Introduction to ARIMA Modelling

This presentation discusses and illustrates the basic principles of ARIMA modelling for forecasting a non-seasonal (or seasonally adjusted), time series.

[@rishant9936]

Such a well articulated and to the point video . Really deserves more views . Thanks

[@user-te5gf2oz2t]

very clear and logical explanation! Thank you

[@HADIIRAJPUT-jc1sf]

such a great guider about the data analysis , like it 😍

[@pipertripp]

Crackin' presentation. I got a lot out of that, thank you!

[@lorenzoleongutierrez7927]

Bravo 👏, great video . Thanks a lot sir for sharing your knowledge 😊

[@sharmilasenguptachowdhry509]

Your voice is so wonderful, thank you for the explanation.

[@luisaferrari6825]

very useful video, thank you!

[@amyrodriguez2845]

Great video, thank you.

[@HAIYIZHU-qu5kt]

very useful!!!!!!!!!!!!!!!!!!!! Love you

[@samirhajiyev6905]

Simple explanation.thanks

[@surensubra6989]

thank you sir it was very useful 👍

[@erasmussimons3611]

Very insightful and well structured video but ones you applied the differentials and the afc showed some of the data being unstationary ...you suggested an ARIMA mode of (3,1,0)...whats the bases of that suggestion

[@sau002]

Nice presentation.

[@user-rl3bz2wf9c]

a very nice and warming voice

[@cupdhyaya]

What is name of the book from where example is taken?

[@kumijustice8741]

what happens if at 1st difference all the data are not significant

[@Outlines]

where does splitting data into train and test sets fit into this ? I thought we only select the model with lowest Aicc or BIC based on how the training set performs on the test set?

[@pipertripp]

I don't think that approach is appropriate with time series data because the observations are not independent and you can't simply extract some of the data into different sets or you would destroy the integrity of the data.

[@yopiandrew622]

many resource i read show that the sign (-) in the MA equation actually sign(+) . now i am confused can you explain it sir :)

[@mydataanalysissite878]

It doesn't really matter which signs are used in this general specification of the ARIMA model. Some authors/texts use minus signs as I have done here, others use plus signs. When a model is estimated by the software package the appropriate signs on the coefficient estimates will be determined, and those will be used in the equation that will be used for forecasting.

[@shubhamgarg9540]

Nice lecture sir. Thanks but i have a doubt and wishes to share with you. Can you please share your email id to share the problem in ARIMA modelling, I face.