在备考FRM考试中做大量的真题是很有必要的，把一些长错的或者生僻的内容做个笔记整理也是很重要的。下文是小编列举的FRM考试考题解析，希望对备考的你有所帮助！
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.
关联考点：白噪音检验、BPQ检验、L-BPQ检验
易错点分析：相对于Box-Pierce(BP)Q-statistic，Ljung-Box(LB)Q-statistic更加适合小样本检验。
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
B.{-0.766
C.{0.286
D.{0.910
答案：C
解析：自由度为n-k–1;k是自变量的数量df=24-1-1=22。在t分布中查找22个自由度，得到95%置信水平，双尾部检验的临界值是2.074。置信区间是1.22±2.074*(0.45)得到{0.2867
关联考点：一元线性回归置信区间的预测
易错点分析：容易把0.45当作标准差再除以根号24代入计算。
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