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Is Data Loss a Lie?

URL
https://www.youtube.com/watch?v=CKTKRmZc0OA
Views
648
Description
One of the most common statements I hear is, "you shouldn't difference you data because you will have data loss." This is partially true however it is worse to do nothing and accept the fact that your data is non-stationary! Data can be non-stationary in many ways but stationary in only one way. In this video I discuss how to use a dynamic intercept in linear regression to avoid any data loss. I also show you algebraically how to re-write the equation for implementation. Website: https://www.FancyQuantNation.com Quant t-shirts, mugs, and hoodies: https://www.teespring.com/stores/fancy-quant Connect with me: https://www.linkedin.com/in/dimitri-bianco https://twitter.com/DimitriBianco
Rating
5
Name
Dimitri Bianco
Date
2022/05/26
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