this question is about the module: introduction to financial econometricsplease show your workings and explanation linked to that point. 4. The following results are obtained using 20 observations for a simple linear regressionmodel 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.

The given hypothesis is H0:β=0 versus H1:β≠0.

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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