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苏·Xu · 2023年06月30日

回归分析

* 问题详情,请 查看题干

NO.PZ202106160300004501

问题如下:

Based on Exhibit 1, Olabudo should:

选项:

A.conclude that the inflation predictions are unbiased B.reject the null hypothesis that the slope coefficient equals one C.reject the null hypothesis that the intercept coefficient equals zero

解释:

A is correct. We fail to reject the null hypothesis of a slope equal to one, and we fail to reject the null hypothesis of an intercept equal to zero. The test of the slope equal to 1.0 is t=0.98301.0000.0155=1.09677t=\frac{{0.9830-1.000}}{{0.0155}}=-1.09677

The test of the intercept equal to 1.0 is t=0.00010.00000.00002=0.5000t=\frac{{0.0001-0.0000}}{{0.00002}}=0.5000

Therefore, we conclude that the forecasts are unbiased.

f the consensus forecasts are unbiased, the intercept should be 0.0 and the slope will be equal to 1.0.为什么不能直接和表中的数据对比却要计算t呢?

1 个答案

星星_品职助教 · 2023年07月01日

​同学你好,表格中的数据都是和0相比的数据。即检验是否为0时可以直接用。本题要检验的是slope是否为1,所以需要重新计算。