Suppose You Are Testing the Statistical Significance (At the 5

question 21

Multiple Choice

Suppose you are testing the statistical significance (at the 5% significance level) of a parameter estimate from the regression equation: Y = a + bR + cS + dW
Which is estimated using a time-series sample containing monthly observations over a 30-month time period.The critical value of the appropriate test statistic is

• A)t_critical = 2.042.
• B)t_critical = 2.056.
• C)F_critical = 4.22.
• D)F_critical = 7.76.

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