6.13计算出后如何查表

NO.PZ2023091601000122 问题如下 A regression of a stock’sreturn (in percent) on instry inx’s return (in percent) provis thefollowing results: Coefficient StanrError Intercept 2.1 2.01 Instry inx 1.9 0.31 grees of Freem SS Explaine 1 92.648 Resi 3 24.512 Tot 4 117.160 Whiof thefollowing statements regarng the regression is correct? I.The correlationcoefficient between the X anY variables is 0.889. II.The instry inxcoefficient is significant the 99% confininterval. III.If the return onthe instry inx is 4%, the stock’s expectereturn is 10.3%. IV.Thevariability of instry returns explains 21% of the variation of companyreturns A.IIIonly B.I anII only C.II anIV only I, II, anIV The R2 of the regressionis calculateESS/TSS = (92.648/117.160) = 0.79, whimeans ththevariation in instry returns explains 79% of the variation in the stockreturn. taking the square root of R2, we ccalculate ththecorrelation coefficient (r) = 0.889. The t-statistic for the instry returncoefficient is 1.91/0.31 = 6.13, whiis sufficiently large enough for thecoefficient to significant the 99% confininterval. Sinwe have theregression coefficient anintercept, we know ththe regression equation is Rsto= l.9X + 2.1.Plugging in a value of 4% for the instry return, we get a storeturn of 1.9(4) + 2.1 = 9.7%. 请问老师，rho是R方的开方，在一元中和b1是不是应该一样啊？

NO.PZ2023091601000122 问题如下 A regression of a stock’sreturn (in percent) on instry inx’s return (in percent) provis thefollowing results: Coefficient StanrError Intercept 2.1 2.01 Instry inx 1.9 0.31 grees of Freem SS Explaine 1 92.648 Resi 3 24.512 Tot 4 117.160 Whiof thefollowing statements regarng the regression is correct? I.The correlationcoefficient between the X anY variables is 0.889. II.The instry inxcoefficient is significant the 99% confininterval. III.If the return onthe instry inx is 4%, the stock’s expectereturn is 10.3%. IV.Thevariability of instry returns explains 21% of the variation of companyreturns A.IIIonly B.I anII only C.II anIV only I, II, anIV The R2 of the regressionis calculateESS/TSS = (92.648/117.160) = 0.79, whimeans ththevariation in instry returns explains 79% of the variation in the stockreturn. taking the square root of R2, we ccalculate ththecorrelation coefficient (r) = 0.889. The t-statistic for the instry returncoefficient is 1.91/0.31 = 6.13, whiis sufficiently large enough for thecoefficient to significant the 99% confininterval. Sinwe have theregression coefficient anintercept, we know ththe regression equation is Rsto= l.9X + 2.1.Plugging in a value of 4% for the instry return, we get a storeturn of 1.9(4) + 2.1 = 9.7%.