统计表中的significance of F表示什么含义？

NO.PZ2023040502000027 问题如下 Charlent regresses monthly totreturns of theBangkok SET Inx on one-month Libor (for a US llar–nominatecontract).The perioof the stu is from July 2006 to cember 2013. To improve thestatisticvality of the variables, for both the SET Inx anLibor, Charlentuses the naturlogarithms of one plus the monthly returns in the regressioncalculation.Charlent next regresses the naturlogarithm of one plus the SET Inx monthly returns on the naturlogarithm of one plus Libor, the naturlogarithm of one plus the effective Fefun rate, anthe $/£ exchange rate. The results are reportein the following Exhibit.Then report the pairwisecorrelations of the variables usein the seconregression.GeoffreySmall states ththe highly significant F-statistic of the seconregressionalong with the increaseR2 of the seconegression means ththe aition of the Fefun rate anthe $/£ exchangerate to the analysis provis more reliable estimates of lineassociationsththe first regression.Regarng Geoffrey Small’s statement about theseconregression, whiof the following is most accurate? A.It is true ththe seconregression hassubstantially greater explanatory power ththe first regression. B.The seconregression splays multicollinearity. C.The F-statistic of the seconregression is likelyunrestimate The high pairwisecorrelations of Exhibit 5, especially the correlation between Libor anFeun, suggest a multicollinearity problem. In the presenofmulticollinearity, R2s anF-statistiare overstate anstimates of the coefficients become extremely imprecise anunreliable. 这个是可以大概理解为F值的P-value吗？

NO.PZ2023040502000027 问题如下 Charlent regresses monthly totreturns of theBangkok SET Inx on one-month Libor (for a US llar–nominatecontract).The perioof the stu is from July 2006 to cember 2013. To improve thestatisticvality of the variables, for both the SET Inx anLibor, Charlentuses the naturlogarithms of one plus the monthly returns in the regressioncalculation.Charlent next regresses the naturlogarithm of one plus the SET Inx monthly returns on the naturlogarithm of one plus Libor, the naturlogarithm of one plus the effective Fefun rate, anthe $/£ exchange rate. The results are reportein the following Exhibit.Then report the pairwisecorrelations of the variables usein the seconregression.GeoffreySmall states ththe highly significant F-statistic of the seconregressionalong with the increaseR2 of the seconegression means ththe aition of the Fefun rate anthe $/£ exchangerate to the analysis provis more reliable estimates of lineassociationsththe first regression.Regarng Geoffrey Small’s statement about theseconregression, whiof the following is most accurate? A.It is true ththe seconregression hassubstantially greater explanatory power ththe first regression. B.The seconregression splays multicollinearity. C.The F-statistic of the seconregression is likelyunrestimate The high pairwisecorrelations of Exhibit 5, especially the correlation between Libor anFeun, suggest a multicollinearity problem. In the presenofmulticollinearity, R2s anF-statistiare overstate anstimates of the coefficients become extremely imprecise anunreliable. 多重贡献性放大sse，那不就是会导致F被低估吗

NO.PZ2023040502000027 问题如下 Charlent regresses monthly totreturns of theBangkok SET Inx on one-month Libor (for a US llar–nominatecontract).The perioof the stu is from July 2006 to cember 2013. To improve thestatisticvality of the variables, for both the SET Inx anLibor, Charlentuses the naturlogarithms of one plus the monthly returns in the regressioncalculation.Charlent next regresses the naturlogarithm of one plus the SET Inx monthly returns on the naturlogarithm of one plus Libor, the naturlogarithm of one plus the effective Fefun rate, anthe $/£ exchange rate. The results are reportein the following Exhibit.Then report the pairwisecorrelations of the variables usein the seconregression.GeoffreySmall states ththe highly significant F-statistic of the seconregressionalong with the increaseR2 of the seconegression means ththe aition of the Fefun rate anthe $/£ exchangerate to the analysis provis more reliable estimates of lineassociationsththe first regression.Regarng Geoffrey Small’s statement about theseconregression, whiof the following is most accurate? A.It is true ththe seconregression hassubstantially greater explanatory power ththe first regression. B.The seconregression splays multicollinearity. C.The F-statistic of the seconregression is likelyunrestimate The high pairwisecorrelations of Exhibit 5, especially the correlation between Libor anFeun, suggest a multicollinearity problem. In the presenofmulticollinearity, R2s anF-statistiare overstate anstimates of the coefficients become extremely imprecise anunreliable. 1、本题我有一个疑惑的点，就是对于第二个模型，确实austeR^2变大的，两个模型的样本量也相同，所以其实力度是提高了的，那么A为什么是错的？2、我自己的理解是由于多重共线，所以无法判断x对Y的实际影响，导致R^2和AR^2是不准确的，可以这么理解吗？3、如果我的理解没有错，更进一步，异方差、序列相关是否也有类似的性质？