开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

追梦赤子 · 2021年04月17日

If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1.

* 问题详情,请 查看题干

NO.PZ201512020300000901

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.

If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1. 怎么理解。为啥无偏有这个要求?

1 个答案

星星_品职助教 · 2021年04月17日

同学你好,

根据题干条件,写出用于预测的方程为:

Actual US CPI =b0 + b1 CPI consensus forecast,

通过方程可以看出,当b0=0,b1=1时,就相当于Actual US CPI =CPI consensus forecast。这时预测得出的CPI(CPI consensus forecast)正好等于了真实CPI(Actual US CPI)。这就说明了预测是准确的没有偏差的(unbiased)。

注意这里的“unbiased”直接字面意思直译为“估计没有偏差”就可以了,不需要往统计学上的无偏性去理解。

  • 1

    回答
  • 0

    关注
  • 650

    浏览
相关问题

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

rejethe null hypothesis ththe slope coefficient equals 1. rejethe null hypothesis ththe intercept coefficient equals 0. A is correct. If the consensus inflation forecast is unbiase then the intercept, b0, shoulequ0, anthe slope coefficient, b1, shoulequ1. The t-statistic for the intercept coefficient is 0.5351, whiis less ththe critict-value of 2.0, so the intercept coefficient is not statistically fferent th0. To test whether the slope coefficient equals 1, the t-statistic is calculateas: t=–1.0968 Because the absolute value of the t-statistic of –1.0968 is less ththe critict-value of 2.0, the slope coefficient is not statistically fferent th1. Therefore, Olabu cconclu ththe inflation forecasts are unbiase 请问B是错在假设条件错了吗

2021-10-23 00:47 1 · 回答

NO.PZ201512020300000901 unbitest都要做两个test 吗?一个是b0=0,一个b1=1吗?

2021-08-19 13:37 1 · 回答

NO.PZ201512020300000901 The t-statistic for the intercept coefficient is 0.5351, whiis less ththe critical t-value of 2.0, so the intercept coefficient is not statistically fferent th0.  此处的H0是intercept=0 计算出的t统计量为0.5(表格中式0.5351)小于2.0,应该是在接受域中吧?

2021-08-14 19:42 1 · 回答

NO.PZ201512020300000901 老师 b0的原假设为什么等于0 b1为什么等于1 ? 表1中给出了b1的t检验统计量了 为什么还要自己算?

2021-06-03 17:35 1 · 回答