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kevinzhu · 2020年12月15日

问一道题:NO.PZ201512020300000206 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下:

6. For the analysis run by Batten, which of the following is an incorrect conclusion from the regression output?

选项:

A.

The estimated intercept coefficient from Batten’s regression is statistically significant at the 0.05 level.

B.

In the month after the CPIENG declines, Stellar’s common stock is expected to exhibit a positive return.

C.

Viewed in combination, the slope and intercept coefficients from Batten’s regression are not statistically significant at the 0.05 level.

解释:

C is correct.

C is the correct response, because it is a false statement. The slope and intercept are both statistically significant.

请每一个选项具体解释一下,都不理解

1 个答案

星星_品职助教 · 2020年12月15日

同学你好,

该题可参照课后题讲解课程里的R4第14题。

这三个选项都比较常规,如果都不理解,建议重听基础班后再来做一下题目。