significant F

NO.PZ202208220100000405问题如下 termine using Exhibit 2 whione of the following statements is most likely to correct. Monthly seasonality in the firm’s portfolio is________. A.highly likelyB.highly unlikelyC.not able to terminefrom the given tB is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevarianexplainethe mol (R-square is only 10.3%, anafter austing forthe number of inpennt variables (austeR-square, it becomes negative.Also, the insignificant F-statistic incates a 56.3% chanthall variable coefficients are zero. Finally, t-statistianassociatep-values incate thall thevariable coefficients are insignificant (i.e., not significantly fferent from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio. F value =0.879， significant F 等于0.563，F 值落在临界值右边，不是应该要拒绝原假设吗

NO.PZ202208220100000405问题如下 termine using Exhibit 2 whione of the following statements is most likely to correct. Monthly seasonality in the firm’s portfolio is________. A.highly likelyB.highly unlikelyC.not able to terminefrom the given tB is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevarianexplainethe mol (R-square is only 10.3%, anafter austing forthe number of inpennt variables (austeR-square, it becomes negative.Also, the insignificant F-statistic incates a 56.3% chanthall variable coefficients are zero. Finally, t-statistianassociatep-values incate thall thevariable coefficients are insignificant (i.e., not significantly fferent from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio. F检验的criticvalue和test statistic在这道题是多少，怎么我看答案和提问都说0.563就是不显著，没明白其中的逻辑关系

NO.PZ202208220100000405 问题如下 The CIO asks you to analyze one of the firm’s portfolios to intify influentioutliers thmight skewing regression results of its return ivers. For eaobservation, you calculate leverage, the stuntizeresial, anCook’s There are 96 observations antwo inpennt variables (k = 2), anthe criticalt-statistic is 2.63 a 1% significanlevel. Partiresults of your calculations areshown in Exhibit 1.Finally, you are taskewith investigating whether there is any monthly seasonality in the excess portfolio returns. You construa regression mol using mmy variables for the months; your regression statistianANOVA results are shown in Exhibit 2. termine using Exhibit 2 whione of the following statements is most likely to correct. Monthly seasonality in the firm’s portfolio is________. A.highly likely B.highly unlikely C.not able to terminefrom the given t B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevarianexplainethe mol (R-square is only 10.3%, anafter austing forthe number of inpennt variables (austeR-square, it becomes negative.Also, the insignificant F-statistic incates a 56.3% chanthall variable coefficients are zero. Finally, t-statistianassociatep-values incate thall thevariable coefficients are insignificant (i.e., not significantly fferent from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio. 请问这道题的讲解视频链接？

NO.PZ202208220100000405 问题如下 termine using Exhibit 2 whione of the following statements is most likely to correct. Monthly seasonality in the firm’s portfolio is________. A.highly likely B.highly unlikely C.not able to terminefrom the given t B is correct. Monthly seasonality in the firm’s portfolio is highly unlikely. Thevarianexplainethe mol (R-square is only 10.3%, anafter austing forthe number of inpennt variables (austeR-square, it becomes negative.Also, the insignificant F-statistic incates a 56.3% chanthall variable coefficients are zero. Finally, t-statistianassociatep-values incate thall thevariable coefficients are insignificant (i.e., not significantly fferent from zero).Consequently, monthly seasonality is highly unlikely to exist in this portfolio. 如题。