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Q1. Suppose we wish to test the null hypothesis that a coefficient is equal to zero...

Q1. Suppose we wish to test the null hypothesis that a coefficient is equal to zero vs. the alternative that it is not zero at the 5 % level. If the 95% confidence interval for the coefficient does not contain zero, then we will reject the null hypothesis. Explain.

Q2. Suppose we perform an F test and reject the null hypothesis and all the coefficients except the constant are zero. Does this imply the regression is a good fit for the data. Explain.

Q3. Suppose Ŷt = .9857 + .1266 X1 - .088X2 + .7329 Yt-1 (.336) (.0565) (.052) (.1102) (standard errors) R2 = .9958 n = 44 d = 1.11 ρ = .445 Test the Null Hypothesis that there is no first order autocorrelation at the 5% level. (note: with 3 independent variables and 44 observations dL= 1.48 and dU = 1.58 at 5%)

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