麻烦解答一下

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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

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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。

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麻烦解答一下

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