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:
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 , which is less than the critical value of +2.441.
B is incorrect because the calculated t-statistic is ,which is less than the critical value pf +2.441.
能解释下A答案吗??没明白