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德韵90 · 2019年12月05日

问一道题:NO.PZ201709270100000401

* 问题详情,请 查看题干

问题如下:

1.Based on Exhibit 1, the predicted WTI oil price for October 2015 using the linear trend model is closest to:

选项:

A.

$29.15.

B.

$74.77.

C.

$103.10.

解释:

C is correct. The predicted value for period t from a linear trend is calculated as

[#PZMATH1338#]

October 2015 is the second month out of sample, or t = 183. So, the predicted value for October 2015 is calculated as

[#PZMATH1339#] = 28.3278 + 0.4086(183) = $103.10.

Therefore, the predicted WTI oil price for October 2015 based on the linear trend model is $103.10.

请问题干表1里面,截距和系数下面的括号里的数字(10.1846)(15.4148)是什么意思?

1 个答案

星星_品职助教 · 2021年03月14日

@德韵90 @没有色彩的主旨

同学你好,

修正一下之前的回复,这道题里intercept这一行,和底下的t(trend)这一行中,括号给出的都是(检验对应系数为0时的)t统计量。t统计量在这道题里用不到。

图表第二行有提示:“t-statistics for coefficients are reported in parentheses”。

但这个不是规律,很多时候括号里给出的是系数估计量对应的标准误,所以需要根据题干去具体判断。

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NO.PZ201709270100000401 问题如下 1.Baseon Exhibit 1, the precteWTI oil prifor October 2015 using the linetrenmol is closest to: $29.15. $74.77. C.$103.10. C is correct. The prectevalue for periot from a linetrenis calculateasy∧t=b∧0+b∧1(t{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(ty∧​t​=b∧0​+b∧1​(tOctober 2015 is the seconmonth out of sample, or t = 183. So, the prectevalue for October 2015 is calculateasy∧t{\overset\wee y}_ty∧​t​ = 28.3278 + 0.4086(183) = $103.10.Therefore, the precteWTI oil prifor October 2015 baseon the linetrenmol is $103.10. 从哪里可以得出t=183这个结论

2024-06-19 20:53 1 · 回答

NO.PZ201709270100000401问题如下 1.Baseon Exhibit 1, the precteWTI oil prifor October 2015 using the linetrenmol is closest to: $29.15. $74.77. C.$103.10. C is correct. The prectevalue for periot from a linetrenis calculateasy∧t=b∧0+b∧1(t{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(ty∧​t​=b∧0​+b∧1​(tOctober 2015 is the seconmonth out of sample, or t = 183. So, the prectevalue for October 2015 is calculateasy∧t{\overset\wee y}_ty∧​t​ = 28.3278 + 0.4086(183) = $103.10.Therefore, the precteWTI oil prifor October 2015 baseon the linetrenmol is $103.10. 表2貌似有自相关的迹象,是否应该是用AR2计算?

2023-08-07 11:31 1 · 回答

想请问老师,这里Linetrenmol: Oil pricet = b0 + b1t+ et有个et不用管的么~?

2021-01-05 23:13 2 · 回答

请问,intercept有两行数据,下面那行负数是什么意思啊。 另外,t(Tren这是什么表示方法,第一眼看上去不知道它指的是b1

2020-01-23 15:26 1 · 回答