NO.PZ202304050200002902
问题如下:
Determine using Exhibit 2 which one of the following
statements is most likely to be correct. Monthly seasonality in the firm’s
portfolio is________.
选项:
A.highly likely
highly unlikely
not able to be determined from the given data
解释:
B is correct. Monthly seasonality in the firm’s
portfolio is highly unlikely. The variance explained by the model (R-squared)
is only 10.3%, and after adjusting for the number of independent variables
(adjusted R-squared), it becomes negative. Also, the insignificant F-statistic
indicates a 56.3% chance that all variable coefficients are zero. Finally,
t-statistics and associated p-values indicate that all the variable
coefficients are insignificant (i.e., not significantly different from zero). Consequently,
monthly seasonality is highly unlikely to exist in this portfolio.
选项c可以理解为从已知数据中无法得出有季节性的结论吗?不太理解选项C和选项B不太像有季节性有何区别。