AJI · 2021年05月21日

残差项 Expected Value 有疑问

1. CFA II
2. Quantitative

* 问题详情，请 查看题干

NO.PZ201512020300000202

问题如下：

2. Did Batten’s regression analyze cross-sectional or time-series data, and what was the expected value of the error term from that regression?

选项：

Data Type

Expected Value of Error Term

A.

Time-series

0

B.

Time-series

εi

C.

Cross-sectional

0

解释：

A is correct.

because the data are time series, and the expected value of the error term, E(Ԑ), is 0.

请问基于哪个条件看出，残差项已经倒干净了（即：Expected Value=0）？