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标题: Quant - Multiple Regression [打印本页]

作者: former 时间: 2011-7-11 19:21 标题: Quant - Multiple Regression

I have a question as how natural log is applied if one of the independent variable is $, e.g. Market size, sales etc.
In CFAI, question 4 (page 412), book value is C$900MM, and natural log in the regression equation as per the answer, is ln(900,000).
Whereas in question 3 (page 411), market cap is $100MM, and natural log applied as per the answer, is ln(100). Anybody know how to apply ln if $ is one of the independent variable?

Thanks in advance.

作者: eoin 时间: 2011-7-11 19:21

It doesn't matter. Either way works.

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