1、CFALevel2知识框架图知识框架图使用说明•前面一段时间一直陆陆续续在微信公众号CFAPASS上发了CFA各级别知识框架图,方便大家用手机就可以快速浏览CFA复习的要点。•由于Ethics本身框架感很强,就没有单独画框架图了。•有很多考友发来消息说希望可以提供电子版的,方便大家打印下来复习备考。•这边做了一个汇总版的提供给大家,祝大家考试顺利。•更多CFA复习资料还会陆续在公众号CFAPASS上发出。——李斯克&何旋CFA II Quan*ta*ve Methods by 何旋Correlation ana
2、lysisR11 Correla*on and regression Regression analysisCorrelation analysisH: ρ=0; t‐test 0RejectH0RejectH0Significance test rn-2α/295%α/2t=,df=n-2(Hypothesis test)1-r2-t+tcriticalcritical★★结论:例如reject the null hypothesis—>the correla
3、d Y is significantly different from zero.①Outliers (异常值):few extreme values ②Spurious correla
5、e of the error term is zero (i.e., E(εi)=0 ) ★④The variance of the error term is constant (homoskedas*c) ⑤The error term is uncorrelated across observa*ons (E(εε)=0 for all i≠j) ij⑥The error term is normally distributed. 解释:An es
6、2:Y will change two units for every 1 Coefficient估计unit change in X. ★Intercept term of 2%:the X is zero, Y is 2%. Cov(X,Y)b1=b0=Y−b1X计算Var(X)ANOVA Table分析★★dfSSMSSRegressionk=1RSSMSR=RSS/kErrorn‐k‐1SSEMSE=SSE/(n‐k‐1)Totaln‐1SST‐结论SSRSSE2计算:R==1−SSTSSTCoefficient
7、 R2=r222Determina一元:R=rXY(R2)解释:R2 of 0.90 indicates that the varia
8、standard error, the beder the fit. The SEE is the standard devia