(4) You decide to investigate the relationship given in the null hypothesis of question (2), part (c). After imposing the restriction specified in the null hypothesis of question (2), part (c), on equation II, what does the model specification of the restricted regression look like? The regressions (i.e. both unrestricted regression II and its restricted regression) are carried out on a sample of 96 quarterly observations, and the residual sums of squares (RSS) for the restricted and unrestricted regressions are 138.78 and 92.46, respectively. Perform the F test to examine the significance of the restriction. What is your conclusion? (20 marks) (4) You decide to investigate the relationship given in the null hypothesis of question (2), part (c). After imposing the restriction specified in the null hypothesis of question (2), part (c), on equation II, what does the model specification of the restricted regression look like? The regressions (i.e. both unrestricted regression II and its restricted regression) are carried out on a sample of 96 quarterly observations, and the residual sums of squares (RSS) for the restricted and unrestricted regressions are 138.78 and 92.46, respectively. Perform the F test to examine the significance of the restriction. What is your conclusion? (20 marks)