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sophialinlinlin · 2025年01月24日

关于残差的平方

NO.PZ2024120401000033

问题如下:

A log-linear trend model is also estimated on annual euro area GDP from 1995 until 2018. The estimated model is :

and the estimated standard deviation of εt is 0.0322. Assuming that the shocks are normally distributed, what is the point forecast of GDP for the next year?

选项:

A.

9.308

B.

9.336

C.

11031.4

D.

11186.9

解释:

In this case:

Calculating E[ln RGDPt]:

Furthermore,

这里残差的平方为什么是这个用法?

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