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Captain America · 2024年04月16日

请问说P value小于阿尔法，阿尔法是多少？如何判定P value的大小？

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200002902

问题如下：

Determine using Exhibit 2 which one of the following statements is most likely to be correct. Monthly seasonality in the firm’s portfolio is________.

选项：

A.

highly likely

B.

highly unlikely

C.

not able to be determined from the given data

解释：

B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. The variance explained by the model (R-squared) is only 10.3%, and after adjusting for the number of independent variables (adjusted R-squared), it becomes negative. Also, the insignificant F-statistic indicates a 56.3% chance that all variable coefficients are zero. Finally, t-statistics and associated p-values indicate that all the variable coefficients are insignificant (i.e., not significantly different from zero). Consequently, monthly seasonality is highly unlikely to exist in this portfolio.

请问说P value小于阿尔法，阿尔法是多少？如何判定P value的大小？

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品职助教_七七 · 2024年04月16日

嗨，从没放弃的小努力你好：


α一般为1%、5%、10%。题干表格中最右列给出的p-value最小的也超过了19%。这种情况下，不需要给出具体的阿尔法也可知道α必然小于p-value，也就不能拒绝原假设。

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