I’m a Japanese university student and learning R by myself. Your step-by-step explanation helps me so much. Thank you!!
@bkrai4 жыл бұрын
You are so welcome!
@seannguyen32603 жыл бұрын
I am an actuarial analyst in Vietnam. Honestly, highly appreciate your presentation and R code file.
@bkrai3 жыл бұрын
Thanks for comments!
@leonardoaquino23874 жыл бұрын
Hi Dr. Bharatendra, I am from Brazil and I would like to thank you for this and the other amazing video that you shared with us! Your videos help us understand the incredible world of predictions, thank you very much !!!
@bkrai4 жыл бұрын
Glad it was helpful!
@neeveshnaraynen13654 жыл бұрын
Extremely useful explanation and practical coding. Thank you Dr. Bharatendra Rai.
@bkrai4 жыл бұрын
You are most welcome!
@shehaniwanniarachchi28083 жыл бұрын
Very clear explanation! Your interpretations were really helpful. Thank you!!!
@bkrai3 жыл бұрын
Thanks for your comments!
@josefposca60667 ай бұрын
Thank you doc from Milan, you saved me with my thesis
@bkrai7 ай бұрын
You are welcome!
@edwardmarkai75933 жыл бұрын
Very thorough and well-explained, thank you!
@bkrai3 жыл бұрын
You're very welcome!
@neelma21994 жыл бұрын
Thanks slot Sir very helpful kindly make more videos on it regarding family of garch models and forecasting performances.your step by step teaching is so helpful and understandable.
@bkrai4 жыл бұрын
Thanks, I'll soon add 3 more.
@neelma21994 жыл бұрын
Thanks alot Sir ☺️
@bkrai4 жыл бұрын
You are welcome!
@neelma21993 жыл бұрын
Sir how can I do performance measures like MSE, RMSE, after fitting GARCH models.i tried to found but could not succeed. Kindly help me in this regard highly grateful.
@maldacious Жыл бұрын
Is there a way to integrate event-specific analysis in this? For example, Apple announces X product at X conference or whatever. What other analysis can you do involving how the price of the stock reacts to this specific event?
@ankitti4 жыл бұрын
Happy Guru Poornima Sir
@bkrai4 жыл бұрын
Thanks and happy guru poornima to you too!
@user-jz6uu7rd9k2 жыл бұрын
Sir, can you help with the R code for a GARCH model with AR (1) and one independent variable is
@bkrai2 жыл бұрын
The link to R code is in the link below video.
2 жыл бұрын
Thank you so much for the video. One question: how can I run the model with a database from Excel, instead of importing it from Yahoo Finance?
@bkrai2 жыл бұрын
You can read a csv file using this: data
@marf982b3 жыл бұрын
Thanks a lot from Bangladesh
@bkrai3 жыл бұрын
You are very welcome!
@alexurban124 жыл бұрын
Amazing video, your tutorials help so much. Would it be possible to make tutorials on spectral analysis?
@bkrai4 жыл бұрын
Thanks, I've added it to my list.
@akashdahire3462 Жыл бұрын
How do you put that PerformanceAnalysis library in source
@bkrai Жыл бұрын
You can run this: install.packages('PerformanceAnalytics') library(PerformanceAnalytics)
@bpa2614 жыл бұрын
Thank you for your videos cooperation to learn indepth in RStudio. i want to know the r-code on connecting to different databases and also arduino or raspberry pi from rstudio. Please let me know few libraries for machine learning and deep learning drag and drop mode as well.
@bkrai4 жыл бұрын
Thanks, I've added this to my list too.
@mihirgupta88133 жыл бұрын
Hi Sir! Thank you so much for the video. I was hoping if you could guide me on how to deal with missing values because when I am trying to fit 'm' using ugarchfit, it gives me the following error: > m
@thejuhulikal62904 жыл бұрын
Sir, Can we use this for agricultural crops during COVID pandemic
@bkrai4 жыл бұрын
If you have similar time series data, you can certainly use this.
@shafaluthfia2 жыл бұрын
Hi Dr. Bharatarendra, I'm Actuarial Student. May I ask how to interpret or what does it mean for the Histogram with the normal distribution? Thankyou
@bkrai2 жыл бұрын
Histogram of actual closing prices are usually non-normal due to shifting means. But histogram of 'returns' as can be seen is closer to normal distribution and thus modeling of 'returns' is better compared to trying to develop model directly with closing prices.
@shafaluthfia2 жыл бұрын
@@bkrai Thank you so much for replying my questions. May I ask whether any video about how to build a Neuro-GARCH model in R? Since I have been browsing for it but rarely found on building it with R. Thank you once again Dr. Bharatarendra
@utsavgupta944 жыл бұрын
Hi Sir, I am having a doubt regarding FFTrees. I am trying to build a tree and then encountering the following error: "Error in classtable(prediction_v = asif.decision_v, criterion_v = criterion_v) : prediction_v and criterion_v must be logical" Thanks in advance
@bkrai4 жыл бұрын
What was the code that gave this error?
@utsavgupta944 жыл бұрын
@@bkrai tree
@thejuhulikal62904 жыл бұрын
Hello sir, thank u for all the information you need us, Sir can I know the source of apple data used here, can we also get data on maize or onion.I will be pleased to hear from you.
@bkrai4 жыл бұрын
These are apple stock prices. As shown in the video, the data is inbuilt.
@bpa2614 жыл бұрын
i forgot to ask about webscrapping sir. please cover that video as well if possible sir.
@bkrai4 жыл бұрын
Thanks, I've added it to my list.
@azizullah7881 Жыл бұрын
with respect sir your lecture is very fruitful, but when I apply this formula for GARCH itlogst_garch
@bkrai Жыл бұрын
In R 'warning messages' are not an issue. If you get 'error', then there is a problem.
@neelma21994 жыл бұрын
Sir when I run the function sd (return) it gives the output NA why this happened how get rid of this
@bkrai4 жыл бұрын
Make sure you ran code on line-15.
@neelma21994 жыл бұрын
Sorry Sir what is line-15 don't understand .I did same as you only difference is me using r and you are using r studio
@bkrai4 жыл бұрын
I would suggest using RSTUDIO, it is much more user friendly and less chances of making errors.