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elizaben · 2018年03月24日

问一道题:NO.PZ201709270100000506 第6小题 [ CFA II ]

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问题如下图:

    

选项:

A.

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C.

解释:


根据哪一个数据加上滞后项的呢


elizaben · 2018年03月24日

表格4 lag4的T检验不是在接受区间里吗? 为什么要加t-4这项呢

1 个答案

品职辅导员_小明 · 2018年03月25日

公式还是用的是表2上方公式,回归3


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NO.PZ201709270100000506 问题如下 6. Baseon the regression output in Exhibit 3 ansales ta in Exhibit 4, the forecastevalue of quarterly sales for Mar2016 for PowereP is closest to: A.$4.193 billion. B.$4.205 billion. C.$4.231 billion. C is correct. The quarterly sales for Mar2016 is calculatefollows:beginarraylln⁡ Salest-ln Salest-1=b0+b1(ln Salest-1-ln Salest-2)+b2(ln Salest−4-ln Salest-5)ln⁡ Salest−ln⁡3.868=0.0092−0.1279(ln⁡3.868−ln⁡3.780)+0.7239(ln⁡3.836−ln⁡3.418)ln⁡ Salest=1.44251Salest=e1.44251=4.231begin{array}{l}\ln{\text{ Sales}}_\text{t}{\text{-ln Sales}}_\text{t-1}{\text{=b}}_\text{0}{\text{+b}}_\text{1}{\text{(ln Sales}}_\text{t-1}{\text{-ln Sales}}_\text{t-2}{\text{)+b}}_\text{2}\text{(ln Sales}_{t-4}^{}{\text{-ln Sales}}_\text{t-5}\text{)}\\\ln{\text{ Sales}}_\text{t}-\ln3.868=0.0092-0.1279(\ln3.868-\ln3.780)+0.7239(\ln3.836-\ln3.418)\\\ln{\text{ Sales}}_\text{t}=1.44251\\{\text{Sales}}_\text{t}=e^{1.44251}=4.231beginarraylln Salest​-ln Salest-1​=b0​+b1​(ln Salest-1​-ln Salest-2​)+b2​(ln Salest−4​-ln Salest-5​)ln Salest​−ln3.868=0.0092−0.1279(ln3.868−ln3.780)+0.7239(ln3.836−ln3.418)ln Salest​=1.44251Salest​=e1.44251=4.231 0.0092−0.1279(ln3.868−ln3.780)+0.7239(ln3.836−ln3.418)得出来不是0.089776吗 然后怎么算ln(Sales t)呢?

2024-07-13 18:34 1 · 回答

NO.PZ201709270100000506问题如下6. Baseon the regression output in Exhibit 3 ansales ta in Exhibit 4, the forecastevalue of quarterly sales for Mar2016 for PowereP is closest to: A.$4.193 billion.B.$4.205 billion.C.$4.231 billion.C is correct. The quarterly sales for Mar2016 is calculatefollows:beginarraylln⁡ Salest-ln Salest-1=b0+b1(ln Salest-1-ln Salest-2)+b2(ln Salest−4-ln Salest-5)ln⁡ Salest−ln⁡3.868=0.0092−0.1279(ln⁡3.868−ln⁡3.780)+0.7239(ln⁡3.836−ln⁡3.418)ln⁡ Salest=1.44251Salest=e1.44251=4.231begin{array}{l}\ln{\text{ Sales}}_\text{t}{\text{-ln Sales}}_\text{t-1}{\text{=b}}_\text{0}{\text{+b}}_\text{1}{\text{(ln Sales}}_\text{t-1}{\text{-ln Sales}}_\text{t-2}{\text{)+b}}_\text{2}\text{(ln Sales}_{t-4}^{}{\text{-ln Sales}}_\text{t-5}\text{)}\\\ln{\text{ Sales}}_\text{t}-\ln3.868=0.0092-0.1279(\ln3.868-\ln3.780)+0.7239(\ln3.836-\ln3.418)\\\ln{\text{ Sales}}_\text{t}=1.44251\\{\text{Sales}}_\text{t}=e^{1.44251}=4.231beginarraylln Salest​-ln Salest-1​=b0​+b1​(ln Salest-1​-ln Salest-2​)+b2​(ln Salest−4​-ln Salest-5​)ln Salest​−ln3.868=0.0092−0.1279(ln3.868−ln3.780)+0.7239(ln3.836−ln3.418)ln Salest​=1.44251Salest​=e1.44251=4.231 为什么t-statics不合格的系数也会被放进公式,b0和b1的t检验就过不了啊

2023-03-18 14:02 1 · 回答

NO.PZ201709270100000506 问题如下 6. Baseon the regression output in Exhibit 3 ansales ta in Exhibit 4, the forecastevalue of quarterly sales for Mar2016 for PowereP is closest to: A.$4.193 billion. B.$4.205 billion. C.$4.231 billion. C is correct. The quarterly sales for Mar2016 is calculatefollows:beginarraylln⁡ Salest-ln Salest-1=b0+b1(ln Salest-1-ln Salest-2)+b2(ln Salest−4-ln Salest-5)ln⁡ Salest−ln⁡3.868=0.0092−0.1279(ln⁡3.868−ln⁡3.780)+0.7239(ln⁡3.836−ln⁡3.418)ln⁡ Salest=1.44251Salest=e1.44251=4.231begin{array}{l}\ln{\text{ Sales}}_\text{t}{\text{-ln Sales}}_\text{t-1}{\text{=b}}_\text{0}{\text{+b}}_\text{1}{\text{(ln Sales}}_\text{t-1}{\text{-ln Sales}}_\text{t-2}{\text{)+b}}_\text{2}\text{(ln Sales}_{t-4}^{}{\text{-ln Sales}}_\text{t-5}\text{)}\\\ln{\text{ Sales}}_\text{t}-\ln3.868=0.0092-0.1279(\ln3.868-\ln3.780)+0.7239(\ln3.836-\ln3.418)\\\ln{\text{ Sales}}_\text{t}=1.44251\\{\text{Sales}}_\text{t}=e^{1.44251}=4.231beginarraylln Salest​-ln Salest-1​=b0​+b1​(ln Salest-1​-ln Salest-2​)+b2​(ln Salest−4​-ln Salest-5​)ln Salest​−ln3.868=0.0092−0.1279(ln3.868−ln3.780)+0.7239(ln3.836−ln3.418)ln Salest​=1.44251Salest​=e1.44251=4.231 ln Salest-1-ln Salest-2的t检验是-1.1252,小于criticvalue2.03,所以接受原假设,即系数等于零。​

2023-01-28 23:09 2 · 回答

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2022-10-18 22:31 1 · 回答

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2022-07-10 21:50 1 · 回答