问题如下图:
选项:
A.
B.
C.
解释:
老师好,请问in the error term是什么意思呢?谢谢
NO.PZ201512020300000402 问题如下 2.Whiof the following is Chiesa’s best response to Question 2 regarng sericorrelation in the error term? a 0.05 level of significance, the test for sericorrelation incates ththere is: A.no sericorrelation in the error term. B.positive sericorrelation in the error term. C.negative sericorrelation in the error term. B is correct.The rbin–Watson test useto test for sericorrelation in the error term, anits value reportein Exhibit 1 is 1.65. For no sericorrelation, is approximately equto 2. If 1 , the error terms are positively serially correlate Because the = 1.65 is less th=1.8271=1.827=1.827 for n = 431 (see Exhibit 2), Chiesa shoulrejethe null hypothesis of no sericorrelation anconclu ththere is evinof positive sericorrelation among the error terms. =1.65,小于表2中的任何数,难道不应该落在接受域中吗?不应该接受H0吗
NO.PZ201512020300000402 positive sericorrelation in the error term. negative sericorrelation in the error term. B is correct. The rbin–Watson test useto test for sericorrelation in the error term, anits value reportein Exhibit 1 is 1.65. For no sericorrelation, is approximately equto 2. If <<1< , the error terms are positively serially correlate Because the = 1.65 is less th=1.8271=1.827=1.827 for n = 431 (see Exhibit 2), Chiesa shoulrejethe null hypothesis of no sericorrelation anconclu ththere is evinof positive sericorrelation among the error terms. 证明了n0不成立,那positive是如何得到的?为何不是negative
问下,这里查表,N是代表observation的个数=431吧?然后用N=430近似替代吗?
positive sericorrelation in the error term. negative sericorrelation in the error term. B is correct. The rbin–Watson test useto test for sericorrelation in the error term, anits value reportein Exhibit 1 is 1.65. For no sericorrelation, is approximately equto 2. If <<1< , the error terms are positively serially correlate Because the = 1.65 is less th=1.8271=1.827=1.827 for n = 431 (see Exhibit 2), Chiesa shoulrejethe null hypothesis of no sericorrelation anconclu ththere is evinof positive sericorrelation among the error terms. 请问老师这个知识点是哪个reang的呢,谢谢问一道题NO.PZ201512020300000402 第2小题 [ CFA II ]