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張寶寶 · 2024年05月02日

t-statistic

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NO.PZ202212300100014002

问题如下:

Based on Exhibit 2, Vasileva should reject the null hypothesis that:

选项:

A.the slope is less than or equal to 0.15. B.the intercept is less than or equal to zero. C.crude oil returns do not explain Amtex share returns.

解释:

Crude oil returns explain the Amtex share returns if the slope coefficient is statistically different from zero. The slope coefficient is 0.2354, and the calculated t-statistic is

t=(0.2354-0.0000)/0.0760=3.0974,

which is outside the bounds of the critical values of ±2.728.

Therefore, Vasileva should reject the null hypothesis that crude oil returns do not explain Amtex share returns, because the slope coefficient is statistically different from zero.

A is incorrect because the calculated t-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,which is less than the critical value of +2.441.

B is incorrect because the calculated t-statistic is t=(0.0095-0.0000)/0.0078=1.2179, which is less than the critical value of +2.441.

A is incorrect because the calculated t-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,which is less than the critical value of +2.441.


其中0.15在哪里得出?

1 个答案

品职助教_七七 · 2024年05月02日

嗨,从没放弃的小努力你好:


选项中给出需对0.15进行检验。

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努力的时光都是限量版,加油!

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NO.PZ202212300100014002 问题如下 Baseon Exhibit 2, Vasileva shoulrejethe nullhypothesis that: A.theslope is less thor equto 0.15. B.theintercept is less thor equto zero. C.cruoil returns not explain Amtex share returns. Cru oil returns explain the Amtex share returns if the slope coefficient is statistically fferent from zero. The slope coefficient is 0.2354, anthe calculatet-statistic ist=(0.2354-0.0000)/0.0760=3.0974,whiis outsi the boun of the criticvalues of ±2.728.Therefore, Vasileva shoulrejethe null hypothesis thcru oil returns not explain Amtex share returns, because the slope coefficient is statistically fferent from zero. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.B is incorrebecause the calculatet-statistic is t=(0.0095-0.0000)/0.0078=1.2179, whiis less ththe criticvalue of +2.441. 请问这一问的知识点在哪里?用到的是什么公式呢? t = (0.2354 - 0.1500)/0.0760 = 1.1237, t = (0.0095 - 0.0000)/0.0078 = 1.2179为什么分母是去除以stanrerror?

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