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小苏苏呀 · 2025年06月23日

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NO.PZ202212300100014201

问题如下:

Based on Exhibit 1, Olabudo should calculate a prediction interval for the actual US CPI closest to:

选项:

A.2.7506 to 2.7544 B.2.7521 to 2.7529 C.2.7981 to 2.8019

解释:

The forecast interval for inflation is calculated in three steps:

Step 1. Make the prediction given the US CPI forecast of 2.8:


Step 2. Compute the variance of the prediction error:


Step 3. Compute the prediction interval:

2.7525 ± (2.0 × 0.0009)

Lower bound: 2.7525 − (2.0 × 0.0009) = 2.7506.

Upper bound: 2.7525 + (2.0 × 0.0009) = 2.7544.

So, given the US CPI forecast of 2.8, the 95% prediction interval is 2.7506 to 2.7544.

老师,推公式时我的理解是:intercept的t统计量=0.5<2.002,所以不拒绝b0=0,则公式Y=0.983X。请问我的理解哪里错了

1 个答案

品职助教_七七 · 2025年06月24日

嗨,努力学习的PZer你好:


计算Y值时不需要考虑假设检验的结果。

无论b0或者b1是否显著,它们也都是构成Y值的一部分,计算Y值的时候都需要考虑进去。

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NO.PZ202212300100014201 问题如下 Baseon Exhibit 1, Olabu shoulcalculate aprection intervfor the actuUS CPI closest to: A.2.7506 to 2.7544 B.2.7521 to 2.7529 C.2.7981 to 2.8019 The forecastintervfor inflation is calculatein three steps:Step 1. Make theprection given the US CPI forecast of 2.8: Step 2. Computethe varianof the prection error: Step 3. Computethe prection interval: 2.7525 ± (2.0 ×0.0009)Lower boun2.7525 − (2.0 × 0.0009) = 2.7506.Upper boun2.7525 + (2.0 × 0.0009) = 2.7544.So,given the US CPI forecast of 2.8, the 95% prection intervis 2.7506 to2.7544. 请问2.7525 ± (2.0 × 0.0009)是怎么得出的?为什么?另外上面一大串的公式要背下来吗?

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