NO.PZ202208220100000405
问题如下:
Determine using Exhibit 2 which one of the following statements is most likely to be correct. Monthly seasonality in the firm’s portfolio is________.
选项:
A.highly likely B.highly unlikely C.not able to be determined from the given data解释:
B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevariance explained by the model (R-squared) is only 10.3%, and after adjusting forthe number of independent variables (adjusted R-squared), it becomes negative.Also, the insignificant F-statistic indicates a 56.3% chance that all variable coefficients are zero. Finally, t-statistics and associated p-values indicate that all thevariable coefficients are insignificant (i.e., not significantly different from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio.
您好,这题我不是很懂,我选的c,我看的是pvalue和t对比,不是很理解答案里面的那些多重解释是联合看出还说其中一个看出来的