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Evelynislost · 2020年01月26日

问一道题:NO.PZ201512020300000901

* 问题详情,请 查看题干

问题如下:

Based on Exhibit 1, Olabudo should:

选项:

A.

conclude that the inflation predictions are unbiased.

B.

reject the null hypothesis that the slope coefficient equals 1.

C.

reject the null hypothesis that the intercept coefficient equals 0.

解释:

A is correct. If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1. The t-statistic for the intercept coefficient is 0.5351, which is less than the critical t-value of 2.0, so the intercept coefficient is not statistically different than 0. To test whether the slope coefficient equals 1, the t-statistic is calculated as: t=–1.0968

Because the absolute value of the t-statistic of –1.0968 is less than the critical t-value of 2.0, the slope coefficient is not statistically different than 1. Therefore, Olabudo can conclude that the inflation forecasts are unbiased.

b0 和b1的t统计量,表格中不是给了0.5351和63.6239; 如果直接和t-critial value=2 相比,截距项不能拒绝原假设,但斜率项可以拒绝(63.6239>>2),请问怎么理解呢?

1 个答案

星星_品职助教 · 2020年02月03日

同学你好,

表格中给的t-statistics是基于原假设b0=0,和原假设b1=0而分别得到的。但这道题只有intercept是和0比较的,所以可以直接用0.5351,但slope是和1比较的,所以对应的t统计量要重新计算,不能直接用。新算出来的t-statistics是-1.0968,不在拒绝域里(与-2相比),所以不能拒绝b1=1的原假设。

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NO.PZ201512020300000901 老师好 为啥 If the consensus inflation forecast is unbiase then the intercept, b0, shoulequ0, anthe slope coefficient, b1, shoulequ1. 这里该怎么理解?谢谢

2021-11-11 16:07 1 · 回答

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