tyler · 2020年08月12日

问一道题：NO.PZ201709270100000105 第5小题 [ CFA II ]

1. CFA II
2. Quantitative

* 问题详情，请 查看题干

问题如下：

Based on Exhibit 2 and Vasileva’s prediction of the crude oil return for month 37, the estimate of Amtex share return for month 37 is closest to:

选项：

A.

–0.0024

B.

0.0071.

C.

0.0119

解释：

B is correct. The predicted value of the dependent variable, Amtex share return, given the value of the independent variable, crude oil return, of –0.01, is calculated as:
$\widehat Y={\widehat b}_0+\;{\widehat b}_1\;X_i$=0.0071

为什么不需要加上error term0.0022？