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PaisleyPPx · 2019年10月16日

问一道题:NO.PZ2017092702000162

问题如下图:

    

老师 这题没有答案野

1 个答案

星星_品职助教 · 2019年10月16日

同学你好,

这道简答题答案如下:

The critical t-value for n − 2 = 34 df, using a 5 percent significance level and a two-tailed test, is 2.032. First, take the smallest correlation in the table, the correlation between Fund 3 and Fund 4, and see if it is significantly different from zero. Accoding to the formula of correlaion t-test, its calculated t-value is t=1.903. This correlation is not significantly different from zero. If we take the next lowest correlation, between Fund 2 and Fund 3, this correlation of 0.4156 has a calculated t-value of 2.664. So this correlation is significantly different from zero at the 5 percent level of significance. All of the other correlations in the table (besides the 0.3102) are greater than 0.4156, so they too are significantly different from zero.

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NO.PZ2017092702000162问题如下The following table shows the sample correlations between the monthly returns for four fferent mutufun anthe S P 500. The correlations are baseon 36 monthly observations. The fun are follows: Test the null hypothesis theaof these correlations, invially, is equto zero against the alternative hypothesis thit is not equto zero. Use a 5 percent significanlevel. The critict-value for n − 2 = 34 , using a 5 percent significanlevel ana two-tailetest, is 2.032. First, take the smallest correlation in the table, the correlation between Fun3 anFun4, ansee if it is significantly fferent from zero. Accong to the formula of correlaion t-test, its calculatet-value is t=1.903. This correlation is not significantly fferent from zero. If we take the next lowest correlation, between Fun2 anFun3, this correlation of 0.4156 ha calculatet-value of 2.664. So this correlation is significantly fferent from zero the 5 percent level of significance. All of the other correlations in the table (besis the 0.3102) are greater th0.4156, so they too are significantly fferent from zero.这题不是N=34吗?大于30呀,5%的significant 不是等于正负1.96吗?

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