请老师详细解释下做法和三个选项

* 问题详情，请查看题干

NO.PZ202106160300004501

问题如下：

Based on Exhibit 1, Olabudo should:

选项：

A. conclude that the inflation predictions are unbiased

B. reject the null hypothesis that the slope coefficient equals one

C. reject the null hypothesis that the intercept coefficient equals zero

解释：

A is correct. We fail to reject the null hypothesis of a slope equal to one, and we fail to reject the null hypothesis of an intercept equal to zero. The test of the slope equal to 1.0 is $t=\frac{{0.9830-1.000}}{{0.0155}}=-1.09677$

The test of the intercept equal to 1.0 is $t=\frac{{0.0001-0.0000}}{{0.00002}}=0.5000$

Therefore, we conclude that the forecasts are unbiased.

题目中已经给出的t数值0.5和 63.4194为什么不能直接用呢，具体代表什么呢？为什么和答案里我们自己算出来的不一样？

添加评论

1 个答案

星星_品职助教 · 2022年01月22日

同学你好，

0.5和 63.4194对应的都是系数为0时的t-statistic值。

0.5在选项C中使用，由于 |t-statistic|=0,.5＜|critical value|=2.002，所以不能拒绝原假设，C选项错误。

----

B选项检验的是b1是否等于1，这需要重新计算t-statistic，代入公式可得（0.9830-1）/ 0.0155= - 1.0968，绝对值同样小于critical value的绝对值2.002，也不能拒绝原假设。

-----

根据题干提示“If the consensus forecasts are unbiased, the intercept should be 0.0 and the slope will be equal to 1.0.”

由于不能拒绝intercept=0，也不能拒绝slope=1，可知方程满足上述条件，为unbiased，选择A选项。

添加评论

1
回答
0
关注
603
浏览

我要回答关注问题

相关问题

NO.PZ202106160300004501 问题如下 Baseon Exhibit 1, Olabu shoul A.conclu ththe inflation prections are unbiase B.rejethe null hypothesis ththe slope coefficient equals one C.rejethe null hypothesis ththe intercept coefficient equals zero A is correct. We fail to rejethe null hypothesis of a slope equto one, anwe fail to rejethe null hypothesis of intercept equto zero. The test of the slope equto 1.0 is t=0.9830−1.0000.0155=−1.09677t=\frac{{0.9830-1.000}}{{0.0155}}=-1.09677t=0.01550.9830−1.000=−1.09677 The test of the intercept equto 1.0 is t=0.0001−0.00000.00002=0.5000t=\frac{{0.0001-0.0000}}{{0.00002}}=0.5000t=0.000020.0001−0.0000=0.5000 Therefore, we conclu ththe forecasts are unbiase f the consensus forecasts are unbiase the intercept shoul0.0 anthe slope will equto 1.0.为什么不能直接和表中的数据对比却要计算t呢？

2023-06-30 23:54 1 · 回答

NO.PZ202106160300004501问题如下Baseon Exhibit 1, Olabu shoulA.conclu ththe inflation prections are unbiase.rejethe null hypothesis ththe slope coefficient equals oneC.rejethe null hypothesis ththe intercept coefficient equals zero A is correct. We fail to rejethe null hypothesis of a slope equto one, anwe fail to rejethe null hypothesis of intercept equto zero. The test of the slope equto 1.0 is t=0.9830−1.0000.0155=−1.09677t=\frac{{0.9830-1.000}}{{0.0155}}=-1.09677t=0.01550.9830−1.000=−1.09677 The test of the intercept equto 1.0 is t=0.0001−0.00000.00002=0.5000t=\frac{{0.0001-0.0000}}{{0.00002}}=0.5000t=0.000020.0001−0.0000=0.5000 Therefore, we conclu ththe forecasts are unbiase 为什么这里的stanrerror 可以直接用而不用除以根号n？

2023-05-28 21:28 1 · 回答