NO.PZ2015120204000007
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.
老师这道题如何判断什么是原假设呢，因为题干说的是determine whether the sample correlation between the Stellar and CPIENG 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？
