CFA Level II

Formula Sheet 1 – Statistics

http://www.cpa-cfa.org
Statistics

Variance = = Sample variance = =

Std deviation = =

COVx,y = Sample COVx,y =

rx,y =

t-calc for rx,y =

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Linear regression =

Total variation =

Unexplained variation =

Coefficient of determination = R2 =

Coefficient of determination = R2 =

Std error of estimate =

Sample variance =

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 CFA Level II
Formula Sheet 1 – Statistics
http://www.cpa-cfa.org

Anova table:

If signif F

If P values

Adjusted R2 =

Slope coefficient t-statistic =

95% prediction interval of X when X has a value of Xz

Predictive value of X =

Variance of prediction error =

95% interval =

T-calc for regressions =

Breusch-Pagan X2 test for heteroskedasticity =

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 CFA Level II
Formula Sheet 1 – Statistics
http://www.cpa-cfa.org

Durbin-Watson test for serial correlation = =

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Mean reverting level =

RMSE =
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Std error of auto correlation =

T-cal of auto correlation =

Model is correctly specified if