All about Granger Causality in Time Series Analysis!
Пікірлер: 83
@wolfgangi4 жыл бұрын
I swear, you have some of the best most intuitive explanations on these concepts ever!
@sachinrao13 жыл бұрын
You are brilliant in making complicated things simple. Thank you
@fredericnicholson80 Жыл бұрын
Thanks Ritvik. I finished my math masters over 30 years ago. I wish you were around back then to fill us all with your knowledge and enthusiasm. Well done!
@fleurlion2 жыл бұрын
This is the first explanation I actually get! So easy to understand - Thank you so much :D
@teegnas4 жыл бұрын
Wow ... the approach you took for explaining this concept is really good. Please keep them coming!
@ritvikmath4 жыл бұрын
Thanks!
@teegnas4 жыл бұрын
@@ritvikmath Please expand your playlist on time series talk. It's very helpful.
@jordanlee13263 жыл бұрын
Thank you! I am a political science student and this video (and the one on VAR) has really simplified my understanding.
@mukahazah8998 Жыл бұрын
That's an interesting concept. I'm not sure I could do the T and F tests to come out with the results, but you've given me the general understand of how it works and that helps. Thanks so much!
@subramanianmr76303 жыл бұрын
Wow! What an intuitive way of explaining. It has becomes easy now for me to read detailed theory. This approach is best way of teaching. Thanks a lot Ritvik.
@ritvikmath3 жыл бұрын
Glad it was helpful!
@allaabdella23774 жыл бұрын
Thank you, it’s very helpful. Can you expand more on t-test and f-test in time series? It will great to include them in future videos if possible. Overall, good work!
@user-vm8fl2rd9t Жыл бұрын
Thank you so much. You've simplified a concept I genuinely struggled with!
@nyjash934 жыл бұрын
by far the clearest video on this topic
@unajoh64722 жыл бұрын
your video is amazing! thank you for your intuitive and clear explanation
@mathelecs38842 жыл бұрын
Man you are so amazing! Thank you for sharing your knowledge!
@adenforst2303 жыл бұрын
Your channel is amazing. Simple as that.
@Juan-Hdez5 ай бұрын
Very useful. Thank you!
@Thomas-cy3np5 ай бұрын
very solid explanation, thanks a lot!! :D
@lixunsu11723 жыл бұрын
Thank you. Great video.
@ninakoch17993 жыл бұрын
love your videos!!
@johannhmartinez85504 жыл бұрын
Muy buena explicación. Gracias
@GohOnLeeds8 ай бұрын
Love your presentation, man :-)
@playingserious91082 жыл бұрын
I think you are talented at explaining.
@afafeben6882 Жыл бұрын
شكرا ، اللهم بارك 🤍
@ArunSubbiahCeo2 жыл бұрын
Truly grateful for the incredible work. ❤ Just a suggestion: Can you also do a video on cointegration?
@bank60335 ай бұрын
Really the way of explanation is very nice
@kevinaubrain17924 жыл бұрын
Great video ! I'am doing an internship in neuroscience and it helps me a lot in my work. Do you have any video about this kind of method that helps determining the number of lags ?
@mobileentertainment2125 ай бұрын
very well explained!
@adnanbakather43843 жыл бұрын
Excellent. Thanks you for sharing knowledge with all.
@ritvikmath3 жыл бұрын
My pleasure!
@zhanbolatmagzumov64092 жыл бұрын
Hi Ritvik. Thanks for the code example as well. Until which lag I should look for granger causality? Starting from lag 8 the p-value decreases and around 14 lag is 0. But maybe it is by smoothing effect.
@mohitgehlot6582Ай бұрын
Thank you so much bro.
@totochandelier4 жыл бұрын
thanks for your great job ! i ve just spent all the night watching all your videos on time series! just a question : what is the difference here, with VAR models ? You are using lags of an explicative variable , as you have done with VAR , didn t you ?
@larifarycharis53128 ай бұрын
Excellent explanation thanks
@kimkido954 жыл бұрын
what a nice and compact video!! could you please make a video on VECM ?
@mathieudujardin9194 Жыл бұрын
Thank you bro you're a beast
@Selcet613 жыл бұрын
Excellent ! Bravo !
@ritvikmath3 жыл бұрын
Thanks!
@gloriarumao49052 жыл бұрын
The video is very helpful. Thank you. Can you also explain the cointegration test with respect to creating a VAR model?
@sdotlondonkid2 жыл бұрын
Is the Granger causality test able to be used across more than two variables simultaneously or will I have to conduct those tests separately.
@pradoemilio30973 жыл бұрын
Thank you!!!!!!
@kabeldelices10163 жыл бұрын
Can we use granger causality test whene having mixed order of integration I(0), I(1) or I(2)? Or we must have one and only order of integration of the variables tested ? Thank you
@alfredtan55993 жыл бұрын
Great video you have done! Do you have videos on t-Test and F-Test please?
@yulinliu8504 жыл бұрын
Excellent teaching of the concept!
@ritvikmath4 жыл бұрын
Thank you :)
@cheng-lungwang51363 жыл бұрын
what id there are two or more time series variables that I want to predict the outcome variable. is Granger causality can be used? or simply use VAR
@BKGA4 жыл бұрын
I watched most of you series on time series. You rock! I wonder if you would be able to include applications using R for example. Will you be talking about impulse response function or frequency domain? Thanks
@ritvikmath4 жыл бұрын
thanks! And I definitely will look into videos on time domain / frequency domain and related concepts!
@aminnourmohammadi50254 жыл бұрын
Thank you so much for you awesome videos. Could you please make a series of videos about nonlinear time series analysis? ..... Also, I was wondering if you know a Matlab algorithm for measuring nonlinear/nonparametric Granger Causality.
@estaykylyshbek83473 жыл бұрын
Great video! Could you please talk about the Cointegration test?
@programmingwithjackchew903 Жыл бұрын
i observe that lower the p value higher the f test, may I know what is the optimal value for f test
@indonesischealles56794 жыл бұрын
Can we linked the causality on same goverment in two periodic time?
@avinashkumarpandey3 жыл бұрын
Very Intuitive Video ! If you don't mind can you also give the link of the microphone you are using . Thanks
@arkadiuszkuswik67652 жыл бұрын
should the time series be stationary for the test? thanks
@TheWindization11 ай бұрын
Would love a full playlist on causal models and analysis with the ritvikmath clarity of explanation
@wongkitlongmarcus93103 жыл бұрын
brilliant
@nambuihoai82224 жыл бұрын
Thank you, amazing vid! Could you please make a video on SVAR models!
@marshamarkus61394 жыл бұрын
yes please! :)
@tianjoshua40793 жыл бұрын
You really know time series knowledge inside out.
@ritvikmath3 жыл бұрын
Always trying to learn more!
@programmingwithjackchew903 Жыл бұрын
hi does granger causality require no outlier data?
@raulq.35194 жыл бұрын
Amazing. Thank you, Ritvik! I've a got a curiosity, if I want to run a Granger test, let's say in R, basically the function iterates through various lags -of the rich city, mentioning the example- until finding those 3 and 5 lags?
@gm78363 жыл бұрын
Nice, thanks!
@ritvikmath3 жыл бұрын
No problem!
@sjisx3 жыл бұрын
So... How does granger causality differ from correlation? Is it because of the time lag?
@manthansinghshekhawat10 ай бұрын
Jo bhi apne pdhaya... Acha laga pdhke...
@sdotlondonkid2 жыл бұрын
Also, are there other tests for investigating causality.
@erniesings685516 күн бұрын
Are cointegration and causality the same test?
@mago20073 жыл бұрын
R studio or python tutorial!!! Great videos!
@johannaw2031 Жыл бұрын
What does Phi represent?
@digitalresearchsupport85464 жыл бұрын
Can you make video on DCC multivariate Garch Model
@iftikhar588 ай бұрын
best
@gurmeetsingh53234 жыл бұрын
Professor impulse response function please... VAR and IRF
@ProgrammerError2 жыл бұрын
Doesn't granger causality lead to a chicken or egg problem? One could also say that the rich city is following the poor city (if you drew your graph completely)
@Isaiah_McIntosh Жыл бұрын
Couldn't you then check impulse response to determine the direction of causality?
@kanejiang2938 Жыл бұрын
So , in my opinion, the pool city line is lag 1 of the rich city
@kanejiang2938 Жыл бұрын
But i have a question. How can i decide the best AR model to predict pool city line by itself?
@saitaro3 жыл бұрын
OMG 60fps suddenly, wow! Who need Star Wars and stuff now? Ditch that, I choose learning stats. Go on, man, fire it up!
@jinchengwang35112 жыл бұрын
Neymar, is that you?
@ritvikmath2 жыл бұрын
Yup
@Achrononmaster Жыл бұрын
@2:00 pretty stupid (neoliberal) idea to do export led growth. You want to maximize useful output no matter what, for that you run a sovereign currency to guarantee full employment. You only export your surplus to domestic needs, which "pay for" the imports. If you need _more_ imports (for whatever reason) you *_definitely do not link currencies_* you use a floating exchange rate. Then if the imports cause pass-through inflation you re-gauge your own currency, because why the hell would you not! This way the poor nation never borrows foreign currency. They'd only need to borrow a foreign currency (and incur IMF penalties) if they do fix or peg the exchange rate. It would be incredibly stupid to do that, since debts in a currency your government does not monopoly issue cannot be guaranteed to be redeemed. You take the pass-through inflation hit instead, but raise the minimum real wage to keep everyone employed, until you later do produce enough surplus to domestic needs that will pay for the imports. If that never eventuates you just stick to the inflation led growth, since state currency is a mere numeraire this is indefinitely sustainable. Foreign debt is not. No need ever to borrow a foreign currency. No need to peg or fix the exchange rate (which is effectively a needless tax on your population). Key is full employment, not low inflation.