題組內容
II. 填空題 (30%。每格 5 分,共 6 格)
請在答案卷標示大題「II」及其小題號 (1)、(2)、... 至 (6),並填入對應答案,不需另外標示 Question 1、2 等題號。答案可得明確數值者,請寫下該數值並四捨五入進位至小數第四位。
Question 1
The Okun's Law describes the negative relationship between output gap ($y_t$) and the cyclical rate of unemployment ($u_t^c$) as $y_t = \beta_1 + \beta_2 u_t^c + \varepsilon_t$, where $\varepsilon_t$ is white noise. Using data from Taiwan over the period 1978-2017 (sample size $T = 40$), someone estimated this equation by OLS and got the estimated Okun's coefficient $\hat{\beta}_2 = -2.9516$ and $R^2 = 0.5762$. If the standard deviation of output gap is 0.0195, then the regression sum of squared residuals (SSR) = (1) , and the correlation coefficient between $y_t$ and $u_t^c$ = (2) .
(1)