SUMMARY OUTPUT
|
|
|
|
Regression Statistics
|
Multiple R
|
0.826164137
|
R Square |
0.682547181 |
Adjusted R Square |
0.669849068 |
Standard Error |
0.006950973 |
Observations |
27 |
|
|
ANOVA
|
|
|
df
|
SS
|
MS
|
Regression |
1 |
0.002597076 |
0.002597 |
Residual |
25 |
0.001207901 |
4.83E-05 |
Total |
26 |
0.003804977 |
|
Given the following regression output, can you reject the null hypothesis that the coefficient for the S&P 500 is zero at a 5% significance level?
a. yes
b. no