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Mercury. · 2024年07月14日

significant F

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NO.PZ202208220100000405

问题如下:

Determine using Exhibit 2 which one of the following statements is most likely to be correct. Monthly seasonality in the firm’s portfolio is________.

选项:

A.highly likely B.highly unlikely C.not able to be determined from the given data

解释:

B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevariance explained by the model (R-squared) is only 10.3%, and after adjusting forthe number of independent variables (adjusted R-squared), it becomes negative.Also, the insignificant F-statistic indicates a 56.3% chance that all variable coefficients are zero. Finally, t-statistics and associated p-values indicate that all thevariable coefficients are insignificant (i.e., not significantly different from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio.

所以只要说significant F 就是 F的p value 就和significance level(e.g. 5%)比较就可以了?

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已采纳答案

品职助教_七七 · 2024年07月14日

嗨,爱思考的PZer你好:


是的。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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