CFA L2
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Last updated 2:18 AM on 8/1/26
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22 Terms
1
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General Equation
2
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Log-Log Regression
3
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R squared
4
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Adjusted R-Squared
5
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Akaike’s information criterion
6
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Schwatz’s Bayesian information criterion
7
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F-test Joint Hypotheses for Coefficients
8
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BP test for conditional heteroskedasticity
9
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DW for SC
10
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BG test for SC
11
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Variance inflation factor test for MC
12
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Logistic Regression
13
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Structure or AR(p)
14
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Covar Stationary
15
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Mean-reverting level
16
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RMSE
17
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Unit Root and Random Walks
18
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Arch models
19
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EG DF test
20
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Precision and Recall
21
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Accuracy and F1
22
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RMSE Big Data
