爱考云 - 搜题找答案神器_海量试题解析在线查

题目 You presented a regression model to your boss, the Chief Risk Officer (CRO). She is a certified FRM so you know that she knows statistics. She queries you on the dataset and your regression, [...]

题目 Which of the following features correctly characterizes a white noise process? 选项 A.Conditional mean in the dataset. B.Minimal variance. C.No correlation between data points. D.Partial [...]

题目 In order to forecast housing starts, your colleague Brett is going to use the following seasonal model that employs a regression on seasonal [...]

题目 Pretend GARP regressed the exam scores (FRM Score) against preparation time (Hours) and returned the following regression: FRM Score(i) = 23.2 + 0.18×Hours(i) + u(i). Which of the following [...]

题目 Analyst Joseph Lockwood examines a single-factor regression for a hedge fund and makes the following two statements: Statement 1: Heteroscedasticity exists if the regression residuals are [...]

题目 We want to regress hourly Earnings against years of Education (the regressor) based on the following OLS regression model: Earnings(i) = B(0) + B(1)×Education(i) +u(i), where u(i) is the [...]

题目 Assume the shock (aka, innovation), ε(t), in a time series is approximated by Gaussian white noise. The lagged (yesterday's) realization was 0.0160 and the lagged shock was -0.280;i.e., [...]

题目 Regarding Q-statistics, the Box-Pierce and Ljung-Box Q-statistics: 选项 A.Produce different results. B.Are more accurate for smaller datasets. C.Essentially yield the same result. D.Both use [...]

题目 Which of the following statements about the ordinary least squares regression model (or simple regression model) with one independent variable are correct? I.In the OLS model, the random error [...]

题目 If the correlation coefficient of a linear regression is 0.7, the percentage of variation of the dependent variable that is not explained by the independent variable is closest to: 选项 [...]