5:10 8.22: Choosing P & Q in SARIMA models using ACF and PACF Dr. Imran Arif 25.5K views - 4 years ago
4:13 8.18: How to pick the value of q in ARIMA models using ACF & PACF? Dr. Imran Arif 15.3K views - 4 years ago
3:53 8.17: How to pick the value of p in ARIMA models using ACF & PACF? Dr. Imran Arif 25.3K views - 4 years ago
2:13 8.16: Choosing AR(p) and MA(q) in ARIMA models using ACF and PACF Dr. Imran Arif 22K views - 4 years ago
5:06 8.9: Various time series stationarity tests in R (ACF, the Ljung-Box, ADF, KPSS) Dr. Imran Arif 1.7K views - 4 years ago
4:29 8.5: Unit root detection using the ACF and the Ljung-Box test Dr. Imran Arif 2.6K views - 4 years ago
4:56 8.6: The augmented Dickey-Fuller (ADF) test for time series stationarity Dr. Imran Arif 9.5K views - 4 years ago
6:27 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
6:27 7.9: Holt-Winters’ seasonal method (additive, multiplicative, & damped) Dr. Imran Arif 3.7K views - 4 years ago
5:05 6.12: X11 decomposition of a time series (with example in R) Dr. Imran Arif 2.5K views - 4 years ago
5:43 6.7: Moving averages to extract trend-cycle component of a time series Dr. Imran Arif 1.2K views - 4 years ago
3:16 6.15: Time series forecasting using decomposition (with example in R) Dr. Imran Arif 1.7K views - 4 years ago
2:27 6.13: SEATS decomposition of a time series (with example in Dr. Imran Arif 750 views - 4 years ago
3:19 6.14: STL decomposition of a time series (with example in R) Dr. Imran Arif 3.1K views - 4 years ago
4:14 5.37: Multicollinearity and variance inflation factor (VIF) Dr. Imran Arif 449 views - 5 years ago