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洁晓妙 Echo · 2023年03月05日

能解释下A答案吗??没明白

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NO.PZ202106160300004403

问题如下:

Based on Exhibit 2, Vasileva should reject the null hypothesis that:

选项:

A.the slope is less than or equal to 0.15 B.the intercept is less than or equal to zero C.crude oil returns do not explain Amtex share returns

解释:

C is correct. Crude oil returns explain the Amtex share returns if the slope coefficient is statistically different from zero. The slope coefficient is 0.2354, and the calculated t-statistic is:

t=0.23540.00000.0760=3.0974t=\frac{{0.2354-0.0000}}{{0.0760}}=3.0974

which is outside the bounds of the critical values of ±2.728.

Therefore, Vasileva should reject the null hypothesis that crude oil returns do not explain Amtex share returns, because the slope coefficient is statistically different from zero.

A is incorrect because the calculated t-statistic for testing the slope against 0.15 is t=0.23540.15000.0760=1.1237t=\frac{{0.2354 - 0.1500}}{{0.0760}}=1.1237 , which is less than the critical value of +2.441.

B is incorrect because the calculated t-statistic is t=0.00950.00000.0078=1.2179t=\frac{{0.0095-0.0000}}{{0.0078}}=1.2179 ,which is less than the critical value pf +2.441.

能解释下A答案吗??没明白

1 个答案

星星_品职助教 · 2023年03月06日

同学你好,

由于基于选项的0.15所计算得到的test statistic<critical value,所以拒绝原假设。

可以具体描述一下答案解析的哪个环节需要进一步讲解。



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