяці тому

    Amazing explanation man! THANK YOU!!!!!

  • @shadrackdarku8613
    @shadrackdarku8613 2 роки тому

    this great. keep it up!

  • @user-zl8ou9re7j
    @user-zl8ou9re7j 3 роки тому +1

    You are unbelievable amazing sir, I appreciate it and really really hope you have a great great life

  • @real_john_doe
    @real_john_doe 11 місяців тому

    Dude, this was amazing.

  • @lynnalhaimy
    @lynnalhaimy 3 роки тому +1

    Amazing explanation! Good job!

  • @hamade7997
    @hamade7997 3 роки тому +1

    Good introduction, this helped a lot. Thank you!

  • @alice20001
    @alice20001 2 роки тому

    @1:19 God you're such a good teacher. I wish you were my professor back in college.

    • @alice20001
      @alice20001 2 роки тому

      @4:15 See how well he explained the expectancy. See how easy that was to understand.

  • @rodrigodossantos8404
    @rodrigodossantos8404 2 роки тому

    good work !

  • @julietamatevosyan8126
    @julietamatevosyan8126 5 місяців тому

    Magically clear. Thank you so much.
    Can you also add some references to publications which you consider easy to follow?

  • @Frothling
    @Frothling 2 роки тому

    this is some solid and simple explanation.

  • @gefr7116
    @gefr7116 Рік тому

    Tks a lot! very good

  • @raltonkistnasamy6599
    @raltonkistnasamy6599 28 днів тому

    thank u man u are such a gud tutor

  • @economics-for-beginners3583
    @economics-for-beginners3583 11 місяців тому

    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.

  • @shinemohammed3470
    @shinemohammed3470 3 роки тому +1

    awesome man

  • @Yuri-xm9rx
    @Yuri-xm9rx 6 місяців тому

    Honestly this is brilliant, thanks you

  • @aealarco
    @aealarco 4 роки тому

    awesome, thank you!

  • @jeffrey8770
    @jeffrey8770 4 роки тому +8

    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?

    • @sundarraghavan5642
      @sundarraghavan5642 3 роки тому +3

      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.

  • @man.h
    @man.h 2 роки тому +2

    thanks dude !

  • @vanzluca
    @vanzluca Місяць тому

    I love you :')
    Thanks for the help!

  • @DM-py7pj
    @DM-py7pj 7 місяців тому +1

    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.

  • @fatih1907fatih
    @fatih1907fatih 4 роки тому +1

    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?

  • @robertoleonleyva4017
    @robertoleonleyva4017 3 роки тому +2

    Great video, could you explain where comes from the name "root" in this topic?

  • @habiboouu7037
    @habiboouu7037 4 роки тому

    Thank you i like your method

  • @tianjoshua4079
    @tianjoshua4079 3 роки тому

    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.

  • @larissaribeirodasilva584
    @larissaribeirodasilva584 3 роки тому

    excellent!

  • @raulq.3519
    @raulq.3519 7 місяців тому

    Excellent video. What’s the relation between unit root and eigenvalues?

  • @antonbj
    @antonbj 4 роки тому +14

    Impulse Response Function Please! I want to apply it in my Bachelor Thesis in Finance but struggle to get the hang of it :(

    • @TheTijuT
      @TheTijuT 3 роки тому +1

      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.

    • @antonbj
      @antonbj 3 роки тому +1

      @@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 :)

    • @tianjoshua4079
      @tianjoshua4079 3 роки тому

      I am studying IRF too. Interesting stuff.

  • @kennethlambeets6211
    @kennethlambeets6211 2 місяці тому

    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?

  • @urip_zukoharjo
    @urip_zukoharjo 2 роки тому

    well explained!

  • @viveksharma6102
    @viveksharma6102 2 роки тому +1

    very fluid and Breez to watch!! is it possible to connect and seek your guidance further. Cheers!! Vivek

  • @shengjiexiu
    @shengjiexiu 3 роки тому

    Thank you!

  • @akashganguly8828
    @akashganguly8828 2 роки тому

    beautiful video, just the right amount of math for a quick revision

  • @ziyangyu8617
    @ziyangyu8617 Рік тому

    Thank u so much for making such a great tutorial!! But may i knw why the variance of dt is sigma squared??

  • @masumbhuiyan6445
    @masumbhuiyan6445 4 роки тому

    Awesome!!