题目
An analyst wants to forecast the company’s net profit margin (NPM) based on its research and development expenditures scaled by revenues (RDR), using the model provided in following Exhibit.「huixue_img/importSubject/1564548695570124800.png」「huixue_img/importSubject/1564548695666593792.jpeg」The regression model was estimated using data on eight companies as:「huixue_img/importSubject/1564548695763062784.png」with a standard error of the estimate (se) of 1.8618987 and variance of RDR,「huixue_img/importSubject/1564548695830171648.png」, of 4.285714, as given.What is the standard error of the forecast (sf) if the forecasted value of RDR is 5?
选项
A.2.1499.
B.15.2608.
C.3 2249.
答案
A
解析
To derive the standard error of the forecast (sf), we first have to calculate the variation of RDR. Then, we have the all the pieces to calculate sf:「huixue_img/importSubject/1564548695897280512.png」 题目中告诉我们，standard error of the estimate，也就是SEE =se= 1.8618987 根据基础班讲义中的Sf的公式，如下图，因此，只需要计算出根号部分的数值后，带入SEE即可求出Sf 题目中还告诉了variance of RDR=[∑(Xi－X拔 )^2 ]/(n-1)=4.285714，n=8，因此可以得出：∑(Xi－X拔 )^2=4.285714×7=30所以Sf=1.8618987×根号下（1＋1/8＋(5-7.5)^2/30）=1.8618987×1.154701=2.149936