Becoz of multi collinearity, some or all of std errors will be inflated so F stat should be underestimated but option C is not right
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Kamal8742The Official Nerd
In answer, we should use AR model with first differencing. can’t we use linear trend model
Kamal8742The Official Nerd
In review class, sir has told that moving average model is not part of syllabus now. but it is given in summary in core material
Kamal8742The Official Nerd
Theere are two methods given for serial correlation test for time series data: one is auto correlation test and one is dickey fuller test. can anyone tell me that when we can’t use auto correlation test and so that we should ...
Kamal8742The Official Nerd
In the writeup, slope coefficient is given which is negative hence there should be negative causation. then according to me answer should be A. please solve my doubt and tell me that where am I misunderstanding.
Kamal8742The Official Nerd
Formula is something different for standard of forecast as compared to dictated in notes.
Kamal8742The Official Nerd
In examples, they have used the formulas for the standard error of coefficients of intercept and independent variable. do we need to learn these formula also. PS – i am not talking about standard error of estimate & standard error of forcast. i ...
Kamal8742The Official Nerd
Can anyone provide the logics of different degrees of freedom of RSS, SSE and SST. pls explain the logic of F stat also MSR/MSE
I am little confused whether above topic ie simulation, scenario and decision tree which a part of QM is in syllabus or not? and the topic of backtesting and simulation which is with portfolio mgmt is in syllabus. Please clarify.
rutu789Intermediate
Q1: Assume our AR(1) model has significant autocorrelation on lag 1 and lag 2, lag 3 & lag 4 are insignificant, can we use MA(1) model on the same data series? Q2: Also, for MA(2): X(t) = e(t) + (theta1).e(t-1) + ...