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Showing posts from May 13, 2020

TEST IN STATISTICS

Various test in statistics 1. Box jenkins- Forecasting 2. Unit root test- Stationarity  3. Durbin Watson d test- serial correlation 4. Durbin h test- auto correlation in auto regressive model. 5. Granger test- Causality  6. Goldfeld Quandt test - Heteroscedasticity  7. Dicky fuller test- Stationarity  8. F test- overall significance of regression 9. T distribution- Population parameters  10. Chi sq test- Goodness of fit 11. Dummy variable- Qualitative effects 12. Theory of probability - Uncertain events 13. Sample - mini replica of population 14. Normal distribution - Symmetrical with almost total area with mean + - 30( Sig ma) 15.  R square.. goodness of fit of regression function. 16. Mean is greater than mode-  positively skewed distribution. 17. Mean is less than mode- negatively skewed. 18. Mean is greater than median- Positively skewed. 19. Type I error- Rejection of H0 when it is true. 20 Type II e