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Feeling · 2019年05月24日

问一道题:NO.PZ201709270100000505 第5小题

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:


不选A的原因是因为题干给了DW值,但没有给DW critical value,无法判断A选项,所以才不选,对吗?

3 个答案
已采纳答案

源_品职助教 · 2019年05月24日

1.98已经离2很近了。再次情况下R=0.02,基本等于0了,可以认为不相关了。

shengjiban2004 · 2019年06月04日

这个是AR model,AR model不是不能用DW-test么?所以A选项应该是无关的吧?

源_品职助教 · 2019年06月06日

@你说的有道理,AR模型判断相关性的确是用T检验,

但是这题题目出的不是太好,说了依据表格2,并且给出了DW数据,所以就勉强运用DW判断一下。

源_品职助教 · 2019年05月24日

这题是DW值接近2,接近2就说明相关系数R接近于0

DW=2(1-R),所以就说明没有相关性。

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2024-03-09 09:01 1 · 回答

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2022-03-31 11:57 1 · 回答

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