You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Hi, awesome content, thanks a lot! I was not able to find this specific excel file in the folder though, would be great if you could upload that as well. Thanks.
Hi Faiza, and thanks for the kind words! I have got a video on non-normal GARCH distributions th-cam.com/video/pwGXftsrWYE/w-d-xo.html but I believe you have watched it already! Might do something along the lines of estimating GARCH in other software at some point in the future.
Hellow Sir, Thank you very much for such a informative vedio, It helped me to know how the Anderson darling test is performed. Can you make the vedio of same test for other probability distribution like Log Pearson type III as well as Pearson Type III distribution.
Hello Prathana, thanks so much for your feedback. We are considering making other videos on various probability distributions shortly in the future, the application of the test is pretty much the same for all of them though!
Hi, and thanks for the question! There are many goodness-of-fit tests to help you determine whether your data comes from a particular distribution, and that includes the Anderson-Darling test covered in this video. I have got other videos on several of these, the easiest to implement would be the Kolmogorov-Smirnov test (th-cam.com/video/R-MBFCK3p9Q/w-d-xo.html). Overall, do check the mathematical finance playlist!
Hi Sandra, and thanks for the question! These have been obtained from bootstrapping, fitting a curve onto the distribution of simulated p-values. This is straight from a textbook "Goodness of fit techniques" by D'Agostino (1986). Hope it helps!
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Hi, awesome content, thanks a lot! I was not able to find this specific excel file in the folder though, would be great if you could upload that as well. Thanks.
@@aravindganesan2908 Hi Aravind and glad the video helped! Please check the Google Drive link once again, the relevant spreadsheet has been uploaded!
You are amazing. Thank you for sharing the knowledge
Thank you for guiding the calculation steps.
Hi Jeyasri, and glad the video helped!
Excellent explanation, really helpful. Thank you!
Great Video! What a channel!
Thats a good video. Could you please post a video explaining the maths behind Cucconi Test?
Hi Vishwam, thanks for your feedback. We'll definitely cover Cucconi test sometime in the future.
This was super helpful! Thank you so much :)
Sir i like ur econometric and finance statistical vedios.plz make vedio on how to perform garch(1, 1) with different distribution in matlab.
Hi Faiza, and thanks for the kind words! I have got a video on non-normal GARCH distributions th-cam.com/video/pwGXftsrWYE/w-d-xo.html but I believe you have watched it already! Might do something along the lines of estimating GARCH in other software at some point in the future.
Nice video specially live working with the example in excel.
Hi Soumen, appreciate your feedback! :)
Hellow Sir, Thank you very much for such a informative vedio, It helped me to know how the Anderson darling test is performed. Can you make the vedio of same test for other probability distribution like Log Pearson type III as well as Pearson Type III distribution.
Hello Prathana, thanks so much for your feedback. We are considering making other videos on various probability distributions shortly in the future, the application of the test is pretty much the same for all of them though!
@@NEDLeducation thank you sir.
Nice video dude
How can I know if my data follows poison or binomial or weibull distributions,is there any trick or an equation can help us? Kindly help
Hi, and thanks for the question! There are many goodness-of-fit tests to help you determine whether your data comes from a particular distribution, and that includes the Anderson-Darling test covered in this video. I have got other videos on several of these, the easiest to implement would be the Kolmogorov-Smirnov test (th-cam.com/video/R-MBFCK3p9Q/w-d-xo.html). Overall, do check the mathematical finance playlist!
@@NEDLeducation Thank You
how was the values for a b and c derived?
Hi Sandra, and thanks for the question! These have been obtained from bootstrapping, fitting a curve onto the distribution of simulated p-values. This is straight from a textbook "Goodness of fit techniques" by D'Agostino (1986). Hope it helps!
perfect
Спасибо за русские субтитры🙏
Наталья, не за что! Рады, что субтитры пригодились :)
@@NEDLeducation конечно пригодились👍