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Olivia.W🌸 · 2024年03月16日

prediction interval

* 问题详情,请 查看题干

NO.PZ202212300100014201

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:

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:


Step 3. Compute the prediction interval:

2.7525 ± (2.0 × 0.0009)

Lower bound: 2.7525 − (2.0 × 0.0009) = 2.7506.

Upper bound: 2.7525 + (2.0 × 0.0009) = 2.7544.

So, given the US CPI forecast of 2.8, the 95% prediction interval is 2.7506 to 2.7544.


为什么X=2.8?这是什么意思?

1 个答案

品职助教_七七 · 2024年03月19日

嗨,从没放弃的小努力你好:


根据表格可看出,X为US CPI consensus forecast

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!