02417 Lecture 6 part B: Identifying order of ARIMA models

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This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018.
The full playlist is here:
• 02417 Time Series Anal...
You can download the slides here:
drive.google.com/drive/folder...
The course is based on the book:
Time Series Analysis by Henrik Madsen: henrikmadsen.org/books/time-se...

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3 окт 2017

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Комментарии : 27

@br3akit Год назад

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 2 года назад

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!

@pranavkumar4727 3 года назад

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

@AJ_42 2 года назад

The best explanation out on RU-vid on this subject till date!

@veronicatrabacchin9281 3 года назад

Thank you for explaining these concepts so clearly!!

@dungtran-qm2nt 5 месяцев назад

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

@hawrezangana8240 3 года назад

You are an amazing professor! Thank you!

@henryl7421 Месяц назад

thanks so much! straight to the point!

@egehanyorulmaz4965 Год назад

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

@AA-en8gw 4 года назад

Great, cheers Lasse.

@dradfulboss 4 года назад

Thanks, nice video. Clear and to the point.

@ravikurup8350 2 месяца назад

Good presentation 👏

@oroboros4858 3 месяца назад

Great video sir

@economicriskcapitalmodelpr9849 6 лет назад

great efforts .thanks a lot.

@swarnarampalli 2 года назад

Awesome explanation!

@drajabsingh809 Год назад

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

@pranjal_ghosh Год назад

The examples really helped ❤️

@badiaamakhlouf9526 3 года назад

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?

@ztac_dex Месяц назад

good info for people who are crash coursing this

@toyosiojo4138 Год назад

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

@bhavinmoriya9216 2 года назад

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

@tomasharasta9374 Год назад

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

@eliasbojago2740 Год назад

Graet explanation. I need the PPT/DOC too.

@offthepathworks9171 10 месяцев назад

Godsend .

@sebastian9958 3 года назад

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 :)

@TimelyTimeSeries 9 месяцев назад

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)?