NO.PZ202306130100003505
问题如下:
Using information from Exhibit 2, the 99 percent prediction interval for Amtex share return for Month 37 is best described as:
选项:
A.Yˆ f ± 0.0053.
Yˆ f ± 0.0469.
Yˆ f ± 0.1279.
解释:
C is correct. The predicted share return is 0.0095 + [0.2354 × (−0.01)] = 0.0071.
The lower limit for the prediction interval is 0.0071 − (2.728 × 0.0469) = −0.1208, and the upper limit for the prediction interval is 0.0071 + (2.728 × 0.0469) =0.1350.
A is incorrect because the bounds of the interval should be based on the standard error of the forecast and the critical t-value, not on the mean of the dependent variable.
B is incorrect because bounds of the interval are based on the product of the standard error of the forecast and the critical t-value, not simply the standard error of the forecast.
公式来看不是应该选B吗?