问题如下图:
选项:
A.
B.
C.
解释:
什么叫好statiscally significant呀?拒绝假设就是?
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|>|criticvalue|,即2.802>2.756。所以检验的结果是拒绝strategy's return=0的原假设,此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”,说明从经济意义上是不值得去做这个策略的,即not economically significant。 Economic s是否显著是怎么判断的呢?还需要带入统计假设里面去看是拒绝H0吗?
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|>|criticvalue|,即2.802>2.756。所以检验的结果是拒绝strategy's return=0的原假设,此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”,说明从经济意义上是不值得去做这个策略的,即not economically significant。 为啥拒绝原假设 就是统计显著
NO.PZ2017092702000132 问题如下 analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely: A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|>|criticvalue|,即2.802>2.756。所以检验的结果是拒绝strategy's return=0的原假设,此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”,说明从经济意义上是不值得去做这个策略的,即not economically significant。 拒绝原假设为什么要选A啊
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|>|criticvalue|,即2.802>2.756。所以检验的结果是拒绝strategy's return=0的原假设,此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”,说明从经济意义上是不值得去做这个策略的,即not economically significant。 老师这句话的意思不应该是Ha:u=0吗
NO.PZ2017092702000132 问题如下 analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely: A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|>|criticvalue|,即2.802>2.756。所以检验的结果是拒绝strategy's return=0的原假设,此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”,说明从经济意义上是不值得去做这个策略的,即not economically significant。 看不懂,不应该是拒绝原假设吗?