NO.PZ202001110100002902
问题如下：
b. Calculate the DF t-statistic, taking .
Hint: For a regression with no intercept, :
选项：
解释：
Completing the table yields
So m can be calculated as:
为什么sum∑x i *y i 就是yt-1和delta yt乘积的和呢
NO.PZ202001110100002902 问题如下 Calculate the t-statistitaking Y0=0Y_0 = 0Y0=0. Hint: For a regression with no intercept, yi=mxi+ϵiy_i = mx_i + \epsilon_iyi=mxi+ϵi:m=∑xiyi∑xi2m=\frac{\sum x_iy_i}{\sum x_i^2}m=∑xi2∑xiyi Completing the table yielSo m ccalculateas:m=∑xiyi∑xi2=−12.5/45.76=−0.273m=\frac{\sum x_iy_i}{\sum x_i^2}=-12.5/45.76=-0.273m=∑xi2∑xiyi=−12.5/45.76=−0.273 请问讲义中对于这个t-stat有对应的介绍么？
这个 Test的test statistic的公式是怎么来的呢
