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小黑龙 · 2020年01月26日

问一道题:NO.PZ201512020300000901

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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.

C为什么不对,T不是等于63么,应该是拒绝原假设=0啊?

2 个答案

星星_品职助教 · 2023年04月03日

@Maisie

B选项要检验的是系数是否为1。而表格中提供的t统计量都是基于检验系数是否为0时的统计量。

所以不能直接使用表格数值,需要根据检验系数是否为1来计算新的t统计量。

新t统计量为 (0.983-1)/0.0155= - 1.0968,绝对值小于关键值2.002,无法拒绝原假设

星星_品职助教 · 2020年02月03日

同学你好,

C选项是intercept coefficient,对应的的t-statistics是0.5351

Maisie · 2023年04月02日

老师请问那B为什么不对?在检验b1是否为1时,为什么不能直接用表1中的63作为test statistics,63>2.002,所以reject

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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

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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

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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