麻烦解答一下

* 问题详情，请查看题干

NO.PZ201709270100000402

问题如下：

2. Based on Exhibit 1, the predicted WTI oil price for September 2015 using the log-linear trend model is closest to:

选项：

$29.75.

$29.98.

$116.50.

解释：

C is correct. The predicted value for period t from a log-linear trend is calculated as

$ln{\overset\wedge y}_t={\overset\wedge b}_0+{\overset\wedge b}_1(t$

September 2015 is the first month out of sample, or t = 182. So, the predicted value for September 2015 is calculated as follows:

$ln{\overset\wedge y}_t$ = 3.3929 + 0.0075(182)

$ln{\overset\wedge y}_t$ = 4.7579

${\overset\wedge y}_t$ = e^4.7579 = $116.50

Therefore, the predicted WTI oil price for September 2015, based on the loglinear trend model, is $116.50.

为啥不是加error呢？= 3.3929 + 0.0075(182) + error

添加评论

1 个答案

已采纳答案

星星_品职助教 · 2021年10月09日

同学你好，

error term只有根据原始数据做回归时才会出现。

当回归方程的系数已经得到后，预测Y的时候不需要再加error term。

添加评论

1
回答
1
关注
1323
浏览

我要回答关注问题

相关问题

$29.98. $116.50. C is correct. The prectevalue for periot from a log-linetrenis calculatelny∧t=b∧0+b∧1(tln{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(tlny∧t=b∧0+b∧1(t September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lny∧tln{\overset\wee y}_tlny∧t= 3.3929 + 0.0075(182) lny∧tln{\overset\wee y}_tlny∧t = 4.7579 y∧t{\overset\wee y}_ty∧t = e4.7579 = $116.50 Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 想问一下表格中截距和斜率下面括号中的数字代表什么意思？

2021-02-26 23:02 1 · 回答

$29.98. $116.50. C is correct. The prectevalue for periot from a log-linetrenis calculatelny∧t=b∧0+b∧1(tln{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(tlny∧t=b∧0+b∧1(t September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lny∧tln{\overset\wee y}_tlny∧t= 3.3929 + 0.0075(182) lny∧tln{\overset\wee y}_tlny∧t = 4.7579 y∧t{\overset\wee y}_ty∧t = e4.7579 = $116.50 Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 题干中intercept一行里面给出的括号里的数字是什么？

2021-02-09 07:40 1 · 回答

b0和b1是怎么求出来的？

2019-05-31 07:34 1 · 回答

这道题中，题干中linear和log linear括号里的数字代表什么意思啊？time series模型里面的slope（b1）是可以表述成trean

2018-01-07 10:14 2 · 回答

麻烦解答一下

1 个答案

1

1

1323

相关问题