Q16. In performing the correlation test on Grey and Jars, Standish would most appropriately address the issue of: A) spurious correlation and the issue of outliers. B) spurious correlation but not the issue of outliers. C) neither outliers nor correlation.
Q17. If the large capitalization index has a 10% return, then the forecast of the fund’s return will be: A) 12.2. B) 13.5. C) 16.1.
Q18. The standard error of the estimate is: A) 1.81. B) 9.62. C) 0.56.
Q19. A 95% confidence interval for the slope coefficient is: A) 0.905 to 1.506. B) 0.760 to 1.650. C) 0.734 to 1.677.
Q20. Of the four caveats of regression analysis listed by Standish, the least accurate is: A) the choice to use a t-statistic or F-statistic for a forecast confidence interval is arbitrary. B) if the error terms are heteroskedastic the test statistics for the equation may not be reliable. C) the relationships of variables change over time.
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发表于 2009-1-7 13:58
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