Joyce Z. · 2024年07月12日
* 问题详情，请 查看题干
NO.PZ202306130100003401
问题如下：
Based on Exhibit 1, Olabudo should:
选项：
A.
conclude that the inflation predictions are unbiased.
B.
reject the null hypothesis that the slope coefficient equals one.
C.
reject the null hypothesis that the intercept coefficient equals zero.
解释：
A is correct. We fail to reject the null hypothesis of a slope equal to one, and we
fail to reject the null hypothesis of an intercept equal to zero. The test of the slope equal to 1.0 is
unbiased对应讲义哪里呢
NO.PZ202306130100003401 问题如下 Baseon Exhibit 1, Olabu shoul A.conclu ththe inflation prections are unbiase B.rejethe null hypothesis ththe slope coefficient equals one. C.rejethe null hypothesis ththe intercept coefficient equals zero. A is correct. We fail to rejethe null hypothesis of a slope equto one, anwefail to rejethe null hypothesis of intercept equto zero. The test of the slope equto 1.0 is 如图
NO.PZ202306130100003401 问题如下 Baseon Exhibit 1, Olabu shoul A.conclu ththe inflation prections are unbiase B.rejethe null hypothesis ththe slope coefficient equals one. C.rejethe null hypothesis ththe intercept coefficient equals zero. A is correct. We fail to rejethe null hypothesis of a slope equto one, anwefail to rejethe null hypothesis of intercept equto zero. The test of the slope equto 1.0 is 同上
NO.PZ202306130100003401 问题如下 ug Abitbol is a portfolio manager for Polyi Investments, a hee funthtras in the UniteStates. Abitbol manages the hee funwith the help of Robert Olabu, a junior portfolio manager.Abitbol looks economists’ inflation forecasts anwoullike to examine the relationship between the US Consumer PriInx (US CPI) consensus forecast anthe actuUS CPI using regression analysis. Olabu estimates regression coefficients to test whether the consensus forecast is unbiase If the consensus forecasts are unbiase the intercept shoul0.0 anthe slope will equto 1.0. Regression results are presentein Exhibit 1. Aitionally, Olabu calculates the 95 percent prection intervof the actuCPI using a US CPI consensus forecast of 2.8.Finally, Abitbol anOlabu scuss the forecast anforecast interval:■ Observation 1. For a given confinlevel, the forecast intervis the same no matter the US CPI consensus forecast.■ Observation 2. A larger stanrerror of the estimate will result in a wir confininterval. Baseon Exhibit 1, Olabu shoul A.conclu ththe inflation prections are unbiase B.rejethe null hypothesis ththe slope coefficient equals one. C.rejethe null hypothesis ththe intercept coefficient equals zero. A is correct. We fail to rejethe null hypothesis of a slope equto one, anwefail to rejethe null hypothesis of intercept equto zero. The test of the slope equto 1.0 is 为何斜率在题干中给出的t-statistic数值和计算所得会不一致
