问一道题：NO.PZ2020011101000024

问题如下：

A linear time trend model is estimated on annual real euro-area GDP, measured in billions of 2010 euros, using data from 1995 until 2018. The estimated model is $RGDP_t = -234178.8 + 121.3 * t + \widehat\epsilon_t$ . The estimate of the residual standard deviation is $\widehat\sigma = 262.8$ .

Construct point forecasts and 95% confidence intervals (assuming Gaussian white noise errors) for the next three years. Note that t is the year, so that in the first observation, t = 1995, and in the last, t = 2018.

选项：

解释：

Note that there is no AR or MA component, so the variance remains constant. Therefore, the 95% confidence interval is + / - 1.96*262.8 = + / - 515.1 about the expected value.

As for the expected means:

$E[RGDP_{2019}] = -234178.8 + 121.3 * 2019 = 10,725.9$

$E[RGDP_{2020}] = -234178.8 + 121.3 * 2020 = 10,847.2$

$E[RGDP_{2021}] = -234178.8 + 121.3 * 2021 = 10,968.5$

答案给的不对吧

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orange品职答疑助手 · 2020年03月03日

同学你好，你指的答案不对是指哪一个？是置信区间吗？

置信区间我觉得是应该加上数学期望、不应该单独是正负1.96*262.8，它答案±515.1 后面的about the expected value，连起来的意思应该就是期望±515.1 的意思

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NO.PZ2020011101000024问题如下A linetime trenmol is estimateon annureeuro-area G, measurein billions of 2010 euros, using ta from 1995 until 2018. The estimatemol is RGt=−234178.8+121.3∗t+ϵ^tRG_t = -234178.8 + 121.3 * t + \wihat\epsilon_tRGt=−234178.8+121.3∗t+ϵt. The estimate of the resistanrviation is σ^=262.8\wihat\sigma = 262.8σ=262.8. Construpoint forecasts an95% confinintervals (assuming Gaussiwhite noise errors) for the next three years. Note tht is the year, so thin the first observation, t = 1995, anin the last, t = 2018.Note ththere is no or MA component, so the varianremains constant. Therefore, the 95% confinintervis + / - 1.96*262.8 = + / - 515.1 about the expectevalue.for the expectemeans:E[RG2019]=−234178.8+121.3∗2019=10,725.9E[RG_{2019}] = -234178.8 + 121.3 * 2019 = 10,725.9E[RG2019]=−234178.8+121.3∗2019=10,725.9E[RG2020]=−234178.8+121.3∗2020=10,847.2E[RG_{2020}] = -234178.8 + 121.3 * 2020 = 10,847.2E[RG2020]=−234178.8+121.3∗2020=10,847.2E[RG2021]=−234178.8+121.3∗2021=10,968.5E[RG_{2021}] = -234178.8 + 121.3 * 2021 = 10,968.5E[RG2021]=−234178.8+121.3∗2021=10,968.51、所以方差和95%的条件根本用不上？2、看了往期的，还是不太明白为何不用这个条件

2024-05-07 21:53 4 · 回答

NO.PZ2020011101000024 这道题95%的置信区间那里，expectevalue是等于0吗，为什么呢，答案中说不是用的AR或者MA模型呢，算CI的时候好像直接就是正负critical-value*t了

2021-01-31 20:46 1 · 回答

为什么不使用残差的标准误而是标准差去做点估计

2020-05-31 07:01 4 · 回答

AR的mean、variance、autocovariances不都是constant的吗？为什么答案中“Note ththere is no or MA component, so the varianremains constant”这句话no AR，so the varianremains constant？

2020-02-03 23:31 2 · 回答

问一道题：NO.PZ2020011101000024

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