PZmomo · 2024年04月30日
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NO.PZ202304050200003401
问题如下：
Based on Exhibit 1, the predicted WTI oil price for
September 2015 using the log-linear trend model is closest to:
选项：
A.$29.75
$29.98
$116.50
解释：
September 2015 is the first month out of sample, or t = 182. So, the predicted value for September 2015 is calculated as follows: lnyt = 3.3929 + 0.0075(182)= 4.7579
yt= e4.7579 = $116.50
Therefore, the predicted WTI oil price for September 2015, based on the loglinear trend model, is $116.50.
表1括号里是什么意思
NO.PZ202304050200003401 问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75 B.$29.98 C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 为什么本题不考虑残差项的值？可以用42.86代入算出残差项，在求第182个月的概率
NO.PZ202304050200003401问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75B.$29.98C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 统计月为何是182个月？
NO.PZ202304050200003401 问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75 B.$29.98 C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50.
NO.PZ202304050200003401 问题如下 Baseon Exhibit 1, the precteWTI oil priforSeptember 2015 using the log-linetrenmol is closest to: A.$29.75 B.$29.98 C.$116.50 September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lnyt = 3.3929 + 0.0075(182)= 4.7579yt= e4.7579 = $116.50Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 我记得何老师在视频里说过因为残差项的同方差，所以log linear中不被考虑。
