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勇敢牛牛鸭 · 2021年08月14日

No.PZ2018101001000054 (选择题)

NO.PZ2018101001000054

问题如下:

Allen wants to predict the sales volume of his shop in December 20X8, so he uses sales volume of January 20X7 to November 20X8 as samples to make a linear trend model and gets the following result: Y ^ t =264.75+2.58t. And it also shows that the Durbin-Watson statistic of this model is 1.0384.

Given the critical values at the 0.05 significance level for the Durbin-Watson test are Dl=1.26 and Du=1.44. Which of the followings is most likely correct?

选项:

A.

There exists a negative serial correlation in the errors.

B.

There exists a positive serial correlation in the errors.

C.

There exists no serial correlation in the errors.

解释:

B is correct.

考点: Linear trend model & log-linear trend model.

解析: 本题考的是对该线性趋势模型所做的DW检验 。 这道题已经给出了DW统计量和两个临界值点 , 已知DW统计量=1.0384是小于Dl=1.26的 , 就可以得出这个序列相关是正序列相关的结论 。 所以B选项正确 。

原题:Allen wants to predict the sales volume of his shop in December 20X8, so he uses sales volume of January 20X7 to November 20X8 as samples to make a linear trend model and gets the following result: =264.75+2.58t. And it also shows that the Durbin-Watson statistic of this model is 1.0384.

Given the critical values at the 0.05 significance level for the Durbin-Watson test are Dl=1.26 and Du=1.44. Which of the followings is most likely correct?

答案是:There exists a positive serial correlation in the errors.

解析是:本题考的是对该线性趋势模型所做的DW检验 。 这道题已经给出了DW统计量和两个临界值点 , 已知DW统计量=1.0384是小于Dl=1.26的 , 就可以得出这个序列相关是正序列相关的结论 。 所以B选项正确 。


我的问题是,这个题属于时间序列,难道不应该用t-检验来看有没有序列自相关吗???DW检验是线性回归里对序列自相关的检验。

1 个答案
已采纳答案

星星_品职助教 · 2021年08月14日

同学你好,

这道题属于时间序列中的linear trend model,linear trend model是linear regression的应用,只不过自变量固定为时间“t”。

对于simple/multiple regression,检验序列自相关的方式是DW检验。

但对于时间序列中的AR模型,DW test不适用,此时需要改为t检验。


讲义截图1:


讲义截图2:AR模型用t检验,一元/多元回归用DW test

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NO.PZ2018101001000054 问题如下 Allen wants to prethe sales volume of his shop in cember 20X8, so he uses sales volume of January 20X7 to November 20X8 samples to make a linetrenmol angets the following result: Y ^ t =264.75+2.58t. Anit also shows ththe rbin-Watson statistic of this mol is 1.0384.Given the criticvalues the 0.05 significanlevel for the rbin-Watson test are =1.26 an=1.44. Whiof the followings is most likely correct? A.There exists a negative sericorrelation in the errors. B.There exists a positive sericorrelation in the errors. C.There exists no sericorrelation in the errors. B is correct.考点: Linetrenmol log-linetrenmol.解析: 本题考的是对该线性趋势模型所做的检验 。 这道题已经给出了统计量和两个临界值点 , 已知统计量=1.0384是小于=1.26的 , 就可以得出这个序列相关是正序列相关的结论 。 所以B正确 。 | statistic|>|criticvalue|则拒绝原假设(有sericorrelation)这部分2024年考纲还要求吗?

2024-02-25 17:27 1 · 回答

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2024-02-04 16:50 1 · 回答

NO.PZ2018101001000054 问题如下 Allen wants to prethe sales volume of his shop in cember 20X8, so he uses sales volume of January 20X7 to November 20X8 samples to make a linetrenmol angets the following result: Y ^ t =264.75+2.58t. Anit also shows ththe rbin-Watson statistic of this mol is 1.0384.Given the criticvalues the 0.05 significanlevel for the rbin-Watson test are =1.26 an=1.44. Whiof the followings is most likely correct? A.There exists a negative sericorrelation in the errors. B.There exists a positive sericorrelation in the errors. C.There exists no sericorrelation in the errors. B is correct.考点: Linetrenmol log-linetrenmol.解析: 本题考的是对该线性趋势模型所做的检验 。 这道题已经给出了统计量和两个临界值点 , 已知统计量=1.0384是小于=1.26的 , 就可以得出这个序列相关是正序列相关的结论 。 所以B正确 。 Test里面的, 都是啥,在讲义的哪里?谢谢

2023-05-14 23:22 1 · 回答

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2023-04-28 13:06 1 · 回答

NO.PZ2018101001000054 所以如果值<,就说明是正相关,是吗? 值是干嘛的呢?

2022-01-29 17:40 1 · 回答