Unit Root, Stochastic Trend, Random Walk, Dicky-Fuller test in Time Series

[@abhinavsattiraju9718]

Best explanation on youtube! Tried very hard to find one, thank you!

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[@panshulrastogi1187]

Extremely helpful, one of the clearest explanations I've come across. Thank you!

[@berke-ozgen]

Thank you Sir! Really good explanation but we did not mention variance stationarity, it is also one of the reasons of nonstationarity. If you made a video about it, please let me watch.

[@Roland-hm2vt]

what did he explain at 2:30 if not variance stationarity?

[@ДарьянаИванова-п8ы]

there is a mistake in DF test explanation (slide starts at 18:49). not (1-phi) but (phi-1). otherwise you'd get wrong hypothesis testing results

[@ShamsherAlam-xs3bo]

Sir thank you very much, this video is very valuable for me and make it easy for me to understand this concept

[@shikhasingh8404]

You made this topic very easy Thnx sir.

[@jhontreyesalbarracin9479]

Thank you, great explanation. It follows a clear structure and well-linked the concepts together. It worked really good for me as a review to reinforce from my readings.

[@khaledmustafa7341]

Hello, I have a question, when I manually find the Dickey Fuller statistic value, the statistic value is very slightly different from the value generated from the Eviews program, although I use the same data, what is the reason?,, I mean the normal Dickey Fuller test, not the developer

[@Rong30B]

adds are disturbing the flow & more importantly concentration

[@ashishtiwari1912]

Thank you very much. The video was very helpful

[@TJAcademyofficial]

These video will help you to learn the concept. Subscribe TJ Academy kzbin.info/door/Q7Cbm57341QKdgZ_fTDGvwvideos English (with EViews): kzbin.info/www/bejne/n6anfpqMasmkrJY Urdu/Hindi: kzbin.info/www/bejne/mmS4qmSmYqmUha8 (1/2) kzbin.info/www/bejne/eZKrlKuCfJWgfpY (2/2)

[@volkanky]

I have a question please help me ; I have a export data but ı reach the trend stationary process, so can I use this data for VAR analysis? how can I transform the trend stationary process to sationary process

[@nikunjgattani999]

Very helpful

[@TheEarthenPotIlasengupta]

delta t = beta , right? and exp (delta t ) = 0 , right ? please clarify . Else there is a confusion @7.20

[@patapingping]

TKS for clear presentation . appreciate bro !!

[@DewanggaPrabowo]

how we choose the method for unit root test? adf, pp, and so on

[@adityamahajan1238]

What is phi hat and se (phi hat) at the end of the video?

[@DewanggaPrabowo]

phi hat is the estimator of phi or we can say the prediction/estimate, and I don't know about s.e.

[@sheilaalsy]

@@DewanggaPrabowo standard error probably?

[@DewanggaPrabowo]

@@sheilaalsy maybe

[@PierLim]

Thank you for this. Just a quick question - At 12:14, why does Yt-1 + Yt-2 + .... converge into Y0? Isn't it adding up?

[@cityuuniversity1365]

Your not adding up but replacing Yt-i with (c + Yt-i-1 + a_t-i) so in the end you will have Yt-t which is Y_0

[@HariniDesai]

love this

[@hamismiraji1894]

this is very good

[@getachewguadie9541]

thank you very much

[@serviosilver9440]

Very good explanation. Thank you

[@stranglesensei]

gracias profe

[@zoozolplexOne]

Cool!!!

[@mintaowei2686]

way too many ads bro

[@pulltheskymusicgroup4475]

🇹🇿

[@quant-prep2843]

gero ??? it is zero maan!

[@lucasaugustodeoliveirasilv7995]

understood anything that u said. terrible english