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Question 15 10 points Doug Abitbol is a portfolio Manager for all investments a hedge fund the trade in the United States At manage the

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Question 15 10 points Doug Abitbol is a portfolio Manager for all investments a hedge fund the trade in the United States At manage the fund the Robert Olabude, junior portfolio manager Anitholooks at economist Inflation forecasts and would be to examine me hip between the US Core Price index (USC) consens and actual US CPring regression analysis Obudeme rate whether the communited Region results are presented in Exhibit Additional de calitate the percent prediction tervat of the actual CPU CPT conta To conclude the meeting, Arboland Ombude does the time of granny to note the freeweeg tone tessin Limitation Publige af regression relationship may not future on Hypothes and predictions based on internet te vaid versions are intere Based on that. Olatud should Regression Outut Estimating US CP Care c 0 Com Regression State NR RE D 3 Type here to Column Columns Column 1 Column Columns Regression Statistics Multiple 0.9929 0.3859 Standard error of estimate 0.0009 Observations 60 Coeficients Standard Error Intercept 0.0001 0.0002 US CPI consensus forecast 0.93 0.0155 Notes: The absolute value of the critical value for the statistic is 2.0 at the 576 level of significance The standard deviation of the US CPE consensus forecastis 0.7539. The mean of the US CPI consensus forecast is = 1.3350. O Can't conclude t-Statistic 0.5351 66239 O conclude that the inflation predictions are unbiased reject the null hypothesis that the intercept coefficient equalso roject the null hypothesis that the slope coeficient equals 1 o G 5:48 PN 12/12 . E O Type here to search Question 15 10 points Doug Abitbol is a portfolio Manager for all investments a hedge fund the trade in the United States At manage the fund the Robert Olabude, junior portfolio manager Anitholooks at economist Inflation forecasts and would be to examine me hip between the US Core Price index (USC) consens and actual US CPring regression analysis Obudeme rate whether the communited Region results are presented in Exhibit Additional de calitate the percent prediction tervat of the actual CPU CPT conta To conclude the meeting, Arboland Ombude does the time of granny to note the freeweeg tone tessin Limitation Publige af regression relationship may not future on Hypothes and predictions based on internet te vaid versions are intere Based on that. Olatud should Regression Outut Estimating US CP Care c 0 Com Regression State NR RE D 3 Type here to Column Columns Column 1 Column Columns Regression Statistics Multiple 0.9929 0.3859 Standard error of estimate 0.0009 Observations 60 Coeficients Standard Error Intercept 0.0001 0.0002 US CPI consensus forecast 0.93 0.0155 Notes: The absolute value of the critical value for the statistic is 2.0 at the 576 level of significance The standard deviation of the US CPE consensus forecastis 0.7539. The mean of the US CPI consensus forecast is = 1.3350. O Can't conclude t-Statistic 0.5351 66239 O conclude that the inflation predictions are unbiased reject the null hypothesis that the intercept coefficient equalso roject the null hypothesis that the slope coeficient equals 1 o G 5:48 PN 12/12 . E O Type here to search

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