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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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Q:
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