James · 2024年01月05日
* 问题详情，请 查看题干
NO.PZ202306130100003402
问题如下：
Based on Exhibit 1, Olabudo should calculate a prediction interval for the actual
US CPI closest to:
选项：
A.
2.7506 to 2.7544.
B.
2.7521 to 2.7529.
C.
2.7981 to 2.8019.
解释：
A is correct. The forecast interval for inflation is calculated in three steps:
Step 1. Make the prediction given the US CPI forecast of 2.8:
Step 2. Compute the variance of the prediction error:
用假设的CPI 2.8计算得出的2.7525不是PPI吗？怎么又成CPI了
品职助教_七七 · 2024年01月07日
嗨，爱思考的PZer你好：
本题回归方程的关系为“examine the relationship between the US Consumer Price Index (US CPI) consensus forecast and the actual US CPI”。题目要求计算的置信区间为 calculate a prediction interval for the actual US CPI。没有PPI。
----------------------------------------------加油吧，让我们一起遇见更好的自己！
NO.PZ202306130100003402 问题如下 ug Abitbol is a portfolio manager for Polyi Investments, a hee funthtras in the UniteStates. Abitbol manages the hee funwith the help of Robert Olabu, a junior portfolio manager.Abitbol looks economists’ inflation forecasts anwoullike to examine the relationship between the US Consumer PriInx (US CPI) consensus forecast anthe actuUS CPI using regression analysis. Olabu estimates regression coefficients to test whether the consensus forecast is unbiase If the consensus forecasts are unbiase the intercept shoul0.0 anthe slope will equto 1.0. Regression results are presentein Exhibit 1. Aitionally, Olabu calculates the 95 percent prection intervof the actuCPI using a US CPI consensus forecast of 2.8.Finally, Abitbol anOlabu scuss the forecast anforecast interval:■ Observation 1. For a given confinlevel, the forecast intervis the same no matter the US CPI consensus forecast.■ Observation 2. A larger stanrerror of the estimate will result in a wir confininterval. Baseon Exhibit 1, Olabu shoulcalculate a prection intervfor the actualUS CPI closest to: A.2.7506 to 2.7544. B.2.7521 to 2.7529. C.2.7981 to 2.8019. A is correct. The forecast intervfor inflation is calculatein three steps:Step 1. Make the prection given the US CPI forecast of 2.8:Step 2. Compute the varianof the prection error: US CPI consensus forecast 是 2.8，下面的meof US CPI consensus forecast 是1.335，这两个分别是什么意思？为什么相差这么多？
NO.PZ202306130100003402 问题如下 Baseon Exhibit 1, Olabu shoulcalculate a prection intervfor the actualUS CPI closest to: A.2.7506 to 2.7544. B.2.7521 to 2.7529. C.2.7981 to 2.8019. A is correct. The forecast intervfor inflation is calculatein three steps:Step 1. Make the prection given the US CPI forecast of 2.8:Step 2. Compute the varianof the prection error: 计算prection interval的时候那个tc =2怎么算出来的
