NO.PZ2023040502000035
问题如下:
Mike is to develop a model to predict future quarterly
sales. He begins by running the following regression: ln Salest – ln
Salest–1 = b0 + b1(ln Salest–1 – ln
Salest–2) + b2(ln Salest–4 – ln Salest–5)+εt.
Based on the regression output in Exhibit, the forecasted
value of quarterly sales for March 2016 is closest to:
选项:
A.
$4.193 billion
B.
$4.205 billion
C.
$4.231 billion
解释:
The quarterly sales for March 2016 is calculated as follows:
lnSalest
– ln Salest–1 = b0 + b1(ln Salest–1
– ln Salest–2) + b2(ln Salest–4 – lnSalest–5).
lnSalest – ln 3.868 = 0.0092 – 0.1279(ln 3.868 – ln
3.780) + 0.7239(ln 3.836– ln 3.418).
lnSalest – 1.35274 = 0.0092 – 0.1279(1.35274 – 1.32972) +0.7239(1.34443
– 1.22906).
lnSalest = 1.35274 + 0.0092 – 0.1279(0.02301) +
0.7239(0.11538).
lnSalest= 1.44251.
Salest = e1.44251 = 4.231.
题目当中做了t检验,b1应该等于零吧?为什么计算的时候仍然用了系数