开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

黄路迦 · 2022年12月12日

如下

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000403

问题如下：

3. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in the errors in:

选项：

A.

the linear trend model but not the log-linear trend model.

B.

both the linear trend model and the log-linear trend model.

C.

neither the linear trend model nor the log-linear trend model.

解释：

B is correct. The Durbin–Watson statistic for the linear trend model is 0.10 and, for the log-linear trend model, 0.08. Both of these values are below the critical value of 1.75. Therefore, we can reject the hypothesis of no positive serial correlation in the regression errors in both the linear trend model and the log-linear trend model.

1.75是什么

添加评论
1 个答案

星星_品职助教 · 2022年12月12日

同学你好，

1,75是case中给出的DW statistic。

  • 1

    回答

  • 0

    关注

  • 289

    浏览
相关问题

NO.PZ201709270100000403 问题如下 3. Baseon the regression output in Exhibit 1, there is evinof positive sericorrelation in the errors in: the linetrenmol but not the log-linetrenmol. both the linetrenmol anthe log-linetrenmol. C.neither the linetrenmol nor the log-linetrenmol. B is correct. The rbin–Watson statistic for the linetrenmol is 0.10 an for the log-linetrenmol, 0.08. Both of these values are below the criticvalue of 1.75. Therefore, we crejethe hypothesis of no positive sericorrelation in the regression errors in both the linetrenmol anthe log-linetrenmol. critic是 1.75，两个statistic都是小于critiacal，怎么判断？原假设是什么？

2024-04-01 09:29 1 · 回答

NO.PZ201709270100000403 问题如下 3. Baseon the regression output in Exhibit 1, there is evinof positive sericorrelation in the errors in: the linetrenmol but not the log-linetrenmol. both the linetrenmol anthe log-linetrenmol. C.neither the linetrenmol nor the log-linetrenmol. B is correct. The rbin–Watson statistic for the linetrenmol is 0.10 an for the log-linetrenmol, 0.08. Both of these values are below the criticvalue of 1.75. Therefore, we crejethe hypothesis of no positive sericorrelation in the regression errors in both the linetrenmol anthe log-linetrenmol. 如题

2023-03-25 19:06 1 · 回答

NO.PZ201709270100000403 问题如下 3. Baseon the regression output in Exhibit 1, there is evinof positive sericorrelation in the errors in: the linetrenmol but not the log-linetrenmol. both the linetrenmol anthe log-linetrenmol. C.neither the linetrenmol nor the log-linetrenmol. B is correct. The rbin–Watson statistic for the linetrenmol is 0.10 an for the log-linetrenmol, 0.08. Both of these values are below the criticvalue of 1.75. Therefore, we crejethe hypothesis of no positive sericorrelation in the regression errors in both the linetrenmol anthe log-linetrenmol. 1.75是还是?

2023-01-27 17:47 1 · 回答

3. Baseon the regression output in Exhibit 1, there is evinof positive sericorrelation in the errors in: the linetrenmol but not the log-linetrenmol. both the linetrenmol anthe log-linetrenmol. neither the linetrenmol nor the log-linetrenmol. B is correct. The rbin–Watson statistic for the linetrenmol is 0.10 an for the log-linetrenmol, 0.08. Both of these values are below the criticvalue of 1.75. Therefore, we crejethe hypothesis of no positive sericorrelation in the regression errors in both the linetrenmol anthe log-linetrenmol. 想问一下，老师视频里不是说过，时间序列模型得用t检验嘛，应该看AR(1)那一栏呀。为什么这道题目可以用到检验？那不是多元回归模型才使用的嘛？

2020-10-13 18:05 1 · 回答