significance t=0 是代表not significance，所以是not reject H0？

问题如下：

Dennehy believe that the number of defective assemblies per hour is a function of the outside air temperature and the speed (production rate) of the assembly lines.

The regression model: D_t = b₀ + b₁Air_t + b₂R_t + ε_t

Dennehy would like to confirm that nonstationarity is not a problem. To test for this he conducts Dickey-Fuller tests for a unit root on each of the time series. The results are reported in Exhibit 2.

Assuming a 5% level of significance, the most appropriate conclusion that can be drawn from the Dickey–Fuller results reported in Exhibit is that the:

选项：

A.

test for a unit root is inconclusive for the dependent variable

B.

dependent variable exhibits a unit root but the independent variables do not

C.

independent variables exhibit unit roots but the dependent variable does not

解释：

The Dickey–Fuller test uses a regression of the type:x_t-x_t-1 =b₀+g x_t-1+ε_t

The null hypothesis is H₀: g= 0 versus the alternative hypothesis H₁: g< 0 (a one-tail test). If g=0 the time series has a unit root and is nonstationary. Thus, if we fail to reject the null hypothesis, we accept the possibility that the time series has a unit root and is nonstationary. Based on the t ratios and their significance levels in Exhibit 2, we reject the null hypothesis that the coefficient is zero for both outside air temperature and assembly line speed (i.e., the independent variables). We do not reject the null for the dependent variable, defective assemblies per hour.