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Equation: EQ01 Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Select one: O a. Coefficient Std. Error t-Statistic Prob. -5.299928 7.471802 -0.709324 0.4796 1.224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 -0.362148 0.206116 -1.757011 0.2740 0.0816 (1,115) O b. (3,115) O c. (2,116) O d. (1,114) 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 X 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 Equation: UNTITLED Workfile: TEMP.::Untitled\ OO View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG-RTWD Method: Least Squares Date: 08/12/20 Time: 17:27 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient t-Statistic Prob. -5.138856 1.713681 -2.998724 0.0033 1.224408 0.144313 8.484410 0.0000 -0.700155 0.372188 -1.881187 1.363456 0.196620 6.934462 0.0625 0.0000 Variable с RORD INTEREST UNEMP-RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Std. Error 0.467316 Mean dependent var 0.453419 S.D. dependent var 4.742589 Akaike info criterion 2586.597 Schwarz criterion -352.0527 Hannan-Quinn criter. 33.62923 Durbin-Watson stat 0.000000 0.979266 6.414878 5.984079 The above is a regression outputs 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 (%). The full model can be written as RMQG = B₁ + B₂RORD + B3INEREST + BAUNEMP + 85 RTWD + e One regression result is associated with restricted regression and the other with unrestricted regression. What are the degrees of freedom for the F-test statistic for the null hypothesis that B4 + B5 = 1? 6.077495 6.022012 1.892152

Equation: EQ01 Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Select one: O a. Coefficient Std. Error t-Statistic Prob. -5.299928 7.471802 -0.709324 0.4796 1.224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 -0.362148 0.206116 -1.757011 0.2740 0.0816 (1,115) O b. (3,115) O c. (2,116) O d. (1,114) 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 X 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 Equation: UNTITLED Workfile: TEMP.::Untitled\ OO View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG-RTWD Method: Least Squares Date: 08/12/20 Time: 17:27 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient t-Statistic Prob. -5.138856 1.713681 -2.998724 0.0033 1.224408 0.144313 8.484410 0.0000 -0.700155 0.372188 -1.881187 1.363456 0.196620 6.934462 0.0625 0.0000 Variable с RORD INTEREST UNEMP-RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Std. Error 0.467316 Mean dependent var 0.453419 S.D. dependent var 4.742589 Akaike info criterion 2586.597 Schwarz criterion -352.0527 Hannan-Quinn criter. 33.62923 Durbin-Watson stat 0.000000 0.979266 6.414878 5.984079 The above is a regression outputs 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 (%). The full model can be written as RMQG = B₁ + B₂RORD + B3INEREST + BAUNEMP + 85 RTWD + e One regression result is associated with restricted regression and the other with unrestricted regression. What are the degrees of freedom for the F-test statistic for the null hypothesis that B4 + B5 = 1? 6.077495 6.022012 1.892152

ENGR.ECONOMIC ANALYSIS
ENGR.ECONOMIC ANALYSIS
14th Edition
ISBN:9780190931919
Author:NEWNAN
Publisher:NEWNAN
Chapter1: Making Economics Decisions
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Equation: EQ01 Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Select one: a. (1,115) b. (3,115) O c. (2,116) O d. (1,114) O Coefficient Std. Error Prob. -5.299928 7.471802 -0.709324 0.4796 1.224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 -0.362148 0.206116 -1.757011 0.2740 0.0816 t-Statistic 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 X 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 Ⓒ Equation: UNTITLED Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG-RTWD Method: Least Squares Date: 08/12/20 Time: 17:27 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient Variable с RORD INTEREST UNEMP-RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Std. Error t-Statistic Prob. -5.138856 1.713681 -2.998724 0.0033 1.224408 0.144313 8.484410 0.0000 -0.700155 0.372188 -1.881187 0.0625 1.363456 0.196620 6.934462 0.0000 0.467316 Mean dependent var 0.453419 S.D. dependent var 4.742589 Akaike info criterion 2586.597 Schwarz criterion -352.0527 Hannan-Quinn criter. 33.62923 Durbin-Watson stat 0.000000 0.979266 6.414878 5.984079 The above is a regression outputs 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 (%). The full model can be written as RMQG = B₁ + B2RORD + B3INEREST + BÄUNEMP + ß5 RTWD + e One regression result is associated with restricted regression and the other with unrestricted regression. What are the degrees of freedom for the F-test statistic for the null hypothesis that ß4 + ß5 = 1? 6.077495 6.022012 1.892152
Transcribed Image Text:Equation: EQ01 Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Select one: a. (1,115) b. (3,115) O c. (2,116) O d. (1,114) O Coefficient Std. Error Prob. -5.299928 7.471802 -0.709324 0.4796 1.224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 -0.362148 0.206116 -1.757011 0.2740 0.0816 t-Statistic 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 X 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 Ⓒ Equation: UNTITLED Workfile: TEMP::Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable: RMQG-RTWD Method: Least Squares Date: 08/12/20 Time: 17:27 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient Variable с RORD INTEREST UNEMP-RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Std. Error t-Statistic Prob. -5.138856 1.713681 -2.998724 0.0033 1.224408 0.144313 8.484410 0.0000 -0.700155 0.372188 -1.881187 0.0625 1.363456 0.196620 6.934462 0.0000 0.467316 Mean dependent var 0.453419 S.D. dependent var 4.742589 Akaike info criterion 2586.597 Schwarz criterion -352.0527 Hannan-Quinn criter. 33.62923 Durbin-Watson stat 0.000000 0.979266 6.414878 5.984079 The above is a regression outputs 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 (%). The full model can be written as RMQG = B₁ + B2RORD + B3INEREST + BÄUNEMP + ß5 RTWD + e One regression result is associated with restricted regression and the other with unrestricted regression. What are the degrees of freedom for the F-test statistic for the null hypothesis that ß4 + ß5 = 1? 6.077495 6.022012 1.892152
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