4. The following results are obtained using 20 observations for a simple linear regression model yt = a + Bxt + ut, t-statistics are reported in parentheses. ŷt = 0.142 -0.439xt (12.13) (-0.113) The research wants to test the null that ß = 0 versus the alternative that ß = 0. Which of the following statements is correct? a) The null hypothesis is rejected at the 5% significance level and R² is 0.24. b) We fail to reject the null hypothesis and the standard error associated with ß is 0.0496. c) We fail to reject the null hypothesis and the standard error associated with ß is 3.885. d) Not enough information is provided to answer this question.
4. The following results are obtained using 20 observations for a simple linear regression model yt = a + Bxt + ut, t-statistics are reported in parentheses. ŷt = 0.142 -0.439xt (12.13) (-0.113) The research wants to test the null that ß = 0 versus the alternative that ß = 0. Which of the following statements is correct? a) The null hypothesis is rejected at the 5% significance level and R² is 0.24. b) We fail to reject the null hypothesis and the standard error associated with ß is 0.0496. c) We fail to reject the null hypothesis and the standard error associated with ß is 3.885. d) Not enough information is provided to answer this question.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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this question is about the module: introduction to financial econometrics
please show your workings and explanation linked to that point.

Transcribed Image Text:4. The following results are obtained using 20 observations for a simple linear regression
model yt = a + Bxt + ut, t-statistics are reported in parentheses.
ŷt = 0.142 0.439xt
(12.13) (-0.113)
The research wants to test the null that ß = 0 versus the alternative that p = 0.
Which of the following statements is correct?
a) The null hypothesis is rejected at the 5% significance level and R² is 0.24.
b) We fail to reject the null hypothesis and the standard error associated with ẞ is 0.0496.
c) We fail to reject the null hypothesis and the standard error associated with ß is 3.885.
d) Not enough information is provided to answer this question.
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