19 Which of the following statistical tests/measures may be used in the fashion proposed?

Select one or more:

a.

F-tests might be used to detect if a particular and single regressor significantly contributes to the explanation of a regressand in a mutlivariate model

b.

Alpha (intercept) p-value might be used to detect investment opportunities

c.

P-value percentage may be used to describe the fraction of the variation of the Y variable that can be captured by the X factors proposed

d.

Out of sample testing might be used to detect violations of the stationarity assumption

e.

The Beta estimate may be able to indicate if the Y is increasing or decreasing with a specific factor in-sample

f.

Adjusted R2 may be used to detect spurious regressions