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三言午寺 · 2024年10月30日

为什么本题不考虑残差项的值？

  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.

为什么本题不考虑残差项的值？可以用42.86代入算出残差项，在求第182个月的概率

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1 个答案

发亮_品职助教 · 2024年10月31日

在用回归模型做预测的时候，不需要带残差项！这种带模型数据，用自变量计算因变量的，都不需要考虑残差项。

直接基于模型算出来的系数b0,b1，以及自变量t=182，然后算因变量oil price（预测下一期的oil price）。

因为残差项代表的是无法用自变量解释的外部因素、随机波动。我们现在是利用自变量预测未来的因变量数据，随机波动属于无法预测的内容，随机波动属于没有规律的信息。而本身模型就是在寻找规律。

在做预测时，不考虑无规律的信息（残差项）。

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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

2024-04-30 14:59 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.

2024-03-31 11:38 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. 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。

2023-07-14 03:02 1 · 回答