题目 Assume the shock (aka, innovation), ε(t), in a time series is approximated by Gaussian white noise. The lagged (yesterday's) realization was 0.0160 and the lagged shock was -0.280;i.e., [...]
题目 Your colleague Patricia is conducting a regression analysis based on a large sample (N> 30) from her bank's customer database. The dependent variables the customer's FICO credit score. The [...]
题目 Regarding Q-statistics, the Box-Pierce and Ljung-Box Q-statistics: 选项 A.Produce different results. B.Are more accurate for smaller datasets. C.Essentially yield the same result. D.Both use [...]
题目 Assume the value of the independent variable is zero, then the expected value of the dependent variable would be equal to which of the following? 选项 A.Slope coefficient B.Intercept [...]
题目 Which of the following statements about the ordinary least squares regression model (or simple regression model) with one independent variable are correct? I.In the OLS model, the random error [...]
题目 A risk analyst performs a simple linear regression on return data comprising three variables evolving in time and obtains, amongst others, the followings are the [...]
题目 Paul Graham, FRM is analyzing the sales growth of a baby product launched three years ago by a regional company. He assesses that three factors contribute heavily towards the growth and comes [...]
题目 The proper selection of factors to include in an ordinary least squares estimation is critical to the accuracy of the result. When does omitted variable bias occur? 选项 A.Omitted variable [...]
题目 In regard to modeling and forecasting seasonality, each of the following is true EXCEPT which is not accurate? 选项 A.A seasonal time series is, by definition, covariance stationary [...]
题目 A risk analyst performs a simple linear regression on return data comprising three variables evolving in time and obtains, amongst others, the followings are the [...]
