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  • FM05 Will Start Shortly: This Session Will Be Recorded. Please Mute Your Mic. Today's Office Hours 1-2pm

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    Harshvardhan Singh
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    This session will cover linear regression, order statistics for QQ plots, and psi and pi-weights in statistics. There will be a practice problem on estimation and errors being orthogonal. The instructor will also simplify the first exercise sheet based on feedback that it was too challenging and correct values from a previous quiz on pi-weights. Students are asked to provide feedback through an interim survey and can discuss topics on the discussion forum or email the instructor directly with other issues.

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    This session will cover linear regression, order statistics for QQ plots, and psi and pi-weights in statistics. There will be a practice problem on estimation and errors being orthogonal. The instructor will also simplify the first exercise sheet based on feedback that it was too challenging and correct values from a previous quiz on pi-weights. Students are asked to provide feedback through an interim survey and can discuss topics on the discussion forum or email the instructor directly with other issues.

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    6 views5 pages

    FM05 Will Start Shortly: This Session Will Be Recorded. Please Mute Your Mic. Today's Office Hours 1-2pm

    Uploaded by

    Harshvardhan Singh
    This session will cover linear regression, order statistics for QQ plots, and psi and pi-weights in statistics. There will be a practice problem on estimation and errors being orthogonal. The instructor will also simplify the first exercise sheet based on feedback that it was too challenging and correct values from a previous quiz on pi-weights. Students are asked to provide feedback through an interim survey and can discuss topics on the discussion forum or email the instructor directly with other issues.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 5

    FM05 will start shortly

    This session will be recorded.


    Please mute your mic.

    Today’s office hours 1-2pm


    Welcome back to FM05: Statistics in Finance!
    • Last week we looked at AR, MA and ARMA models, and ACF to
    distinguish between them (especially MA)
    • This week we give an example of linear regression, order statistics for
    QQ plot (residual analysis), and psi and pi-weights.
    • Thank you for filling up the interim feedback form for the lectures.
    • It ended yesterday, so I will present a summary next time.
    • This week there is an interim survey about tutorials and practicals.
    • Discussion forum online is for students, for other issues please email
    me directly.
    Practice
    • Estimation and errors are orthogonal.
    • Exercise sheet 1 was a bit challenging. Let’s simplify it.
    Quiz

    Go to www.menti.com and enter code xx


    The quiz was based on wrong pi-weights, sorry. Corrected values on next page.

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