consider the coefficient estimates of the following market model linear regression of general motors (gm) on the S&P500 market returns coefficient estimate std errortvaluepr(>ItI)intercept0.0058600.00037041.5820.12412sp5000.09047530.2667023.3920.00196 The number of observations is 32.At the 1% significance level, what is the (1)test statistic value,(2) the critical values (3) decision regarding the null hypothesis that the beta coefficient on the market returns is equal to 1.61

Null Hypothesis: H0:β=1.61 Alternative Hypothesis: H0:β≠1.61 1) Test Statistic:…

onsider the coefficient estimates of the following market model linear regression of general motors (gm) on the S&P500 market returns coefficient estimate std error tvalue pr(>ItI) intercept 0.005860 0.0003704 1.582 0.12412 sp500 0.0904753 0.266702 3.392 0.00196

onsider the coefficient estimates of the following market model linear regression of general motors (gm) on the S&P500 market returns coefficient estimate std error tvalue pr(>ItI) intercept 0.005860 0.0003704 1.582 0.12412 sp500 0.0904753 0.266702 3.392 0.00196

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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