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ruby5ltc · 2022年06月29日

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* 问题详情,请 查看题干

NO.PZ202106160300003904

问题如下:

Testing whether there is a change in the money supply growth after the shift in policy, using a 0.05 level of significance, we conclude that there is:

选项:

A.sufficient evidence that the money supply growth changed B.not enough evidence that the money supply growth is different from zero C.not enough evidence to indicate that the money supply growth changed

解释:

A is correct. The null hypothesis of no difference in the annual growth rate is rejected at the 0.05 level: The calculated test statistic of-8.16188 is outside the bounds of ±2.048.

A is correct. The null hypothesis of no difference in the annual growth rate is rejected at the 0.05 level: The calculated test statistic of-8.16188 is outside the bounds of ±2.048.


1、因为b1=-5.13912,只要不等于零,就说明显著。我这么理解对吗?为什么答案还要算t统计量呢?

2、题干中SHIFT coefficient和intercept coefficient是否就是b1和b0?


1 个答案

星星_品职助教 · 2022年06月30日

同学你好,

1)b1=-5.13912是b1的数值,无法体现是否显著。需要通过p-value或|test statistic|>|critical value|的方式来进行判断。

2)是的