阿同学2022-06-06 21:03:42
阿同学老师，可否讲解下这道题。Note that this is a one-tailed test. The critical one-tailed 1 % t-statistic with 34 degrees of freedom is approximately 2.44. The calculated t-statistic for the slope coefficient is (1.1163 - 1) / 0.0624 = 1.86. Therefore, the slope coefficient is not statistically different from one at the 1 % significance level and Coldplay should fail to reject the null hypothesis.
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Evian, CFA2022-06-07 08:44:02
Evian, CFAヾ(◍°∇°◍)ﾉﾞ你好同学，
Note that this is a one-tailed test.
单尾检验
The critical one-tailed 1 % t-statistic with 34 degrees of freedom is approximately 2.44.
查表关键值为2.44（单尾概率1%，自由度34）
The calculated t-statistic for the slope coefficient is (1.1163 - 1) / 0.0624 = 1.86.
检验统计量为1.86
Therefore, the slope coefficient is not statistically different from one at the 1 % significance level and Coldplay should fail to reject the null hypothesis.
因此（检验统计量没有落在拒绝域），在1%显著性水平下，不能拒绝原假设（H0: slope coefficicent=1）
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