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

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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Harshvardhan Singh
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19 views5 pages

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

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.

Uploaded by

Harshvardhan Singh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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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