Review Exercises on T-Test



Review Exercises on T-Test

Of the following four cases, indicate the case(s) where the t-test confirms, at 5% significance level, that the computed trend is not illusory.

Case 1:

|Dependent Variable: Y | | |

|Sample: 2 50 | | | |

|Included observations: 49 | | |

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|Variable |Coefficient |Std. Error |t-Statistic |Prob.   |

| | | | | |

| | | | | |

|C |4.337635 |0.424224 |10.22487 |0.0000 |

|T |-0.144214 |0.014333 |-10.06153 |0.0000 |

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| | | | | |

|R-squared |0.682934 |    Mean dependent var |0.588074 |

|Adjusted R-squared |0.676188 |    S.D. dependent var |2.493503 |

|S.E. of regression |1.418914 |    Akaike info criterion |3.577621 |

|Sum squared resid |94.62595 |    Schwarz criterion |3.654838 |

|Log likelihood |-85.65172 |    F-statistic |101.2343 |

|Durbin-Watson stat |0.524998 |    Prob(F-statistic) |0.000000 |

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Case 2:

|Dependent Variable: Y | | |

|Sample: 2 50 | | | |

|Included observations: 49 | | |

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| | | | | |

|Variable |Coefficient |Std. Error |t-Statistic |Prob.   |

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| | | | | |

|C |0.879176 |0.258012 |3.407498 |0.0014 |

|T |0.503346 |0.008717 |57.74021 |0.0000 |

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| | | | | |

|R-squared |0.986099 |    Mean dependent var |13.96618 |

|Adjusted R-squared |0.985803 |    S.D. dependent var |7.242675 |

|S.E. of regression |0.862981 |    Akaike info criterion |2.583113 |

|Sum squared resid |35.00263 |    Schwarz criterion |2.660330 |

|Log likelihood |-61.28626 |    F-statistic |3333.932 |

|Durbin-Watson stat |1.933532 |    Prob(F-statistic) |0.000000 |

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Case 3:

|Dependent Variable: Y | | |

|Sample: 2 50 | | | |

|Included observations: 49 | | |

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| | | | | |

|Variable |Coefficient |Std. Error |t-Statistic |Prob.   |

| | | | | |

| | | | | |

|C |1.102399 |0.314713 |3.502875 |0.0010 |

|T |0.001054 |0.010633 |0.099154 |0.9214 |

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| | | | | |

|R-squared |0.000209 |    Mean dependent var |1.129811 |

|Adjusted R-squared |-0.021063 |    S.D. dependent var |1.041715 |

|S.E. of regression |1.052628 |    Akaike info criterion |2.980418 |

|Sum squared resid |52.07726 |    Schwarz criterion |3.057635 |

|Log likelihood |-71.02023 |    F-statistic |0.009832 |

|Durbin-Watson stat |1.970242 |    Prob(F-statistic) |0.921438 |

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