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yewei1989 · 2020年09月08日

问一道题:NO.PZ2015120204000007 [ CFA II ]

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. He compiles the summary statistics for the 248 months between January 1980 and August 2000.

Batten wants to determine whether the sample correlation between the Stellar and CPIENG variables is statistically significant. The calculated t test-statistics is -2.3017.The critical value for the test statistic at the 0.05 level of significance is approximately ±1.96. Batten should conclude that the statistical relationship between Stellar and CPIENG is:

选项:

A.

significant, because the calculated test statistic has a lower absolute value than the critical value for the test statistic.

B.

significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

C.

not significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

解释:

B is correct.

Because the absolute value of t = -2.3017 is greater than 1.96, the correlation coefficient is statistically significant.

t统计量不是双尾检验,拒绝域是小于-crital value 和大于crital value -2.3小于1.96就行,答案b是什么意思呢?
1 个答案

星星_品职助教 · 2020年09月09日

同学你好,

这道题目问“ determine whether the sample correlation between the Stellar and CPIENG variables is statistically significant”,所以是检验correlation是否为0,也就是双尾检验。

“The calculated t test-statistics is -2.3017.The critical value for the test statistic at the 0.05 level of significance is approximately ±1.96.”说明计算出来的t统计量的绝对值大于了查表所得的临界值的绝对值,所以是拒绝原假设,也就是significant。所以B选项正确。

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NO.PZ2015120204000007 significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statistinot significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statisti B is correct. Because the absolute value of t = -2.3017 is greater th1.96, the correlation coefficient is statistically significant. criticvalue +/-1.96    

2021-08-23 21:49 1 · 回答

NO.PZ2015120204000007 您好,这道题我完全不明白,貌似对应的视频没有讲过这部分。麻烦给出具体对应的视频。题干都不是很懂(t test什么的)

2021-06-25 23:22 1 · 回答

NO.PZ2015120204000007 significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statistinot significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statisti B is correct. Because the absolute value of t = -2.3017 is greater th1.96, the correlation coefficient is statistically significant. 既然是双尾检验,那么a也应该是对的呀

2021-05-02 22:07 1 · 回答

NO.PZ2015120204000007 老师这道题如何判断什么是原假设呢,因为题干说的是termine whether the sample correlation between the StellanCPIENG variables is statistically significant.我自己的直接理解原假设就是这两个事情的相关性是significant的,这样对吗,所以T-TEST的值落在拒绝域里,那应该拒绝原假设,即相关性是不significant的,这样的逻辑错在哪了呢?

2021-01-30 14:01 1 · 回答