Dear Students,
hope you are well. Just to remind you that will have
Wednesday, 27 March, 9:00am-10:00am (60 minutes)
Place: PL-301 (Peter Landin teaching rooms)
You will find below basic topics and examples for preparation.
See also the attached pdf file, and solution of Quizzes 2-4 on QMPLUS Week 7 (preparation for midterm test)
Midterm 2024
Wednesday, 27 March, 9:00-10:00 am
1) Basic definitions: stationarity, white noise, i.i.d and others
2) Summary statistics: mean, variance, skewness, kurtosis, Jarque Bera test
3) Testing for absence of correlation
4) AR(p), MA(q) models, selection of order p, q
5) Checking the fit of the model, and significance of parameter estimates
6) AIC and BIC information criterions
Test covers: Lecture 2-5, Problem Sets 2-5
Examples for preparation:
Problem Set 2: 2.1
Problem Set 3: 3.1, 3.2,
Problem Set 4: 4.3, 4.5
Problem Set 5: 5.2
See attached info +solutions of Quizzes 2-4 (QMPLUS, week 7)
