Time-series analysis of stock return regressions in Excel | Financial Modeling Tutorials
A financial modeling tutorial on time-series analysis of regression statistics in Excel including issues like seasonality, autocorrelation, multicollinearity and heteroscedasticity in the Quant 101 data analysis course.
For the video transcript and cell formulas see:
https://factorpad.com/fin/quant-101/t...
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01:03 - Video Outline
01:33 - Step 1 - Two Types of Regression in Finance
02:42 - Step 2 - Time-Series Details
09:29 - Step 3 - The Case for Visualization
09:59 - Step 4 - Common Estimation Issues
15:05 - Summary
16:00 - Next: Linear Algebra in Excel
For the outline to the Series see:
https://factorpad.com/fin/quant-101/q...
See what else you can learn at:
https://factorpad.com
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