CFA Level 2 | Time Series Analysis Part 1 | Quantitative Methods
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CFA Level 2 | Time Series Analysis Part 1 | Quantitative Methods
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Topics Covered in this video:
Trend Analysis
Trend Model
Log Linear Model
Linear Trend Model
Testing for Serial Correlations in Trend Model
Auto Regressive Models - AR 1 model, AR 2 model,
Covariance Stationary Autoregressive Model
Testing for Serial Correlation in Auto Regressive Model
Root Mean Sqaured Error
Mean Reversion
Instability of AR Model Parameters
Random Walk
First Differencing
Random Walk with a Drift
Dickey Fuller Unit Root Test