2012年金融英语考试预测模拟试题及答案(8)
2012-04-12 17:51 作者: 来源:考试大 字号:T|T
摘要:为帮助广大参加金融英语考试的考生备战考试,特整理2012年金融英语考试预测模拟试题及答案,供考生复习。
SECTION 2
Reading Comprehension: (10 points)
1) B was correct!
Discuss the types of heteroskedasticity and the effects of heteroskedasticity and serial correlation on statistical inference
Hamilton’s test confirmed the presence of conditional heteroskedasticity, which means that the variance of the error term is correlated with the values of the independent variables.
2) D was correct!
Calculate and interpret 1) a confidence interval for the population value of a regression coefficient and 2) a predicted value for the dependent variable, given an estimated regression model and assumed values for the independent variables
Substituting the assumed values into the estimated model results in the following:
Monthly return = -0.0069% + 1.0264(1%) + 0.3625(1%) = 1.38%.
3) D was correct!
Calculate and interpret the F-statistic, and discuss how it is used in regression analysis, define, distinguish between, and interpret the R2 and adjusted R2 in multiple regression, and infer how well a regression model explains the dependent variable by analyzing the output of the regression equation and an ANOVA table.
Because the explained variation or R2 = 40%, then the unexplained variation is (1 - 40%) = 60%.
4) A was correct!
Formulate a null and an alternative hypothesis about the population value of a regression coefficient, calculate the value of the test statistic, determine whether to reject the null hypothesis at a given level of significance, using a one-tailed or two-tailed test, and interpret the result of the test.
The null hypothesis is H0: bspread = 1. The calculated value of the t-statistic is t = (1.0264 - 1.0) / standard error. The standard error is 1.0264 / 4.28 = 0.24. The calculated value for t = (1.0264 - 1.0) / 0.24 = 0.11.
5) C was correct!
Calculate and interpret the standard error of estimate, the coefficient of determination, and a confidence interval for a regression coefficient
The standard error is found in Exhibit 2 as follows: t-statistic = 6.19 = 0.3625 / standard error. The standard error = 0.0586. The two-tailed critical t-value (1.972) is taken from the table with p = 0.025. The confidence interval is 0.3625 ± 1.972 x 0.0586, or 0.25 to 0.48.
版权及免责声明
① 凡本网注明"稿件来源:新东方"的所有文字、图片和音视频稿件,版权均属新东方教育科技集团(含本网和新东方网)所有,任何媒体、网站或个人未经本网协议授权不得转载、链接、转贴或以其他任何方式复制、发表。已经本网协议授权的媒体、网站,在下载使用时必须注明"稿件来源:新东方",违者本网将依法追究法律责任。
② 本网未注明"稿件来源:新东方"的文/图等稿件均为转载稿,本网转载仅基于传递更多信息之目的,并不意味着赞同转载稿的观点或证实其内容的真实性。如其他媒体、网站或个人从本网下载使用,必须保留本网注明的"稿件来源",并自负版权等法律责任。如擅自篡改为"稿件来源:新东方",本网将依法追究法律责任。
③ 如本网转载稿涉及版权等问题,请作者见稿后在两周内速来电与新东方网联系,电话:010-60908555。