b选项

* 问题详情，请查看题干

NO.PZ201709270100000505

问题如下：

5. Based on the regression output in Exhibit 2, what should lead Busse to conclude that the Regression 3 equation is not correctly specified?

选项：

The Durbin–Watson statistic

The t-statistic for the slope coefficient

The t-statistics for the autocorrelations of the residual

解释：

C is correct. The regression output in Exhibit 2 suggests there is serial correlation in the residual errors. The fourth autocorrelation of the residual has a value of 0.6994 and a t-statistic of 4.3111, which is greater than the t-statistic critical value of 2.02. Therefore, the null hypothesis that the fourth autocorrelation is equal to zero can be rejected. This indicates strong and significant seasonal autocorrelation, which means the Regression 3 equation is misspecified.

斜率项的t值小于关键值，说明b1等于0.所以回归方程不成立。不是吗？请问错在哪里呀。

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1 个答案

品职助教_七七 · 2025年05月22日

嗨，从没放弃的小努力你好：

“b1等于0.所以回归方程不成立”是一元回归方程中的规律，因为一元回归中只有一个slope，这个为0，方程整体就不对了。

但多元回归中，需要所有变量的系数都等于0，才可以认为回归方程不成立。这需要F检验，不能只看t检验。

所以，B选项说通过t检验来判断的这个描述本身就是有问题的。况且还有一个自变量的系数是不为0的。

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NO.PZ201709270100000505 问题如下 5. Baseon the regression output in Exhibit 2, whshoulleBusse to conclu ththe Regression 3 equation is not correctly specifie A.The rbin–Watson statisti B.The t-statistic for the slope coefficient C.The t-statistifor the autocorrelations of the resi C is correct. The regression output in Exhibit 2 suggests there is sericorrelation in the resierrors. The fourth autocorrelation of the resiha value of 0.6994 ana t-statistic of 4.3111, whiis greater ththe t-statistic criticvalue of 2.02. Therefore, the null hypothesis ththe fourth autocorrelation is equto zero crejecte This incates strong ansignificant seasonautocorrelation, whimeans the Regression 3 equation is misspecifie test，这个得出的数字值小于CriticValue啊，那为什么A不对啊

2024-03-09 09:01 1 · 回答

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2022-12-12 12:13 1 · 回答

NO.PZ201709270100000505 The t-statistic for the slope coefficient The t-statistifor the autocorrelations of the resi C is correct. The regression output in Exhibit 2 suggests there is sericorrelation in the resierrors. The fourth autocorrelation of the resiha value of 0.6994 ana t-statistic of 4.3111, whiis greater ththe t-statistic criticvalue of 2.02. Therefore, the null hypothesis ththe fourth autocorrelation is equto zero crejecte This incates strong ansignificant seasonautocorrelation, whimeans the Regression 3 equation is misspecifie 就是对autocore elation这个检验是啥意思，t拒绝了说明了啥没明白

2022-03-31 11:57 1 · 回答

不选A的原因是因为题干给了值，但没有给 criticvalue，无法判断A，所以才不选，对吗？

2019-05-24 12:51 3 · 回答