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Shellin · 2025年05月22日

不是很懂为什么不选B

* 问题详情,请 查看题干

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.

B.

Yˆ f ± 0.0469.

C.

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?

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:


prediction interval的公式是Yf ± t critical value*Yf的standard error。

题干给出双尾情况下的t critical value为Two-sided: ±2.728

题干给出Yf的standard error为0.0469(She computes the standard error of the forecast to be 0.0469)。

所以prediction interval为:Yf ± 2.728*0.0469=Yf ± 0.1279。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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