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宇 · 2021年02月23日

不懂,直接带入问一道题:NO.PZ201709270100000506 第6小题 [ CFA II ]

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不懂,直接带入公式为lnsalet-ln3.868=0.0092-0.1279(lnsalet-1 -lnt-2),和答案的不同,为什么?

选项:

A.

B.

C.

解释:

1 个答案

星星_品职助教 · 2021年02月23日

同学你好,

题目的描述为“based on the regression output in Exhibit 3....”。而Exhibit 3对应的已经不再是“Regression 3”(你计算所基于的方程)了。

从Exhibit 3中可以看出,对于Regression 3的修改在于多了一个自变量“ln Sales t−4​-ln Sales t-5”

所以计算的时候要还要加入b2×(ln Salest−4​-ln Salest-5),即可得到答案。


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