explain the significante level and p value

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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explain the significante level and p value

Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags
F-statistic
0.132451
Prob. F(2,4)
0.8796
Obs*R-squared
0.621123
Prob. Chi-Square(2)
0.7330
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/09/22 Time: 20:25
Sample: 2010 2019
Included observations: 10
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
FDI
-0.011392
0.521721
-0.021836
0.9836
INFL
-0.046656
0.335248
-0.139169
0.8960
LFF
-0.031153
0.294759
-0.105689
0.9209
1.301226
12.12834
0.107288
0.9197
RESID(-1)
-0.035948
0.560379
-0.064150
0.9519
RESID(-2)
-0.268216
0.528548
-0.507459
0.6385
R-squared
0.062112
Mean dependent var
3.91E-15
Adjusted R-squared
-1.110247 S.D. dependent var
0.612843
S.E. of regression
0.890258
Akaike info criterion
2.889099
Sum squared resid
3.170240
Schwarz criterion
3.070650
Log likelihood
-8.445496
Hannan-Quinn criter.
2.689938
F-statistic
0.052981
Durbin-Watson stat
1.700104
Prob(F-statistic)
0.996784
Transcribed Image Text:Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 0.132451 Prob. F(2,4) 0.8796 Obs*R-squared 0.621123 Prob. Chi-Square(2) 0.7330 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 01/09/22 Time: 20:25 Sample: 2010 2019 Included observations: 10 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. FDI -0.011392 0.521721 -0.021836 0.9836 INFL -0.046656 0.335248 -0.139169 0.8960 LFF -0.031153 0.294759 -0.105689 0.9209 1.301226 12.12834 0.107288 0.9197 RESID(-1) -0.035948 0.560379 -0.064150 0.9519 RESID(-2) -0.268216 0.528548 -0.507459 0.6385 R-squared 0.062112 Mean dependent var 3.91E-15 Adjusted R-squared -1.110247 S.D. dependent var 0.612843 S.E. of regression 0.890258 Akaike info criterion 2.889099 Sum squared resid 3.170240 Schwarz criterion 3.070650 Log likelihood -8.445496 Hannan-Quinn criter. 2.689938 F-statistic 0.052981 Durbin-Watson stat 1.700104 Prob(F-statistic) 0.996784
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