Question

Analysis of data for an autoregressive forecasting model produced the following tables.

Coefficients Standard Error t Statistic p-value
Intercept 3.85094 3.745787 0.84426 0.34299
yt-1 0.70434 0.082849 -1.66023 0.103822
yt-2 -0.62669 0.035709 14.65044 6.69E-19


df SS MS F p-value
Regression 2 135753.5 67876.76 107.3336 1.91E-17
Residual 43 27192.79 632.3904

Total 45 162946.3



The results indicate that __________.
a) the first predictor, yt-1, is significant at the 10% level
b) the second predictor, yt-2, is significant at the 1% level
c) all predictor variables are significant at the 5% level
d) none of the predictor variables are significant at the 5% level
e) the overall regression model is not significant at 5% level

Answer

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