CFA Level 2 - Quantitative Methods Time Series Part 2

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КОМЕНТАРІ • 31

  • @suchitajain8181
    @suchitajain8181 10 місяців тому +1

    I can't thank you enough...no doubts left..so much clarity

  • @raashigupta4111
    @raashigupta4111 3 роки тому +1

    Was so confused after reading the content. The entire regression series really helped in clearing out the doubts.
    Thank you so much!

  • @zahidm2213
    @zahidm2213 19 днів тому

    Thanks so much for this. Appreciate it.

  • @priyesharora9473
    @priyesharora9473 Рік тому

    Thanks a lot for such a valuable insights. You made the topic very easy which cant be grasped through plain reading.

  • @reva2601
    @reva2601 2 роки тому

    You came like a massiah to me before the exam!

  • @AshishSharma-nv9qm
    @AshishSharma-nv9qm 3 роки тому

    This was helpful...you have made a difficult topic look easy... Thanks for all the efforts..

  • @adarshjha3922
    @adarshjha3922 11 місяців тому

    You are such a gem ❣️❣️

  • @jeetsuchak4324
    @jeetsuchak4324 Рік тому

    Helpful as always!!!

  • @chayanjain9171
    @chayanjain9171 4 роки тому +1

    Very Informative and short lectures; Thanks for the whole Regression part.
    Please upload lectures for at least one more subject of level 2 i.e. FRA.
    It would be very helpful.
    thanks once again for such a wonderful lectures :)

  • @harshitmarwah8162
    @harshitmarwah8162 Рік тому

    Thank you, sir. It was really helpful

  • @suyashkharel9029
    @suyashkharel9029 3 роки тому

    Great Work ! Loved your regression series. Looking for other video series to, way to go!

    • @moneydecoding2739
      @moneydecoding2739  3 роки тому +1

      Other topics are available via a paid subscription of $5 per month. Check out the channel for demo of other topics and for details about the subscription

  • @rajsampat7413
    @rajsampat7413 2 роки тому

    At 8:05 B1 = 0. You might wanna edit that part. I am lucky to receive your teaching btw.

  • @prasiddhshroff7626
    @prasiddhshroff7626 3 роки тому +1

    Sir as you mentioned in the video, are there going to be any summary videos updated on this channel for all subjects? It would be of great help in brushing up all the concepts

  • @manharyadav7257
    @manharyadav7257 Рік тому

    Sir if we are able to predict the variance in ARCH does this not violate the assumption or does that not become statistically insignificant. So in this case what is the benifit of predicting future variance

  • @tanayshah8406
    @tanayshah8406 2 роки тому

    31:00 ARCH onwards

  • @reynardonainggolan1298
    @reynardonainggolan1298 Рік тому

    how to stop the subscription?

  • @ritvikasali8203
    @ritvikasali8203 3 роки тому +1

    Just wanted to confirm, unit root is b1 = 1 right?

  • @senthilsekar620
    @senthilsekar620 2 роки тому

    Even after correcting random walk with first differencing, model will not be accurate right? It is covariance stationary but it is not specified, because b0 and b1 are zero.

    • @moneydecoding2739
      @moneydecoding2739  2 роки тому

      With first differencing we change the model itself including B0 and b1 so they might not always be 0. This makes the results from model usable for interpretation. Model might not be most accurate, but its results are usable for analytical purposes

  • @KagoRose
    @KagoRose 4 роки тому

    Great, please make Fixed income videos too

    • @moneydecoding2739
      @moneydecoding2739  4 роки тому +2

      More videos are in production and there will be a platform update shared soon so stay tuned. Thanks for the feedback

  • @sahildua8190
    @sahildua8190 3 роки тому

    Hi sir, thank you for these videos , great explanation. Just wanted to confirm, does time series chapter (i.e part 1 and part 2) covers all the topics of time series

    • @moneydecoding2739
      @moneydecoding2739  3 роки тому +2

      Hi Sahil, thanks for appreciation. Both parts do cover the entire reading of Time series

  • @anmolshah8535
    @anmolshah8535 3 роки тому

    Sir, can you please explain how variance of error term is time series as it a sum of squared errors ? ( reference section : ARCH )

    • @moneydecoding2739
      @moneydecoding2739  3 роки тому +1

      ARCH is a specific situation where our error terms from one time period to next are related, so to detect this we have to run a regression of two error terms to find out dependency on each other. Variance is simply square of error term in regression because, error term itself is difference of actual and predicted, which is same as calculating difference of any value from expected mean. Hope this clarifies

  • @shrutipoddar2082
    @shrutipoddar2082 3 роки тому

    Could you please make a video on machine learning and big data projects

  • @lwc8883
    @lwc8883 3 роки тому

    I still have no idea what probit logit and discriminant are.

  • @dhruvrajpal1238
    @dhruvrajpal1238 3 роки тому

    Thank you so much. It was very helpful.