EstimatedRegression \( {V}_t={\widehat{\beta}}_0+{\widehat{\beta}}_1{M}_t+{\widehat{\beta}}_2{w}_t+{u}_t \) | Estimates |
---|---|
\( {\widehat{\beta}}_0 \) | −2.5480* |
\( {\widehat{\beta}}_1 \) | 0.1369* |
\( {\widehat{\beta}}_2 \) | −0.0094** |
F ratio test statistic | 38.6198 |
DF test statistic on residuals | −12.0479 |