ECON339 Applied Financial Modelling<\/p>\n
Tutorial Questions Week 2<\/p>\n
1.)<\/p>\n
Solve \u201cSelf-Study Questions\u201d in chapter 1, page 27 of the textbook.<\/p>\n
Questions 1., 2., 4<\/p>\n
Solve the following hypothesis test problems (hint: use the t-tables in the document<\/p>\n
\u201cFormulas and Tables\u201d as the reference guide for computing the critical value)<\/p>\n
2.)<\/p>\n
Sample size: 32 significance level: 5%<\/p>\n
Model: y=alpha + beta*x<\/p>\n
Alpha: 23.56 SE(alpha): 11.02<\/p>\n
Beta: 2.23 SE(beta): 1.87<\/p>\n
3.)<\/p>\n
Sample size: 32 significance level: 5%<\/p>\n
Model: y=alpha + beta*x<\/p>\n
Alpha: 23.56 SE(alpha): 11.02<\/p>\n
Beta: 2.23 SE(beta): 1.05<\/p>\n
\uf0e8 Why are the results for both models different? What is the difference of the model? Why does it play<\/p>\n
a role?<\/p>\n
4.)<\/p>\n
Sample size: 82 significance level: 5%<\/p>\n
Model: y=alpha + beta*x<\/p>\n
Alpha: 13.65 SE(alpha): 4.45<\/p>\n
Beta: 6.82 SE(beta): 3.98<\/p>\n
\uf0e8 What does the CI tell us? Did we already see this coming when we tested for significance of beta?<\/p>\n
5.)<\/p>\n
Sample size: 102 significance level: 5%<\/p>\n
Model: y=alpha + beta*x<\/p>\n
Alpha: 14.62 SE(alpha): 4.23<\/p>\n
Beta: 3.67 SE(beta): 1.589<\/p>\n
Sample size: 102 significance level: 1%<\/p>\n
Model: y=alpha + beta*x<\/p>\n
Alpha: 14.62 SE(alpha): 4.23<\/p>\n
Beta: 3.67 SE(beta): 1.589<\/p>\n
\uf0e8 Why are the results for both models different? Why does it play a role?<\/p>\n","protected":false},"excerpt":{"rendered":"
ECON339 Applied Financial Modelling Tutorial Questions Week 2 1.) Solve \u201cSelf-Study Questions\u201d in chapter 1, page 27 of the textbook. Questions 1., 2., 4 Solve the following hypothesis test problems (hint: use the t-tables in the document \u201cFormulas and Tables\u201d Read More …<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-427996","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/posts\/427996","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/comments?post=427996"}],"version-history":[{"count":0,"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/posts\/427996\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/media?parent=427996"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/categories?post=427996"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.benedictsol.com\/blogs\/wp-json\/wp\/v2\/tags?post=427996"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}