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：

$29.15.

$74.77.

$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?

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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

问一道题：NO.PZ201709270100000401

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