RU-vid recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, support my Channel with your subscription and sharing my videos with your cohorts.
Thanks for the encouraging feedback, Yahye. Deeply appreciated! I'll keep creating quality hands-on tutorials. Please may I know from where (location) you are reaching me?
Hi great video. i am currently trying to perform a regression analysis on time series data on US REITs. For this analysis, i have had to calculate the dependent variable (CSAD) using returns from the market (Market_indexLogDayRtn). i was wandering when selecting the appropriate model, should i base this decision on the autocorrelation of the dependent variable (CSAD) or the autocorrelation of the variable Market_indexLogDayRtn
Love your work, the way you explain and layout everything is amazing!! It would be a lot more convenient if you could link all ARIMA videos together though, it was a bit hard to find this video after watching the ARIMA basics video. I wanna watch all your content!
Hi Calvin, thanks for the encouraging feedback on my videos. Deeply appreciated. My videos are carefully sorted into 9 Playlists. Browse through to watch any video. Thanks.
hi, may i ask? you said by looking at the difference series on PACF plot, there are 2 significant spikes which are at lag 1 and lag 3. what about at other lag that exceed the standard error line? I hope you can answer my question because now I am doing my Final Year Project about this method. TQ :)
You are a life saver! Our university is currently teaching us Stata but you have simplified it so much and made it much easier to understand. May I ask if the same rule applies of I am using your methods for multiple stock prices?
Hi Adapted, thanks for the positive feedback. Deeply appreciated! Yes, you can use for multiple stock prices estimated SEPARATELY. Please may I know from where (location) you are reaching me?
Hi Busari, thanks for the positive feedback on my videos. Deeply appreciated! 💕 😊 The Stata video is still in the works. May I know from where (location) you are reaching me?
@@CrunchEconometrix What I mean to say is that my ac graph is flat but my pacf graph is not flat and the residuals are moving out of the confidence interval in increasing manner. The last residual is the highest. What to do in this case?
