NO.PZ202106160300004203
问题如下:
Based on Batten's regression model, the coefficient of determination indicates that:
选项:
A.Stellar's returns explain 2.11% of the variability in CPIENG. B.Stellar's returns explain 14.52% of the variability in CPIENG. C.changes in CPIENG explain 2.11% of the variability in Stellar's returns.解释:
C is correct. R2 is the coefficient of determination. In this case, it shows that 2.11% of the variability in Stellar's returns is explained by changes in CPIENG.
如何理解R^2的含义?比如R^2=0.78,是一单位R^2的变动会有78%的可能性影响Y的变动?听课时没理解明白。