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Access detailed syllabus, curriculum changes, and essential formulas for CFA and FRM programs.
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Learning outcomes and topics for Changes
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17. Hypothesis Testing
- e. Explain what the p-value of a hypothesis test measures, and calculate the p-value from a test statistic
21. Stationary Time Series
- d. Define and describe the properties of autoregressive (AR) processes, and calculate the time series for an AR process using specified parameters
- e. Define and describe the properties of moving average (MA) processes, and calculate the time series for an MA process using specified parameters
- f. Explain how a lag operator works, calculate the lag polynomial of a time series process, and apply characteristic equations to assess stationarity
- i. Describe the application of AR, MA, and ARMA processes, and apply model selection criteria to identify the best-fitting time series model
- k. Describe, calculate, and interpret the Box-Pierce Q statistic and the Ljung-Box Q statistic