Quants Level 1
Quants Level 1
0 l00
Sormpling BishbuHop
-MC
SC
S3
2000
mean ka m o
Shd
n
DOMS Page No.
Date
Run Hyporhesis
Cloio
u0on to Check shethen ehoxns on SoCE
mavkeh q1eaer ma 0. i t h 95/ Conbdene
Mue ky laqoha
iaeual
nal
D: 30
Ha 5
AleroaHye Hypokhesis
Ho l0_
ol Hpolhesis
Shd EOY
mmsamp le
haHSHC
14.
30
0128
Con ve S d Nvrna
ean
4.38
o-
4-10
o 912 This is 2 T s h D 912%s
4:393
OMS PageNo.
Date
38 T-Sta
O 1-65
Desoko
CHca Vcue-
So ea theck 15:. n ta
ka devtaon îs .65
o1iespond 0n
S0, F 0on o 5ay dith 157 Dohdente meo.
Hoe onsostondovdize enosmal of 14. i-e 433
should be moxe m a o:65 hen |Can 60
h a _he yehYng_ CKe More hnan 10. oith
Coaidence
lo Hupotoesis alunaus 6
OReject Noll OR
T8 Fovoula F
TSThT > |u Rejecr Nol
NoLO fo beter undeis landiog
w Con_alaa calculak
OUobens
eect n o l
omple Stohahi
30
5
CT 15
Ha <0/.
.
Stand Noinmo
5td 6KOY
J3
o9128
4336145
stat
Reect NUU_
1
OMS Page Mo.
Date
P-Value Video Po 3
T-5hob P- Valwe
Con Kdenre Leve
T-Stot CHcalValue Reject NI
ultai55
P- Val ue
Signikconte Leel ReetNall
oOol 5
a s a aa39kta
Ho i s Ho io False
rtr}
Noe UIdhon Ka Hypothesis a h i heta nai
OMS Page Mlo.
0ate
Video Pant
Tes Relaked o Votiange
Hpothess
Nofmal Distibvtion
F Tes Tab
Ch)-oavNe Chivave
Citcel Value
Tes5toHsHc Table CT-Stat)
-LT-5fa1)
Rmula
>LGaical Vale Rejec
Null
51 Lodeen samplt
2
52
n Nooenahod
Mostty5ka anJey
Hypcthesiz ed laluc_ Gven saeg
ven sdhea
235
Forple Chi 6uove Tes Single opulabior Vatiaoke
Saople Vsniance
2
Ha
0 0016
Ho 0 =_
Talleo
25.
t634 38.016
DE 24-
2016
Fallcd h fect Nuy
22
Level oSihcanc 5y.
Chi 69uaredtdble catY cnl gn ta.
fog lef t e have to ure 975. i e O75|
P 23
FKocaple 1es fx
Ca Naciante) - Vided Pont 5
Textilelndushry fo ponlodus
n : 31L n 4H)
bx 4 30
5 3:8
df 30 af Ho
-upPn Tal f: S t
Toks le
QvantS
Sarnple
2o00
Sormple 2 2 Sapling
Distibuhon o.
2000
Mean ka me an
Has Prapexies
Sacapling Gaiased Esinaloy
Expeced vaue of e eStrnator
pato
-te eahionate
2EfGcieot
VoiOnre kiSrahai
3
Payarmee Consistent
e5hmate as t
he achal Valwe
Best Fi Line
way tat
=i6-25
mininal
ConsBaok
2
S 6 12 |3
4:15
Note- The Bes} Fit Line siM
alua5 pas6.
Beta
Varioncem
625
S5125
Ds1332 H-6625
hen eV eY we aYe
+0:61332
aiching to y
6 Pagen:
Dale:
CoV
Kist
Covorione
Nouw
Stock Morket
Compang
t
2. 31. 475
4). 5/.
5. 6-25
3.
Const a n t . lO
Dependent Slope
tartabte Co-efhcient
Explained Vorable;
lndepend ent Var}abe
Rrediched
Variab'e
Expanaory
pvedicina
Page No.
0ate: YGUVA
thio eguohton i5
iotpreted
Y depends |enHYelyon
SBo ck rloykeX
2/
3.
5|.
8'2
Va|ue
X
IX 3 3 Se
Date:
6lope
Vide at
Slope
No te QuDp0Sea to beondor
Stope 5
Note: -
Page No.
YOUVA
Date
Reoernbey,obehev ex We
pediting he valve e
we do mok take
henm
No
bo t
No
(
2
2 3
Mioio)2e the
Syonmaho
bo t bixt)
(
59uaYe nahi kiya toh Hbpe is
Page No.
Date:
bo
bodepenorek
Con stont
Dependent
Slope
Cov
Coy 2, X
oqeeY
332+ 1866tx
YOUVA
Date
5.
Vaxione of Yesidual ter m Constant
econ
stant
cal) ed a
Homoskedasic
Video Pont lo
Residual term is
J independently dishibukd.
Resldoal fon one obseNaHon
nnr coxrelaed
abseuahoo me sidval Semanelaho
EA,tB OU1d be
Time
Seial ConelCion
M
Page No.
Date:
Video Ront
* Assunnphons nf Linear Rearession.
A Linear Telationship enists beeen Hoe
depender
indrpendent voriable s
Ipo he6is
2.
Inàependeot ayìable is UocoXxelated
tRundon.
3. Re Sidual term 15
Distribuled
Error Term
Eaplaintd
R
55T Total
den anly fox siagle
sinqle linfa
80. teny Kegression
eaplained by R
what iS
CoYYelah'on
Ao6'
No
indeperdeot ariabley
SR = RSS
55F
55E
3Kesidva Sample
No 70tatVariaheo
S$T
NOF abte
to enplain
Explained
Keqre s6iom
Sur of
S5T
Tota aiaHeo SSE R55 55
SSR
No
ituuld be a that R55 more hen
2!.08 :96 47.
STaridavdi
e
|-2
doydì
ze Ston
tal'led) 2 |96 idence Con q5/
40 n |.2). 0= a
4/ [tahsic argple
Ho
Ha
0/ Dat neYnS Check
if §:aot
to
I)Part (video
5b hen
depends 6imlorly
5b)
ndo depe
No
popl"g
huoch'oton 5b1S
depends
on
No
YGUVA Date:
No. Page
Page No
Date
No Mote
kt
bo t by 1
fore ças Sb
Std eYOY
SA
1 Soo0 stoCk3
200D
Popl" b) ka Oshibuion
2000
Sonpling Dist
5td
exT0
(Ska o de
T
Page No.:
Date: YoUVA
bo
We
aluays est bypoe5is fov 5lo pe ie
bj
Sbould be staHshcall diffeyernt
behwe eri
linea Yeq Ye$sion ka Ikuch SenSe
nahi bonea.
Wont o check if 5l0pe
Ha bL
064
sahshc
Sbi O26
J
6lope a shd esog
36
36 2 34
Page
Date
2)
F-Sta
as. anbde F
4).
o1s9)4
Ex0cnple
I:966 - 0:372
F
4 F: Table
3{25 4372
Rejeck tol
The
Pagc No.
YOUVA
Date:
MR CVideo Part 2)
F-SBaH6hc
Ri5
k
Ceow)
df denominar 36 - 2 - 3 4
Caihcal Volve
F5tat CV
Keiect NoH
The siope Cuefhkwent
064
026
2:035b) = 2
95. condene
CTuoo Tarled)
203 5b)
To checb 064
Rejett Nu |.
S S
Page No.
2) Date:
YOUVA
Log-Lin Mod el
kineat kevession
Only in Single
i5 F:SLat
T: Stat ka &, uoYe
bo t bx
bato to bai ?
But E6at 02
Qnd elk
J
independeot voytoble ka slup:
Note: -
ideally sed fo
MulHple Keqression
neieched.
P- value <
Reject Nu)
Sigoican(e P-Value Sigoi
Rer'e