问题如下:
Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable.
For the analysis run by Batten, which of the following is an incorrect conclusion from the regression output?
选项:
A. The estimated intercept coefficient from Batten’s regression is statistically significant at the 0.05 level.
B. In the month after the CPIENG declines, Stellar’s common stock is expected to exhibit a positive return.
C. Viewed in combination, the slope and intercept coefficients from Batten’s regression are not statistically significant at the 0.05 level.
解释:
C is correct.
C is the correct response, because it is a false statement. The slope and intercept are both statistically significant.
Intercept为啥是significant? T值3.0275挺大的啊