regression-analysis
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P1.T2.21.1. Nonlinear time trends and unit roots
Learning objectives: Describe linear and nonlinear time trends. Explain how to use regression analysis to model seasonality. Describe a random walk and a unit root. Questions: 21.1.1. The following seasonal dummy model estimates the quarterly growth rate (in percentage terms) of housing...- David Harper CFA FRM
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- linear-trends non-linear-trends random-walk regression-analysis seasonality unit-roots
- Replies: 1
- Forum: FRM® Practice Questions
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P1.T2.701. Regression analysis to model seasonality (Diebold)
Learning objectives: Explain how to use regression analysis to model seasonality. Explain how to construct an h-step-ahead point forecast. Questions: 701.1. Based on a regression analysis, the following model was produced to predict housing starts (given in thousands) within a certain...- Nicole Seaman
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- diebold h-step-ahead-point-forecast model-seasonality regression-analysis
- Replies: 1
- Forum: FRM® Practice Questions
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S
Regression Analysis
Hi David, Two questions regarding hypothesis testing: (1) Autocorrelation is the correlation between 2 error terms and serial correlation is the correlation between two residual terms. Doesn't that mean that autocorrelation and serial correlation are effectively interchangeable? (2)...- [email protected]
- Thread
- regression-analysis
- Replies: 1
- Forum: P1.T2. Quantitative Methods (20%)