Unformatted text preview: 2. Model ﬁtting (or parameter estimation) 3. Model diagnostics (or residual analysis) Remark: Principle of parsimony Statistical Package to be used : SPlus. Some good features of SPlus: (1) Easy to use; (2) High quality graphical outputs (3) Built in statistical analysis. In the beginning, we need to know how to do: 1. Import data into SPlus 2. Make simple plots 3. Do linear (simple and multiple) regression 4. Handle output (obtain relevant material only) 5. How to get help Remark : The students are expected to be familiar with the basics properties of the expectation, variance, covariance and correlation. 1...
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- Spring '08
- Statistics, Hang Seng Index, future size XT, quality graphical outputs, Make simple plots