PRMIA Related Exams
8007 Exam
Which of the following is not a direct cause of autocorrelation or heteroskedasticity in the residuals of a regression model?
You invest $2m in a bank savings account with a constant interest rate of 5% p.a. What is the value of the investment in 2 years time if interest is compounded quarterly?
A linear regression gives the following output:
Figures in square brackets are estimated standard errors of the coefficient estimates.
What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?