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Yvonne0719 · 2024年10月07日

请问2.7525 ± (2.0 × 0.0009)是怎么得出的?为什么?另外上面一大串的公式要背下来吗?

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NO.PZ202212300100014201

问题如下:

Based on Exhibit 1, Olabudo should calculate a prediction interval for the actual US CPI closest to:

选项:

A.2.7506 to 2.7544 B.2.7521 to 2.7529 C.2.7981 to 2.8019

解释:

The forecast interval for inflation is calculated in three steps:

Step 1. Make the prediction given the US CPI forecast of 2.8:


Step 2. Compute the variance of the prediction error:


Step 3. Compute the prediction interval:

2.7525 ± (2.0 × 0.0009)

Lower bound: 2.7525 − (2.0 × 0.0009) = 2.7506.

Upper bound: 2.7525 + (2.0 × 0.0009) = 2.7544.

So, given the US CPI forecast of 2.8, the 95% prediction interval is 2.7506 to 2.7544.

请问2.7525 ± (2.0 × 0.0009)是怎么得出的?为什么?另外上面一大串的公式要背下来吗?

1 个答案
已采纳答案

品职助教_七七 · 2024年10月08日

嗨,从没放弃的小努力你好:


这是置信区间公式在Y上的应用,实际就是Y ± critical value*Y的标准误,如下:

答案解析中的那个复杂公式是讲义最下方的Y的标准误公式。理论上应该背,但考的可能性比较小。可以先背别的,最后背这个。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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NO.PZ202212300100014201 问题如下 Baseon Exhibit 1, Olabu shoulcalculate aprection intervfor the actuUS CPI closest to: A.2.7506 to 2.7544 B.2.7521 to 2.7529 C.2.7981 to 2.8019 The forecastintervfor inflation is calculatein three steps:Step 1. Make theprection given the US CPI forecast of 2.8: Step 2. Computethe varianof the prection error: Step 3. Computethe prection interval: 2.7525 ± (2.0 ×0.0009)Lower boun2.7525 − (2.0 × 0.0009) = 2.7506.Upper boun2.7525 + (2.0 × 0.0009) = 2.7544.So,given the US CPI forecast of 2.8, the 95% prection intervis 2.7506 to2.7544. 为什么X=2.8?这是什么意思?

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