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aileen20180623 · 2022年01月06日

为什么选C

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NO.PZ202109130200004405

问题如下:

Using information from Exhibit 2, the 99% prediction interval for Amtex share return for Month 37 is best described as:

选项:

A.Y^f{\hat Y_f} ±0.0053 B.Y^f{\hat Y_f} ±0.0459 C.Y^f{\hat Y_f} ±0.1279

解释:

C is correct. The predicted share return is 0.0095 + 10.2354 × (-0.01)=0.0071. The lower limit for the prediction interval is 0.0071-(2.728 × 0.0469)=-0.1208, and the upper limit for the prediction interval is 0.0071 + (2.728 × 0.0469) = 0.1350.

A is incorrect because the bounds of the interval should be based on the standard error of the forecast and the critical t-value, not on the mean of the dependent variable.

B is incorrect because bounds of the interval are based on the product of the standard error of the forecast and the critical t-value, not simply the standard error of the forecast.

嘴上限制的区间是0.135根答案差异很大啊。选项的意思是哪个区间还盖在下限-上限吗?

1 个答案

星星_品职助教 · 2022年01月08日

同学你好,

置信区间为:Yf ± 2.728×0.0469=Yf ± 0.1279,直接选择C即可。

不需要进一步将Yf=0.071代入得到0.1350。

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