开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

ZAA · 2022年03月31日

请问表格里不是给了t statistic

* 问题详情,请 查看题干

NO.PZ202109130200004501

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=0.98301.0000.0155=1.09677t=\frac{{0.9830-1.000}}{{0.0155}}=-1.09677

The test of the intercept equal to 1.0 is t=0.00010.00000.00002=0.5000t=\frac{{0.0001-0.0000}}{{0.00002}}=0.5000

Therefore, we conclude that the forecasts are unbiased.

为什么不直接用表格里给的?
1 个答案

星星_品职助教 · 2022年04月01日

同学你好,

表格里的t-statistics对应都是原假设为系数=0的情况。所以如果要检验系数是否为0可以直接用,检验系数是否为其他的数字(例如本题有一个要检验系数是否为1)就不能直接使用,需要基于新的原假设重新计算。