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ependent Variable ROG ethod Least Squares ate: 05/3020 Time: 16:55 ample (adjusted) 2010M02 201012 cluded observations: 119 after adjustments Coefficient Std Error 1-Statistic Prob -5.299928 7.471802 -0.709324 0.4796 1224135 0.145467 8415219 0.0000 -0.000999 0.400044 -1.742307 00842 1.391149 1265579 1.099220 02740 0206116 -1.757011 0.0816 UNEMP RTWD 910 -0.362148 -squared usted R-squared E of regression 4.763334 Akake into criterion um squared resid 0.426338 Mean dependent van 0.863578 0.406210 SD dependentvar 6.181510 6.000881 6.117651 2586.586 Schwarz criterion -3520524 Hannan-Quinn criter 6048298 21.18086 Durbin Watson stat 1.892017 0.000000 Variable с RORD INTEREST og likelihood -statistic e above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 servations). All variables are expressed in percentages (%). hat is the p-value for the nulll hypothesis that the coefficient of interest rate is equal to 0 against the two-tailed alternative? elect one: Da 0.0842 O b. 0.0421

ependent Variable ROG ethod Least Squares ate: 05/3020 Time: 16:55 ample (adjusted) 2010M02 201012 cluded observations: 119 after adjustments Coefficient Std Error 1-Statistic Prob -5.299928 7.471802 -0.709324 0.4796 1224135 0.145467 8415219 0.0000 -0.000999 0.400044 -1.742307 00842 1.391149 1265579 1.099220 02740 0206116 -1.757011 0.0816 UNEMP RTWD 910 -0.362148 -squared usted R-squared E of regression 4.763334 Akake into criterion um squared resid 0.426338 Mean dependent van 0.863578 0.406210 SD dependentvar 6.181510 6.000881 6.117651 2586.586 Schwarz criterion -3520524 Hannan-Quinn criter 6048298 21.18086 Durbin Watson stat 1.892017 0.000000 Variable с RORD INTEREST og likelihood -statistic e above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 servations). All variables are expressed in percentages (%). hat is the p-value for the nulll hypothesis that the coefficient of interest rate is equal to 0 against the two-tailed alternative? elect one: Da 0.0842 O b. 0.0421

ENGR.ECONOMIC ANALYSIS
ENGR.ECONOMIC ANALYSIS
14th Edition
ISBN:9780190931919
Author:NEWNAN
Publisher:NEWNAN
Chapter1: Making Economics Decisions
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Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient Std. Error t-Statistic с -5.299928 7.471802 -0.709324 RORD 1.224135 0.145467 8.415219 INTEREST -0.696999 0.400044 -1.742307 AM UNEMP RTWD 0.426338 Mean dependent var Adjusted R-squared. 0.406210 S.D. dependent var S.E. of regression 4.763334 Akaike info criterion Sum squared resid 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 Variable R-squared Log likelihood F-statistic Prob(F-statistic) Prob. Select one: 0.4796 0.0000 0.0842 1.391149 1.265579 1.099220 0.2740 -0.362148 0.206116 -1.757011 0.0816 The above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in percentages (%). a. 0.0842 O b. 0.0421 O C. 0.2740 O d. 0.0000 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 What is the p-value for the nulll hypothesis that the coefficient of interest rate is equal to 0 ainst the two-tailed alternative?
Transcribed Image Text:Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient Std. Error t-Statistic с -5.299928 7.471802 -0.709324 RORD 1.224135 0.145467 8.415219 INTEREST -0.696999 0.400044 -1.742307 AM UNEMP RTWD 0.426338 Mean dependent var Adjusted R-squared. 0.406210 S.D. dependent var S.E. of regression 4.763334 Akaike info criterion Sum squared resid 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 Variable R-squared Log likelihood F-statistic Prob(F-statistic) Prob. Select one: 0.4796 0.0000 0.0842 1.391149 1.265579 1.099220 0.2740 -0.362148 0.206116 -1.757011 0.0816 The above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in percentages (%). a. 0.0842 O b. 0.0421 O C. 0.2740 O d. 0.0000 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 What is the p-value for the nulll hypothesis that the coefficient of interest rate is equal to 0 ainst the two-tailed alternative?
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