notices - See details
Notices
GM
Garrett M (not verified)
5th July 2016 | 10:31am

The "Quantitative Methods for Valuation" section of the level 2 material spends a great deal of time going over the methodology for using linear regression in time series. In particular it goes over checking for unit roots and cointegration, as well as reviewing the errors in time series models. Did you do any of those checks when building your model, or did you only look at the R^2?