Giá trị của biến giả là:

Chỉ có một biến độc lập

Chỉ có 2 biến độc lập

Chỉ có 3 biến độc lập

Có từ 2 biến độc lập trở lên

3

4

5

6

The model must be linear in the parameters

The model must be linear in the variables

The model must be linear in the variables and the parameters

The model must be linear in the residuals

p-values can only be used for two-sided tests

It is the marginal significance level where we would be indifferent between rejecting and not rejecting the null hypothesis

It is the exact significance level for the test

Given the p-value, we can make inferences without referring to statistical tables

The standard normal is a special case of the t-distribution, the square of which is a special case of the F-distribution

Since the three distributions are related, the 5% critical values from each will be the same

Asymptotically, a given test conducted using any of the three distributions will lead to the same conclusion

The normal and t- distributions are symmetric about zero while the F- takes only positive values

Slow response of the dependent variable to changes in the independent variables

Over-reactions of the dependent variables

The dependent variable is a centred moving average of the past 4 values of the series

The residuals of the model appear to be non-normal

It will be biased

It will be inconsistent

It will be inefficient

All of a, b and c will be true

Biased but consistent coefficient estimates

Biased and inconsistent coefficient estimates

Unbiased but inconsistent coefficient estimates

Unbiased and consistent but inefficient coefficient estimates

The current value of y

Zero

The historical unweighted average of y

An exponentially weighted average of previous values of y

0.4

0.34

1

It is not possible to determine the value of the autocovariances without knowing the disturbance variance