NO.PZ2023040502000037
问题如下：
Dennehy believe that the number of defective assemblies per hour is a function of the outside air temperature and the speed (production rate) of the assembly lines.
The regression model: Dt = b0 + b1Airt + b2Rt + εt
Dennehy would like to confirm
that nonstationarity is not a problem. To test for this he conducts
Dickey-Fuller tests for a unit root on each of the time series. The results are
reported in Exhibit 2.
Assuming a 5% level of significance, the most
appropriate conclusion that can be drawn from the Dickey–Fuller results
reported in Exhibit is that the:
选项：
A.
test for a unit root is inconclusive for the dependent
variable
B.
dependent variable exhibits a unit root but the
independent variables do not
C.
independent variables exhibit unit roots but the
dependent variable does not
解释：
The Dickey–Fuller test uses a regression of the type:xt-xt-1
=b0+g xt-1+εt
The null hypothesis is H0:
g= 0 versus the alternative hypothesis H1: g< 0 (a one-tail
test). If g=0 the time series has a unit root and is nonstationary. Thus, if we
fail to reject the null hypothesis, we accept the possibility that the time
series has a unit root and is nonstationary. Based on the t ratios and their
significance levels in Exhibit 2, we reject the null hypothesis that the
coefficient is zero for both outside air temperature and assembly line speed
(i.e., the independent variables). We do not reject the null for the dependent
variable, defective assemblies per hour.
这道题不用算吗？答案说的是个啥啊
