NO.PZ2015120204000012
问题如下：
Batten runs a regression analysis using Stellar monthly returns (248 months) as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable.
For the analysis run by Batten, which of the following is an incorrect conclusion from the regression output?
选项：
A. The estimated intercept coefficient from Batten’s regression is statistically significant at the 0.05 level.
B. In the month after the CPIENG declines, Stellar’s common stock is expected to exhibit a positive return.
C. Viewed in combination, the slope and intercept coefficients from Batten’s regression are not statistically significant at the 0.05 level.
解释：
C is correct.
C is the correct response, because it is a false statement. The slope and intercept are both statistically significant.
可以证明Y变化量大于零，并不能说明Y大于零啊。您看我理解哪里有问题。谢谢