青同學(xué)
2020-09-21 11:4863答案不太對(duì) 應(yīng)該選什么呀
所屬：FRM Part I > Quantitative Analysis 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Jenny助教
2020-09-21 14:11
該回答已被題主采納
同學(xué)你好，63題和64題的解析反了，正確解析是：
63. Solution: D
The OLS procedure is a method for estimating the unknown parameters in a linear regression model.
The method minimizes the sum of squared differences between the actual, observed, returns and the returns estimated by the linear approximation. The smaller the sum of the squared differences between observed and estimated values, the better the estimated regression line fits the observed data points.
64. Solution: C
An estimated coefficient of 0.24 from a linear regression indicates a positive relationship between income and savings, and more specifically means that a one unit increase in the independent variable (household income) implies a 0.24 unit increase in the dependent variable (annual savings). Given the equation provided, a household with no income would be expected to have negative annual savings of GBP 25.66. The error term mean is assumed to be equal to 0.
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追問(wèn)
這里被解釋變量是 stock對(duì)嗎
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追答
是的，被解釋變量是stock return，解釋變量是標(biāo)普500指數(shù)的return。
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