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

Evelynislost · 2020年01月26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.

b0 和b1的t统计量,表格中不是给了0.5351和63.6239; 如果直接和t-critial value=2 相比,截距项不能拒绝原假设,但斜率项可以拒绝(63.6239>>2),请问怎么理解呢?

1 个答案

星星_品职助教 · 2020年02月03日

同学你好,

表格中给的t-statistics是基于原假设b0=0,和原假设b1=0而分别得到的。但这道题只有intercept是和0比较的,所以可以直接用0.5351,但slope是和1比较的,所以对应的t统计量要重新计算,不能直接用。新算出来的t-statistics是-1.0968,不在拒绝域里(与-2相比),所以不能拒绝b1=1的原假设。

  • 1

    回答
  • 1

    关注
  • 684

    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