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西红柿面 · 2024年05月12日

这个里面的框框数是什么意思呢

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200003402

问题如下：

In Exhibit 1, at the 5% significance level, the lower critical value for the Durbin–Watson test statistic is 1.75 for both the linear and log-linear regressions. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in the errors in:

选项：

A.

the linear trend model but not the log-linear trend model.

B.

both the linear trend model and the log-linear trend model.

C.

neither the linear trend model nor the log-linear trend model.

解释：

The Durbin–Watson statistic for the linear trend model is 0.10and, for the log-linear trend model, 0.08. Both of these values are below the critical value of 1.75. Therefore, we can reject the hypothesis of no positive serial correlation in the regression errors in both the linear trend model and the log-linear trend model.


做题的时候没有用到这几个数字耶

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品职助教_七七 · 2024年05月13日

嗨，从没放弃的小努力你好：


是t-statistic。不过这个题目中没说，实际上是看不出来的，和解题也没关系。

这种和做题没关系的已知条件忽略就行。

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