Functional forms in OLS regression (Excel)
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- Опубликовано: 4 окт 2024
- Appropriately transforming the data and using the correct functional form of an OLS equation can be essential for model quality and forecasting. Today we are investigating the four main functional forms - linear, logarithmic, exponential, and power law regression, their implementation in Excel, visualisation, and application to forecasting, as well as the mathematics behind them and their advantages and limitations.
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Very well explained! Thanks Savva!!
Great addition to my third econometrics tutorial at uni. I knew your channel will come in handy one day, gonna start watching some of the vids.
thanks for covering so many variations of linear regression! IMO it's more important to know how not to make simple mistakes than to follow the right steps with no space of improvement, and you nailed just that with the visualization part. I wonder how to apply this to AR, ARIMA models as they are fundamentally linear models too, with e.g. statsmodel or Excel? I have watched 10 of your videos and they are so GOOD! please keep creating awesome content !
I love all your videos. They're so simple to follow. Have you considered presenting the Bergomi model for pricing options and translating realized variance into a volatility smile?
Thanks Savva. The videos you make are very precious and I am grateful to you. Can you please do the kelly criterion optimization in the stock market in excel?
thanks for best explanation
Very well explained!! Thanks Savva!!