在備考FRM考試中做大量的真題是很有必要的，把一些長錯(cuò)的或者生僻的內(nèi)容做個(gè)筆記整理也是很重要的。下文是小編列舉的FRM考試考題解析，希望對(duì)備考的你有所幫助！

To test the hypothesis that the autocorrelations of a time series are jointly equal to zero based on a small sample, an analyst should most appropriately calculate

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A.aLjung-Box (LB) Q-statistic.

B.a Box-Pierce (BP) Q-statistic.

C.either aLjung-Box (LB) or a Box-Pierce (BP) Q-statistic.

D.neither aLjung-Box (LB) nor a Box-Pierce (BP) Q-statistic.

答案：A

解析：The LBQ-statistic is appropriate for testing this hypothesis based on a small sample.

關(guān)聯(lián)考點(diǎn)：白噪音檢驗(yàn)、BPQ檢驗(yàn)、L-BPQ檢驗(yàn)

易錯(cuò)點(diǎn)分析：相對(duì)于Box-Pierce(BP)Q-statistic，Ljung-Box(LB)Q-statistic更加適合小樣本檢驗(yàn)。

Consider the following estimated regression equation: Income(t) = 1.89+ 1.22 Salary(t)，The standard error of the coefficient is 0.45 and the number of observations is 24. The 95 percent confidence interval for the slope coefficient, b1, is:

A.{0.454<b1<2.696}

B.{-0.766<b1<3.406}

C.{0.286<b1<2.153}

D.{0.910<b1<1.840}

答案：C

解析：自由度為n-k–1;k是自變量的數(shù)量df=24-1-1=22。在t分布中查找22個(gè)自由度，得到95%置信水平，雙尾部檢驗(yàn)的臨界值是2.074。置信區(qū)間是1.22±2.074*(0.45)得到{0.2867<b1<2.1533}。

關(guān)聯(lián)考點(diǎn)：一元線性回歸置信區(qū)間的預(yù)測(cè)

易錯(cuò)點(diǎn)分析：容易把0.45當(dāng)作標(biāo)準(zhǔn)差再除以根號(hào)24代入計(jì)算。

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