You deserve an Oscar for "Explain like I'm five"

"coincidentally the error term spells out Eat", - said with a straight face

Why our university professor aren't like him!?

I am currently working on my thesis and needed a refresher for Time Series. I am going through your time-series playlist and boy! Thank you for these videos. They are amazing at making really complex ideas intuitive.

Hello, I am a statistics student and I admit that classes are sometimes super theoretical and after hearing you explain all of these topics in a rather simple manner, it gets much easier to understand all the math behind it. Thank you very much!

This helped me a lot understanding other research papers while working on my thesis.

It's so easy to flow with you man. I salute you. I literally laughed when you did that f(t-1).

Ritvik simply amazing ! Thank you so much

So simple to understand.. THANK YOU SO MUCH!

Beautiful video. I've been wracking my brain around this all week. Now I undestand it completely.

Astonishing, This guy is just amazing !!!

Just wow. Thank you for this.

You 've done a wonderful job explaining somewhat difficult concepts

Simple, concise, straight to the point. An excellent video!!!

Awesome! You are so talented to teach concepts concisely.

Great video! Very easy to follow and understand the core! thank you so much :)

I have been following you for a couple of months, and whenever I stock in comprehending an econometrics concept, I instantly search for the idea in your videos. You explain the complicated concepts of econometrics so effortlessly and fluently. I just wanted to thank you. Please keep making these fantastic lectures.

I have learned a lot with your channel jajs !

Thanks a lot Man. You made it so intuitive, connected to real life, and easy to understand.

Wow great explanation! Thank you so much

Fantastic explanation!

I was looking for an easy to understand basics of VAR. This video does just that. Well done and thank you

Thanks for the explanation!

this was perfect, thanks so much!!!!

Excellent Explanation. Thanks

Great job explaining.

it's so well explained, thank you. I haven't touched matrices in over 10 years but it came back so intuitively with your explanation.

Thank you sir for this awesome video. The way you simplify such a complex model is simply awesome.

God, why is it so hard for people to explain stuff this simple and easy? You're the Dude. Keep it up.

extremely clear. thank you

Great explanation!

Excellent video!!!!!

coicidentally error term spells out Eat. This is crucial for my understanding thank you! LOL

Thanks for your brilliant help

Amazingly explained!! By far the only video I have seen with ZERO dislikes! And that explains...

Zero dislikes? I guess I am not the only one who found this explanation to be the most intuative. Thanks!

Wow its really helpful! Thanks!

first of all, thank u for ur videos and making things easier and if u have some other detailed videos on the same topic ( like in here VAR model) then please provide the link in the description/comments.

Very helpful and intuitive

Great video! simple and clear explanation

Very helpful! Thank you.

👌. The very best teacher ❤

Great video, thanks!

Awesome content and presentation.

Everyone loves the work that you do! I believe this is the best gift from the universe that you are blessed with. Thanks a lot for the unconditional teachings that you are giving to all of us. In Sikhi, it is called "SEWA" which is serving mankind and giving back to society and you are doing it to the best. Your videos are so useful for our studies. Thanks once again!

I'm a brazilian student in the high school, and I really need to thank you about your spetacular didatics and knowledge you share with people from all the world, I saw many channels about this subject, many of them just had the good talk but didn't have the mathematics necessary to decodify all of these beautiful subjects, you instead, have it both, never give up on this beautiful work of yours.

This one was the easiest explanation for this models. Thanks!!! I already click the subs

Thanks Teacher! , Regards from Colombia!

Very good video. Thank you!

Dude... you are the best! Thx

nice lecture presented in a clear and easy to understands manner

Love the example ❤️

I cannot believe how easily I understood this!!

Some years have passed, but I still remember how traumatic and horrible my first VAR class was. Definitely, the level of humility and maturity of our instructors are hidden variables but clearly would affect the performance of their students. Thanks for your video !

Thank you very much for this clearly video

excellent.. really very easy to understand in this way .. thank you

This is excellent! Thank you so much Ritvik

Very good video and explanation.

This is helpful, thanks

Very nice video.. super insightful.. good info... i love maths!

great explanation.

Wow, so magnificent, thanks!

great video man!!! thanks a lot.

You literally saved my job!!!

Dude, the best playlist for time series!! Thank you for all your effort.

Your explanations are brilliant and I love your videos. What could be useful is implementing all these methods into real data sets within excel. This will give a more applied nature to the vids. Keep up the good work, gained a sub!

Very nice, thank you!

superb... very easy to understand.... nicely explained... i expect morecomplex VAR models... and if possible, coding of the same using R or Python

Thanks man! Great video!!

You are awesome. More videos.

Sir, you are a legend

Hi! thanks for your videos that I find really highly informative. Could you expand on this and the stationarity video by introducing some time-varying VAR? thanks a lot

Why do I understand this? You are a good teacher mate.

Very easy way. Awesome

Amazing you helped me a lot thx

Okay this was too good.

Wowwwwww... I wish every university must have a teacher like you... Sir I have a request.. Can u plzz make a detailed video of VAR by taking 4 5 variables like effect of 4 variables on one variable... In VAR framework.. In detail.. Plzzz plzz humble request sir

thank you from Korea :)

this is so helpful :")

Thanks Sir!

Thank you for your video, very helpful ! A question : what about the case when the series are cointegrated?

U rocked it .

Excelent video. Thanks.

Great video :-)

Thank You for this. I have 2 questions. 1. when we use lags in this model, how do we know variable's lag we have to use? 2. when we get the model summary, why do we have coefficients for all the variable regardless of which variable is being predicted?

@ritvikmath: Thank you so much for such an excellent and amazingly intuitive explanation of VAR. Do you perhaps have a video on VECM? If not can you please do a video on VECM. That would be hugely appreciated

lots of thanks and support from a former bruin!

I couldn't stop thinking how genius the "Eat" variable is

Amazing really!

Perfect Explanation

"So go ahead and convince yourself" 5:38 I WAS LAUGHING SO HARD

Hello Ritvik. Awesome vid as always. My question is the following : if you have a d dimentionnal time serie and you try to predict all the values at the same time, can you use the pacf to estimate the order p of the VAR(p) model? If so, will it be the same principle as in your video with the python application?

Thank you so much ritvikmath. So easy to understand with your teachings! When will the follow up video on VAR be available? Also do some on cointegration please...

clear! thx!

thanks for this man! keep up the good work. Cointegration next?

Great video -- very nicely done. Philosophical point about the assumptions: The number of apples sold last month may not be related to the number sold this month (or to the number of bananas sold last month), never mind a linear relationship -- I am sure you know this -- I only bring this up as a pedagogical point that might be useful to beginners -- that is, ask them to think about that relationship and see if it makes sense to them on a gut level before getting buried in the mathematical symbols and copying whatever equation is given etc. Loved the video -- keep up the good work!!!

I regret that i cannot find this video early your explaination is so good

I watched all your videos with pleasure, you are great 👏I will ask you a question for the first time, I am doing a project with the varmax method, but since I have hourly data in the estimation of the number of rail system passengers, I think it causes noise both annually and seasonality during the day, how can I overcome this problem. Also, my prediction variable is not normally distributed, do I need to do anything for this? Otherwise ,Should I do deep learning methods?

Thank you for the video! Is there a name for a model that is autoregressive and a function of an exogenous variable? For instance, we want to know future banana sales using last month's sales and last month's apple sales...but last month's apple sales are exogenous.

Thanks for the video. How about the case that a_t and b_t can affect each other?