COURSE
Quantitative Methods- CFA L2: Quantitative Methods - Introduction
- Quants: Correlation Analysis
- Quants: Single Variable Linear Regression Analysis
- Standard Error of the Estimate or SEE
- Confidence Intervals (CI) for Dependent Variable Prediction
- Coefficient of Determination (R-Squared)
- Analysis of Variance or ANOVA
- Multiple Regression Analysis
- Multiple Regression and Coefficient of Determination (R-Squared)
- Fcalc – the Global Test for Regression Significance
- Regression Analysis and Assumption Violations
- Qualitative and Dummy Variables in Regression Modeling
- Time Series Analysis: Simple and Log-linear Trend Models
- Auto-Regressive (AR) Time Series Models
- Auto-Regressive Models - Random Walks and Unit Roots
- ARMA Models and ARCH Testing
- How to Select the Most Appropriate Time Series Model?
Standard Error of the Estimate or SEE
- Also called Standard Error of the Regression
- Conceptually SEE helps to measure how imperfect your model is at predicting the value for a dependent variable, Y.
- Mathematically SEE can be seen a measure of deviation(s) around your model’s regression line, a line one deviation above and below the predicted equation line
The following video explains the concept using sample data from Google and yahoo stock quotes.
eBook - Data Visualization with ReBook - Financial Time Series Analysis with ReBook - Credit Risk Modeling with ReBook - Derivatives with ReBook - Quantitative Trading Strategies with RCFA Level I - Study NotesCFA Level I - Practice Question BankCFA Level I - Mock ExamPRM Exam I - Practice Question BankGetting Started with R Programming (Free eBook)
