OEquation: EQ02 Workfile: TEMP:Untitled\ View Proc Objed Print Name Freeze Estimate Forecast Stats Resids Dependent Variable INTEREST Method Least Squares Date: 09/10/20 Time: 21:33 Sample (adjusted) 2010M03 2019M 12 Included observations: 118 after adjustments Variable Coefficent Std Error -Statstic Prob C -0.149421 1.366098 0.365452 0.006215 0017402 -0.885355 15.53853 4111411 0.083802 0.231441 0.3778 0.0000 INTEREST(-1) INTEREST(-2) UNEMP(-1) UNEMP(-2) 0.168770 0 087917 0 088887 0.074166 0.075188 0.0001 0 9334 0.8174 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-stabstic Prob(F-statistic) 0.992907 Mean dependent var 0.992655 SD. dependent var 0.102165 Akaike info critenon 1.179453 Schwarz criterion 104.2976 Hannan Quinn criter. 3954.322 Durbin-Watson stat 0.000000 2776102 1.192120 -1.683011 1.565609 -1.635342 1877536 Consider the above ARDL model for INTEREST (interest) where UNEMP is the unemployment rate. What is the degrees of freemdom of F-test statistic for the null hypothesis that UNEMP does not Granger-cause INTEREST? Select one O a. (3,118) O b. (4,113) Oc (2,113)

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O Equation: EQX02 Workfile: TEMP:Untitled\
View Proc Object Print Name Freeze Estimate Forecast Stats Resids
Dependent Variable INTEREST
Method Least Squares
Date: 09/10/20 Time: 21:33
Sample (adjusted) 2010M03 2019M12
Included observations: 118 after adjustments
Variable
Coeficient
Std Error
1-Statstic
Prob.
0.3778
0.0000
INTEREST(-1)
INTEREST(-2)
UNEMP(-1)
UNEMP(-2)
-0.149421
1.366098
0.365452
0.006215
0017402
0.168770
0 087917
0.088887
0.074166
0.075188
-0.885355
15.53853
4111411
0.083802
0.0001
09334
0.8174
0.231441
R-squared
Adjusted R-squared
S.E of regression
Sum squared resid
Log likelihood
F-statstic
Prob(F-statistic)
0.992907 Mean dependent var
0.992655 SD. dependent var
0.102165 Akaike info critenon
1.179453 Schwarz criterion
104.2976 Hannan Quinn criter.
3954.322 Durbin-Watson stat
0.000000
2.776102
1.192120
-1.683011
1.565609
-1.635342
1.877536
Consider the above ARDL model for INTEREST (interest) where UNEMP is the unemployment rate.
What is the degrees of freemdom of F-test statistic for the null hypothesis that UNEMP does not
Granger-cause INTEREST?
Select one:
O a. (3,118)
O b. (4,113)
Oc (2,113)
Transcribed Image Text:O Equation: EQX02 Workfile: TEMP:Untitled\ View Proc Object Print Name Freeze Estimate Forecast Stats Resids Dependent Variable INTEREST Method Least Squares Date: 09/10/20 Time: 21:33 Sample (adjusted) 2010M03 2019M12 Included observations: 118 after adjustments Variable Coeficient Std Error 1-Statstic Prob. 0.3778 0.0000 INTEREST(-1) INTEREST(-2) UNEMP(-1) UNEMP(-2) -0.149421 1.366098 0.365452 0.006215 0017402 0.168770 0 087917 0.088887 0.074166 0.075188 -0.885355 15.53853 4111411 0.083802 0.0001 09334 0.8174 0.231441 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statstic Prob(F-statistic) 0.992907 Mean dependent var 0.992655 SD. dependent var 0.102165 Akaike info critenon 1.179453 Schwarz criterion 104.2976 Hannan Quinn criter. 3954.322 Durbin-Watson stat 0.000000 2.776102 1.192120 -1.683011 1.565609 -1.635342 1.877536 Consider the above ARDL model for INTEREST (interest) where UNEMP is the unemployment rate. What is the degrees of freemdom of F-test statistic for the null hypothesis that UNEMP does not Granger-cause INTEREST? Select one: O a. (3,118) O b. (4,113) Oc (2,113)
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