Dr. Imran Arif

@UCCzLR1rp9f__7m03fdlJbJw - 3.7K subscribers

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2.1: Introduction to Macroeconomics (Part 1)

2.1: Introduction to Macroeconomics (Part 1) Dr. Imran Arif

455 views - 1 month ago

2.1: Introduction to Macroeconomics (Part 3)

2.1: Introduction to Macroeconomics (Part 3) Dr. Imran Arif

355 views - 1 month ago

Changing dates in AsUlearn

Changing dates in AsUlearn Dr. Imran Arif

140 views - 3 years ago

9.3: Estimation of dynamic regression (ARIMAX) models

9.3: Estimation of dynamic regression (ARIMAX) models Dr. Imran Arif

3.3K views - 4 years ago

9.2: How to model dynamic regression (ARIMAX) models?

9.2: How to model dynamic regression (ARIMAX) models? Dr. Imran Arif

5.7K views - 4 years ago

9.1: Dynamic regression (ARIMAX) models

9.1: Dynamic regression (ARIMAX) models Dr. Imran Arif

7.8K views - 4 years ago

9.4: Dynamic regression (ARIMAX) models in R

9.4: Dynamic regression (ARIMAX) models in R Dr. Imran Arif

16.2K views - 4 years ago

8.21: Introduction to seasonal ARIMA (SARIMA) models

8.21: Introduction to seasonal ARIMA (SARIMA) models Dr. Imran Arif

3.8K views - 4 years ago

8.22: Choosing P & Q in SARIMA models using ACF and PACF

8.22: Choosing P & Q in SARIMA models using ACF and PACF Dr. Imran Arif

25.5K views - 4 years ago

8.23: Seasonal ARIMA (SARIMA) models in R

8.23: Seasonal ARIMA (SARIMA) models in R Dr. Imran Arif

22.1K views - 4 years ago

8.24: ARIMA models summary

8.24: ARIMA models summary Dr. Imran Arif

2.3K views - 4 years ago

8.18: How to pick the value of q in ARIMA models using ACF & PACF?

8.18: How to pick the value of q in ARIMA models using ACF & PACF? Dr. Imran Arif

15.3K views - 4 years ago

8.17: How to pick the value of p in ARIMA models using ACF & PACF?

8.17: How to pick the value of p in ARIMA models using ACF & PACF? Dr. Imran Arif

25.3K views - 4 years ago

8.19: ARIMA modelling procedure

8.19: ARIMA modelling procedure Dr. Imran Arif

5.1K views - 4 years ago

8.11: Moving average models

8.11: Moving average models Dr. Imran Arif

1.2K views - 4 years ago

8.16: Choosing AR(p) and MA(q) in ARIMA models using ACF and PACF

8.16: Choosing AR(p) and MA(q) in ARIMA models using ACF and PACF Dr. Imran Arif

22K views - 4 years ago

8.10: Autoregressive models

8.10: Autoregressive models Dr. Imran Arif

1.4K views - 4 years ago

8.15: The difference between ACF and PACF

8.15: The difference between ACF and PACF Dr. Imran Arif

17.7K views - 4 years ago

8.12: Non-seasonal ARIMA models

8.12: Non-seasonal ARIMA models Dr. Imran Arif

1.5K views - 4 years ago

8.13: Non-seasonal ARIMA models in R

8.13: Non-seasonal ARIMA models in R Dr. Imran Arif

1.5K views - 4 years ago

8.20: Non-seasonal ARIMA models example in R

8.20: Non-seasonal ARIMA models example in R Dr. Imran Arif

3.1K views - 4 years ago

8.14: Building your own ARIMA models

8.14: Building your own ARIMA models Dr. Imran Arif

1.4K views - 4 years ago

8.9: Various time series stationarity tests in R (ACF, the Ljung-Box, ADF, KPSS)

8.9: Various time series stationarity tests in R (ACF, the Ljung-Box, ADF, KPSS) Dr. Imran Arif

1.7K views - 4 years ago

8.1: ARIMA models introduction

8.1: ARIMA models introduction Dr. Imran Arif

1.6K views - 4 years ago

8.7: The KPSS test for time series stationarity in R

8.7: The KPSS test for time series stationarity in R Dr. Imran Arif

6.1K views - 4 years ago

8.2: Stationarity of a time series

8.2: Stationarity of a time series Dr. Imran Arif

1.6K views - 4 years ago

8.4: Differencing a time series to achieve stationarity

8.4: Differencing a time series to achieve stationarity Dr. Imran Arif

16K views - 4 years ago

8.3: Time series stationarity examples

8.3: Time series stationarity examples Dr. Imran Arif

1.6K views - 4 years ago

8.8: Algorithm to test stationarity of a time series

8.8: Algorithm to test stationarity of a time series Dr. Imran Arif

1.1K views - 4 years ago

8.5: Unit root detection using the ACF and the Ljung-Box test

8.5: Unit root detection using the ACF and the Ljung-Box test Dr. Imran Arif

2.6K views - 4 years ago

8.6: The augmented Dickey-Fuller (ADF) test for time series stationarity

8.6: The augmented Dickey-Fuller (ADF) test for time series stationarity Dr. Imran Arif

9.5K views - 4 years ago

7.13: Estimation and model selection of ETS

7.13: Estimation and model selection of ETS Dr. Imran Arif

1.4K views - 4 years ago

7.12: Innovations state space models (ETS models)

7.12: Innovations state space models (ETS models) Dr. Imran Arif

1.5K views - 4 years ago

7.14: ETS models in R

7.14: ETS models in R Dr. Imran Arif

2.2K views - 4 years ago

7.15 Exponential smoothing models summary

7.15 Exponential smoothing models summary Dr. Imran Arif

534 views - 4 years ago

7.1: Exponential smoothing introduction

7.1: Exponential smoothing introduction Dr. Imran Arif

979 views - 4 years ago

7.10: Holt Winters' seasonal method in R

7.10: Holt Winters' seasonal method in R Dr. Imran Arif

4.8K views - 4 years ago

7.5: Holt’s linear trend method

7.5: Holt’s linear trend method Dr. Imran Arif

3.7K views - 4 years ago

7.3: Simple exponential smoothing in component form

7.3: Simple exponential smoothing in component form Dr. Imran Arif

817 views - 4 years ago

7.11: A summary of exponential smoothing methods

7.11: A summary of exponential smoothing methods Dr. Imran Arif

586 views - 4 years ago

7.4: Simple exponential smoothing (example in R)

7.4: Simple exponential smoothing (example in R) Dr. Imran Arif

2.3K views - 4 years ago

7.7: Holt’s damped trend method with example in R

7.7: Holt’s damped trend method with example in R Dr. Imran Arif

2.3K views - 4 years ago

7.8: A comparison of the forecasting performance of SES, Holt's trend, and damped trend methods in R

7.8: A comparison of the forecasting performance of SES, Holt's trend, and damped trend methods in R Dr. Imran Arif

956 views - 4 years ago

7.2: Simple exponential smoothing

7.2: Simple exponential smoothing Dr. Imran Arif

891 views - 4 years ago

7.9: Holt-Winters’ seasonal method (additive, multiplicative, & damped)

7.9: Holt-Winters’ seasonal method (additive, multiplicative, & damped) Dr. Imran Arif

3.7K views - 4 years ago

7.6: Holt’s linear trend method (example in R)

7.6: Holt’s linear trend method (example in R) Dr. Imran Arif

2.5K views - 4 years ago

6.12: X11 decomposition of a time series (with example in R)

6.12: X11 decomposition of a time series (with example in R) Dr. Imran Arif

2.5K views - 4 years ago

6.8: Moving averages of moving averages

6.8: Moving averages of moving averages Dr. Imran Arif

640 views - 4 years ago

6.7: Moving averages to extract trend-cycle component of a time series

6.7: Moving averages to extract trend-cycle component of a time series Dr. Imran Arif

1.2K views - 4 years ago

6.16: Time series decomposition summary

6.16: Time series decomposition summary Dr. Imran Arif

665 views - 4 years ago

6.15: Time series forecasting using decomposition (with example in R)

6.15: Time series forecasting using decomposition (with example in R) Dr. Imran Arif

1.7K views - 4 years ago

6.11: Classical decomposition issues and example in R

6.11: Classical decomposition issues and example in R Dr. Imran Arif

790 views - 4 years ago

6.13: SEATS decomposition of a time series (with example in

6.13: SEATS decomposition of a time series (with example in Dr. Imran Arif

750 views - 4 years ago

6.14: STL decomposition of a time series (with example in R)

6.14: STL decomposition of a time series (with example in R) Dr. Imran Arif

3.1K views - 4 years ago

6.9: Moving averages (Example in R)

6.9: Moving averages (Example in R) Dr. Imran Arif

1.6K views - 4 years ago

6.10: Classical decomposition of a time series

6.10: Classical decomposition of a time series Dr. Imran Arif

3.1K views - 4 years ago

6.5: Multiplicative model of time series decomposition

6.5: Multiplicative model of time series decomposition Dr. Imran Arif

4.6K views - 5 years ago

5.37: Multicollinearity and variance inflation factor (VIF)

5.37: Multicollinearity and variance inflation factor (VIF) Dr. Imran Arif

449 views - 5 years ago

6.3: Time series components

6.3: Time series components Dr. Imran Arif

753 views - 5 years ago

5.30: Forecasting with regression models

5.30: Forecasting with regression models Dr. Imran Arif

456 views - 5 years ago