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jojo · 2023年07月14日

（可能是个很笨的问题）请问log linear计算中的残差项是不考虑吗？

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200003401

问题如下：

Based on Exhibit 1, the predicted WTI oil price for September 2015 using the log-linear trend model is closest to:

选项：

A.

$29.75

B.

$29.98

C.

$116.50

解释：

September 2015 is the first month out of sample, or t = 182. So, the predicted value for September 2015 is calculated as follows: lnyt = 3.3929 + 0.0075(182)= 4.7579

yt= e4.7579 = $116.50

Therefore, the predicted WTI oil price for September 2015, based on the loglinear trend model, is $116.50.

我记得何老师在视频里说过因为残差项的同方差，所以log linear中不被考虑。


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1 个答案

星星_品职助教 · 2023年07月14日

同学你好，

本题的考点为预测Y值。所有预测Y值的题目都是基于已经回归出来的现成的方程，已经回归好的方程里是没有残差项的。

即所有预测Y值的题目都不需要考虑残差。不仅是log linear的形式，是所有形式都不用考虑。

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NO.PZ202304050200003401问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75B.$29.98C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 统计月为何是182个月？

2024-08-11 11:03 1 · 回答

NO.PZ202304050200003401 问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75 B.$29.98 C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 表1括号里是什么意思

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NO.PZ202304050200003401 问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75 B.$29.98 C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50.

2024-03-31 11:38 1 · 回答