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Hugogooo · 2020年05月31日

问一道题：NO.PZ2018101001000054

  1. CFA II
  2. Quantitative

问题如下：

Allen wants to predict the sales volume of his shop in December 20X8, so he uses sales volume of January 20X7 to November 20X8 as samples to make a linear trend model and gets the following result: Y ^ t  =264.75+2.58t. And it also shows that the Durbin-Watson statistic of this model is 1.0384.

Given the critical values at the 0.05 significance level for the Durbin-Watson statistic are Dl=1.26 and Du=1.44. Which of the followings is most likely correct?

选项：

A.

There exists a negative serial correlation in the errors.

B.

There exists a positive serial correlation in the errors.

C.

There exists no serial correlation in the errors.

解释：

B is correct.

考点: Linear trend model & log-linear trend model.

解析: 本题考的是对该线性趋势模型所做的DW检验 。 这道题已经给出了DW统计量和两个临界值点 ， 已知DW统计量=1.0384是小于Dl=1.26的 ， 就可以得出这个序列相关是正序列相关的结论 。 所以B选项正确 。

请问这题知识点不是reading/ 5里的dw检验么，是不是归错地方了

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1 个答案

星星_品职助教 · 2020年06月01日

同学你好，

我看了一下，这道题归类为了 Linear trend model & log-linear trend model，因为用了linear trend model 做了载体。

其实具体归类到哪个知识点下无所谓，例如这道题如果归类到假设检验下也可以，只要掌握了会做了就可以了。

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NO.PZ2018101001000054 问题如下 Allen wants to prethe sales volume of his shop in cember 20X8, so he uses sales volume of January 20X7 to November 20X8 samples to make a linetrenmol angets the following result: Y ^ t =264.75+2.58t. Anit also shows ththe rbin-Watson statistic of this mol is 1.0384.Given the criticvalues the 0.05 significanlevel for the rbin-Watson test are =1.26 an=1.44. Whiof the followings is most likely correct? A.There exists a negative sericorrelation in the errors. B.There exists a positive sericorrelation in the errors. C.There exists no sericorrelation in the errors. B is correct.考点: Linetrenmol log-linetrenmol.解析: 本题考的是对该线性趋势模型所做的检验 。 这道题已经给出了统计量和两个临界值点 ， 已知统计量=1.0384是小于=1.26的 ， 就可以得出这个序列相关是正序列相关的结论 。 所以B正确 。 | statistic|＞|criticvalue|则拒绝原假设（有sericorrelation）这部分2024年考纲还要求吗？

2024-02-25 17:27 1 · 回答

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2024-02-04 16:50 1 · 回答

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2023-05-14 23:22 1 · 回答

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2023-04-28 13:06 1 · 回答

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2022-01-29 17:40 1 · 回答