NO.PZ2023040502000046
问题如下：
Alicia wants to predict future quarterly sales for ABC
Inc. She begins by running the following regression: ln Salest – ln
Salest–1 = b0 + b1(ln Salest–1 – ln
Salest–2) + εt.
Based on the
regression output in Exhibit 2, what should lead Alicia to conclude that the Regression equation is not
correctly specified?
选项：
A.The Durbin–Watson statistic
The t-statistic for the slope coefficient
The t-statistics for the autocorrelations of the
residual
解释：
The regression output
in Exhibit 2 suggests there is serial correlation in the residual errors. The
fourth autocorrelation of the residual has a value of 0.6994 and a t-statistic
of 4.3111, which is greater than the t-statistic critical value of 2.02.
Therefore, the null hypothesis that the fourth autocorrelation is equal to zero
can be rejected. This indicates strong and significant seasonal
autocorrelation, which means the Regression equation is misspecified.
题干问的是哪一项导致回归的模型是错误的
A选项里的dw法是用来检测非AR模型的 而题干列表里使用了dw法来检测ar模型 这样不就导致ar模型错误了吗
