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

刘杨 · 2023年08月26日

dw检验如何判定

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200003402

问题如下：

In Exhibit 1, at the 5% significance level, the lower critical value for the Durbin–Watson test statistic is 1.75 for both the linear and log-linear regressions. 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：

The Durbin–Watson statistic for the linear trend model is 0.10and, 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.

小于关键值不是应该接受原假设吗？原假设是没有序列相关。

添加评论
1 个答案

星星_品职助教 · 2023年08月27日

同学你好，

参见基础班这个部分。test statistic＜Dl为positive serial correlation。

DW test的具体做法已经不在考纲内，本题（和基础班对应内容）都仅作为加强对DW test的理解。对于DW test，掌握讲义上的定性内容即可。

  • 1

    回答

  • 1

    关注

  • 355

    浏览
相关问题

NO.PZ202304050200003402 问题如下 In Exhibit 1, the 5% significanlevel, the lowercriticvalue for the rbin–Watson test statistic is 1.75 for both the linearanlog-lineregressions. Baseon the regression output in Exhibit 1, thereis evinof positive sericorrelation in the errors in: A.the linetrenmol but not the log-linetrenol. B.both the linetrenmol anthe log-linetrenol. C.neither the linetrenmol nor the log-lineartrenmol. The rbin–Watson statistic for the linetrenmol is 0.10an forthe log-linetrenmol, 0.08. Both of these values are below the criticalvalue of 1.75. Therefore, we crejethe hypothesis of no positive serialcorrelation in the regression errors in both the linetrenmol anthe log-lineartrenmol. 不是多元回归是检验，线性回归不能用检验么？应该是直接看rho呀

2024-10-30 14:00 1 · 回答

NO.PZ202304050200003402问题如下 Luke examines West TexIntermeate (WTI) monthlycru oil pritexpressein US llars per barrel, for the 181-monthperiofrom August 2000 through August 2015. The enof-month WTI oil priwas$51.16 in July 2015 an$42.86 in August 2015 (Month 181).He then runs the following regressions using the WTI time-series ta.Linetrenmol:Oil pricet = + b1t + etLog-linetrenmol: ln Oil pricet = + b1t + et In Exhibit 1, the 5% significanlevel, the lowercriticvalue for the rbin–Watson test statistic is 1.75 for both the linearanlog-lineregressions. Baseon the regression output in Exhibit 1, thereis evinof positive sericorrelation in the errors in: A.the linetrenmol but not the log-linetrenol.B.both the linetrenmol anthe log-linetrenol.C.neither the linetrenmol nor the log-lineartrenmol. The rbin–Watson statistic for the linetrenmol is 0.10an forthe log-linetrenmol, 0.08. Both of these values are below the criticalvalue of 1.75. Therefore, we crejethe hypothesis of no positive serialcorrelation in the regression errors in both the linetrenmol anthe log-lineartrenmol. 老师可否总结一下，是否只有检验值小于criticvalue，就拒绝原假设。除此之外，t检验，F检验等其他检验值需要大于对应的criticvalue，就拒绝原假设？

2024-08-11 12:42 1 · 回答

NO.PZ202304050200003402问题如下 In Exhibit 1, the 5% significanlevel, the lowercriticvalue for the rbin–Watson test statistic is 1.75 for both the linearanlog-lineregressions. Baseon the regression output in Exhibit 1, thereis evinof positive sericorrelation in the errors in: A.the linetrenmol but not the log-linetrenol.B.both the linetrenmol anthe log-linetrenol.C.neither the linetrenmol nor the log-lineartrenmol. The rbin–Watson statistic for the linetrenmol is 0.10an forthe log-linetrenmol, 0.08. Both of these values are below the criticalvalue of 1.75. Therefore, we crejethe hypothesis of no positive serialcorrelation in the regression errors in both the linetrenmol anthe log-lineartrenmol. 请问Low criticvalue是指吗？叫high criticvalue?

2024-07-02 21:34 1 · 回答

NO.PZ202304050200003402 问题如下 In Exhibit 1, the 5% significanlevel, the lowercriticvalue for the rbin–Watson test statistic is 1.75 for both the linearanlog-lineregressions. Baseon the regression output in Exhibit 1, thereis evinof positive sericorrelation in the errors in: A.the linetrenmol but not the log-linetrenol. B.both the linetrenmol anthe log-linetrenol. C.neither the linetrenmol nor the log-lineartrenmol. The rbin–Watson statistic for the linetrenmol is 0.10an forthe log-linetrenmol, 0.08. Both of these values are below the criticalvalue of 1.75. Therefore, we crejethe hypothesis of no positive serialcorrelation in the regression errors in both the linetrenmol anthe log-lineartrenmol. 做题的时候没有用到这几个数字耶

2024-05-12 10:38 1 · 回答