臨近5月FRM考試，考生越是在最后關(guān)頭越不能松懈。在FRM一級(jí)考試中，有大量的計(jì)算題，這時(shí)候就需要用到相關(guān)的計(jì)算公式了。近日，還有考生咨詢?nèi)谲S老師，F(xiàn)RM一級(jí)考試公式重要嗎？有哪些？關(guān)于答案，隨小編往下看~

FRM一級(jí)公式當(dāng)然是很重要的，考生不僅要能記住，還能熟練運(yùn)用。在實(shí)際的考試中，是不提供任何公式的，因此，需要自己在平常做累積了。

關(guān)于FRM一級(jí)公式，小編下面是列舉的幾個(gè)，希望對(duì)你有所幫助:

Regression Assumption Violations：

Heteroskedasticity occurs when the variance of the residuals is not the same across all observations in the sample.

Multicollinearity refers to the condition when two or more of the independent variables, or linear

combinations of the independent variables, in a multiple regression are highly correlated with each other.

Covariance Stationary：

A time series is covariance stationary if its mean, variance, and covariances with lagged and leading values are stable over time. Covariance stationarity is a requirement for using autoregressive (AR) models. Models that lack covariance stationarity are unstable and do not lend themselves to meaningful forecasting.

Desirable Properties of an Estimator

A point estimate should be a linear estimator when it can be used as a linear function of sample data.

?An unbiased estimator is one for which the expected value of the estimator is equal to the parameter you are trying to estimate.

A consistent estimator is one for which the accuracy of the parameter estimate increases as the sample size increases.

FRM考試的內(nèi)容就分享這么多，考生如果對(duì)FRM考試還有更多的疑問(wèn)，可以文章評(píng)論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評(píng)論哦！