开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

reachqi · 2019年11月02日

问一道题:NO.PZ201512020300000901

* 问题详情,请 查看题干

问题如下:

Based on Exhibit 1, Olabudo should:

选项:

A.

conclude that the inflation predictions are unbiased.

B.

reject the null hypothesis that the slope coefficient equals 1.

C.

reject the null hypothesis that the intercept coefficient equals 0.

解释:

A is correct. If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1. The t-statistic for the intercept coefficient is 0.5351, which is less than the critical t-value of 2.0, so the intercept coefficient is not statistically different than 0. To test whether the slope coefficient equals 1, the t-statistic is calculated as: t=–1.0968

Because the absolute value of the t-statistic of –1.0968 is less than the critical t-value of 2.0, the slope coefficient is not statistically different than 1. Therefore, Olabudo can conclude that the inflation forecasts are unbiased.

选项A是通过排除法得出,为什么选项A正确? "test whether the consensus forecast is unbiased" 该如何定义 Ho

1 个答案
已采纳答案

星星_品职助教 · 2019年11月03日

同学你好,

这道题写出用于预测的方程为:

Actual US CPI =b0 + b1 CPI consensus forecast

也就是要看通过预测得出的CPI和真实的CPI之间的关系。如果预测的CPI恰好等于真实CPI,就说明预测是无偏的。可以看出当b0=0,b1=1时,两者恰好相等。

所以其实相当于要做两个假设检验,第一个是H0: b0=0。从图上可以看出这时候t统计量为0.5351,小于critical value(tc=2),所以不能拒绝原假设(也可以简单理解为b0=0)

第二个是b1=1。计算出t统计量为 (0.983-1)/0.0155= - 1.0968,同样<2,无法拒绝原假设,也就是可以简单理解为b1=1。所以可以得出结论,预测的CPI等于真实的CPI,即预测值为真实值的无偏估计。加油

  • 1

    回答
  • 2

    关注
  • 353

    浏览
相关问题

NO.PZ201512020300000901 老师好 为啥 If the consensus inflation forecast is unbiase then the intercept, b0, shoulequ0, anthe slope coefficient, b1, shoulequ1. 这里该怎么理解?谢谢

2021-11-11 16:07 1 · 回答

rejethe null hypothesis ththe slope coefficient equals 1. rejethe null hypothesis ththe intercept coefficient equals 0. A is correct. If the consensus inflation forecast is unbiase then the intercept, b0, shoulequ0, anthe slope coefficient, b1, shoulequ1. The t-statistic for the intercept coefficient is 0.5351, whiis less ththe critict-value of 2.0, so the intercept coefficient is not statistically fferent th0. To test whether the slope coefficient equals 1, the t-statistic is calculateas: t=–1.0968 Because the absolute value of the t-statistic of –1.0968 is less ththe critict-value of 2.0, the slope coefficient is not statistically fferent th1. Therefore, Olabu cconclu ththe inflation forecasts are unbiase 请问B是错在假设条件错了吗

2021-10-23 00:47 1 · 回答

NO.PZ201512020300000901 unbitest都要做两个test 吗?一个是b0=0,一个b1=1吗?

2021-08-19 13:37 1 · 回答

NO.PZ201512020300000901 The t-statistic for the intercept coefficient is 0.5351, whiis less ththe critical t-value of 2.0, so the intercept coefficient is not statistically fferent th0.  此处的H0是intercept=0 计算出的t统计量为0.5(表格中式0.5351)小于2.0,应该是在接受域中吧?

2021-08-14 19:42 1 · 回答

NO.PZ201512020300000901 老师 b0的原假设为什么等于0 b1为什么等于1 ? 表1中给出了b1的t检验统计量了 为什么还要自己算?

2021-06-03 17:35 1 · 回答