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Ok I just got the way to do a ACF and PACF test in excel.. you can use the excel if you want to to test for autocorrelation and Partial Auto Correlation for whatever variable in A as input... I don't know anything about VBA codes so this is the best I could.. You could do upto 11 Lags .. Useful...

@brian.field thank you sir for the pdf file which explains the matrix inverse method for calculating PAC Function in such detail.. Of course we have R and other software which does the job much quickly but still learning through Excel is learning stuff the hardway.. My question is Given...

Hi @David Harper CFA FRM ..Thank you for your clarification.. I made a excel file with a 100 day window(rather small for WHS) for MSFT Stock and computed the 96% VAR. If you have time kindly go through the final result. . I used interpolation to get the exact number. Don't know if its done in...

@David Harper ... Is it better to answer a Bayes Theorem question with a decision tree or probability matrix or use notations (formulas) P(A l B) = (P(B l A) * P(A))/ P(B). The numerator is a joint probability so I thought matrix form is better.. I prefer the matrix approach.. I just want to if...

I literally took the third power for the scenarios blindly thinking those to be the only likely scenarios. Thanks a lot @David Harper

I came across a example question from Schweser which I solved it below. Because the question specified that the performance in one year is independent of performance in next year. The probability that an Excellent manager will outperform 3 years in a row is (70%)^3 = 34.3% . This is why I...

Assuming Lambda = 0.96 Window Period= 10 to 200 days From what I have seen there are 2 formulas for the hybrid approach. Formula 1 (1-lambda)*(lambda)^(n-1) & Formula 2 (1-lambda)*(lambda)^(n-1)/(1-(lambda)^window period) This is a excel working using both the formulas. The window period is...

The problem is I am not exposed to a risk related department and average knowledge of finance and concepts of VAR are alien to me. I got a basic grasp thanks to the videos that explain through use of spreadsheets. In my view thats the best way to go.

I haven't bought the Bionic Turtle Study Set yet. I am moving through all the concepts from the GARP Material and additionally the BT Youtube Videos by David Harper and they were really excellent as they helped me in understanding parts which I haven't been able to get through from the...