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Valentina · 2018年12月22日

问一道题:NO.PZ201512020300000402 第2小题 [ CFA II ]

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解释:

老师好,请问in the error term是什么意思呢?谢谢

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菲菲_品职助教 · 2018年12月26日

同学你好,in the error term在这里指的就是残差,结合上下文就是残差的序列相关。

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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

2022-12-08 15:47 1 · 回答

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

2021-02-04 14:40 1 · 回答

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?

2020-02-17 11:24 1 · 回答

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 ]

2020-02-01 17:49 1 · 回答