题目
A risk analyst performs a simple linear regression on return data comprising three variables evolving in time and obtains, amongst others, the followings are the statistics:「huixue_img/importSubject/1564169388184178688.jpeg」
Based on these data at a 95% confidence level, the analyst should conclude that:
选项
A.The intercept and X Variable 2 are statistically significant.
B.X Variable 1 and X Variable 3 are statistically significant.
C.X Variable 1, X Variable 2 and X Variable 3 are all statistically not significant.
D.More information is required, such as the corresponding p-values, before any meaningful deductions may be made.
答案
A
解析
解析Small standard errors and high t-tests are one indication of statistical significance. The p-values are redundant information if the t-test is provided.