ARMA Stationarity, Invertibility, and Causality [Time Series]

[@RebeccaLi-s1k]

Best video i've ever seen in explaining ARMA, tysm!

[@yomaru_1999]

keep on making more videos! love your clear delivery.

[@andreassteiner2275]

Your say that the criteria for stationarity is that all roots of the polynomial of the AR terms "are not on the unit circle". I think this should be "all AR-related roots" *OUTSIDE* the unit circle. Only stationary ARMA processes can be causal.

[@archer9322]

Thank you very much for making such a concise video!

[@camilochaves4771]

I wish my tuition went to you instead of my professors

[@졔졔-k7u]

Thank you for your kind explanation!

[@brucechali5618]

Nice explanation

[@batistasarfoakuoko7011]

Thumps up. This video is dope

[@You-sb4nf]

I think you made a mistake in the second example, several resources state that if |θ| < 1 then the process is invertible, which in this case it is less than 1. Same rule applies for causality but with φ.

[@krishnabarfiwala5766]

Amazing

[@adamdewaal340]

dumb question but if you have say xt=5-0.55xt+zt, what happens to the constant ? Does the backshift equation become (-4-0.55b)=zt?

[@21_jadhav_rajendra84]

Why does Your Model have 2 Xt values and no Zt-1 or Xt-1 terms. I think the model you gave is not proper. However your questions surrounds 5 i.e a constant value which we can Consider as Drift Mew. For such problem our prof have told us to simply take Yt= Xt-5. And then it's easier.

[@adamkolany1668]

you should not use the lettter Z in the two different meanings as here. once it a complex variable, and once a white noise process. why don't you just use B in the first case?

[@hanifmuhammad5543]

can you explain why does the 3 properties apply?

[@viajeespacial5391]

Al parecer utilizaste mal la fórmula cuadrática para encontrar las raíces de los phi

[@NishadiKumarasiri]

i think you made a mistake in the first example. θ(B) >1 should be for function invertible.

[@tuananhtran5071]

same question, it should be > 1, not >=1

[@petermburu4830]

Thanks for the video. Please confirm if the quadratic is right?

[@gigz54]

looked right to me, did you think something was wrong?

[@yashwanthsai9304]

you sound like penny from big bang tv show

[@totochandelier]

thanks for this video i'm confuse because I don't understand why you say that -8 is > - 1 and then lies into the unit circle . Isn't it the contrary?

[@mathetal]

It's -0.8 not -8 !

[@totochandelier]

@@mathetal ok ! thanks

[@zuriatiwenger6480]

@@mathetal hi! Isn't -0.8 < -1.0, which means it's in the unit circle. Plus, you drew the dot on the y-axis to show that.

[@JacobBe5]

@@zuriatiwenger6480 -0.8 is greater than -1, it is to the right of -1. Is it easier to understand if said as -0.8 is between -1 and 1, so it is inside the unit circle. And that means it fails the test?

[@Geetoowavy]

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