32. Based on the regression output in Exhibit 3 and sales data in Exhibit 4, the forecasted value of quarterly sales for March 2016 for PoweredUP is closest to:
A. $4.193 billion. B. $4.205 billion. C. $4.231 billion.
Output 里的intercept 和 其中一个 coefficient 的t-stat都不显著，不理解答案在计算时候为什么依然使用系数的值，如果不能拒绝null，系数不应该为0吗？
下面是书上的答案：
C is correct. The quarterly sales for March 2016 is calculated as follows: ln Salest – ln Salest–1 = b0 + b1(ln Salest–1 – ln Salest–2) + b2(ln Salest–4 – ln Salest–5). ln Salest – ln 3.868 = 0.0092 – 0.1279(ln 3.868 – ln 3.780) + 0.7239(ln 3.836 – ln 3.418). ln Salest – 1.35274 = 0.0092 – 0.1279(1.35274 – 1.32972) + 0.7239(1.34443 – 1.22906). ln Salest = 1.35274 + 0.0092 – 0.1279(0.02301) + 0.7239(0.11538). ln Salest = 1.44251. Salest = e1.44251 = 4.231.
完全忽略t-stat 直接全部带入计算。求解答，难道所谓的"based on output"不用理会显著性？
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发表于 2017-12-4 11:01
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