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regression-analysis

  1. David Harper CFA FRM

    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...
  2. Nicole Seaman

    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...
  3. 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)...
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