NO.PZ2015120204000010
问题如下:
Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable.
Based on Batten’s regression model, the coefficient of determination indicates that:
选项:
A.Stellar’s returns explain 2.11 percent of the variability in CPIENG.
B.Stellar’s returns explain 14.52 percent of the variability in CPIENG.
C.Changes in CPIENG explain 2.11 percent of the variability in Stellar’s returns.
解释:
C is correct.
R-squared is the coefficient of determination. In this case, it shows that 2.11 percent of the variability in Stellar’s returns is explained by changes in CPIENG.
multiple R的中文含义是什么?