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  • FM05 Will Start Shortly: This Session Will Be Recorded. Please Mute Your Mic

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    Harshvardhan Singh
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    This document provides an agenda for an online statistics course. It will cover method of moments estimation, partial autocorrelation functions, and predictive modeling. It begins with reminders to mute microphones and that the session will be recorded. Last class covered linear regression, order statistics, and weighting methods. This class will review interim student feedback and include a quiz, practice problems on autoregressive and moving average models, and interpreting partial autocorrelations conditionally.

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    This document provides an agenda for an online statistics course. It will cover method of moments estimation, partial autocorrelation functions, and predictive modeling. It begins with reminders to mute microphones and that the session will be recorded. Last class covered linear regression, order statistics, and weighting methods. This class will review interim student feedback and include a quiz, practice problems on autoregressive and moving average models, and interpreting partial autocorrelations conditionally.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    8 views6 pages

    FM05 Will Start Shortly: This Session Will Be Recorded. Please Mute Your Mic

    Uploaded by

    Harshvardhan Singh
    This document provides an agenda for an online statistics course. It will cover method of moments estimation, partial autocorrelation functions, and predictive modeling. It begins with reminders to mute microphones and that the session will be recorded. Last class covered linear regression, order statistics, and weighting methods. This class will review interim student feedback and include a quiz, practice problems on autoregressive and moving average models, and interpreting partial autocorrelations conditionally.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 6

    FM05 will start shortly

    This session will be recorded.


    Please mute your mic.
    Welcome back to FM05: Statistics in Finance!
    • Last time we looked at linear regression, causality and invertibility,
    order statistics for QQ plot, psi and pi weights
    • This week we consider the method of moments, PACF and prediction.
    • We also review the interim feedback that you provided.
    Quiz

    Go to www.menti.com and enter code xx


    Practice
    • Yule-Walker estimators for AR(1)
    • Yule-Walker estimator for MA(1)
    • PACF interpretation as conditional correlation

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