1.To compare the goodness of fit of two multiple linear regression models we use:

Select one:

a.t tests

b.Adjusted R-square value

c.level of confidence.

d.F tests.

e.p-values.

2.If a p-value reported in the Excel linear regression output associated with a particular variable is 0.007, the confidence interval for the related regression coefficient includes the zero value at:

a.the 95% confidence level.

b.none of the answers provided

c.the 99% confidence level.

d.both the 90% and 95% confidence levels.

e.the 90% confidence level.

3.A t test statistic in the Excel linear regression output associated with an individual independent variable is reported as ?2, then it indicates the associated independent variable is

a.not statistically significant at the 90% confidence level.

b.statistically significant at the 99% confidence level.

c.not statistically significant at the 5% confidence level.

d.statistically significant at the 95% confidence level.

e.not statistically significant at the 95% confidence level.

4.

Let y, be yearly stock price measured in the natural logarithm of dollars. If the analyst forecasts model as AV21 = 1, it means: O a. the stock price increases from the 19th year to 20th year by 1 dollar. O b. the stock price increases from the 19th year to 20th year by 100 per cent. O c. the stock price increases from the 20th year to 21st year by 1 per cent. O d. the stock price increases from the 20th year to 21st year by 100 per cent. O e. the stock price increases from the 20th year to 21st year by 1 dollar.The model Ayt = a + Pyt-1 + et is called: O a. AR(2) model. O b. AR(2) with the deterministic trending model. O c. AR(O) model. O d. AR(1) model. O e. AR(1) with the deterministic trending model