q13- Dependent Variable: RMQGMethod: Least SquaresDate: 06/30/20 Time: 16:55Sample (adjusted): 2010M02 2019M12Included observations: 119 after adjustmentsCoefficient Std. Error t-Statisticс-5.299928 7.471802 -0.709324RORD1.224135 0.145467 8.415219INTEREST-0.696999 0.400044 -1.742307AMUNEMPRTWD0.426338 Mean dependent varAdjusted R-squared.0.406210 S.D. dependent varS.E. of regression4.763334 Akaike info criterionSum squared resid2586.586 Schwarz criterion-352.0524 Hannan-Quinn criter.21.18086 Durbin-Watson stat0.000000VariableR-squaredLog likelihoodF-statisticProb(F-statistic)Prob.Select one:0.47960.00000.08421.391149 1.265579 1.099220 0.2740-0.362148 0.206116 -1.757011 0.0816The 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 (119observations). All variables are expressed in percentages (%).a. 0.0842O b. 0.0421O C.0.2740O d. 0.00000.8635786.1815106.0008816.1176516.0482981.892017What is the p-value for the nulll hypothesis that the coefficient of interest rate is equal to 0 ainst the two-tailed alternative?

In the given regression results , it gives 4 key values corresponding to each explanatory variables:…

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

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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