AQuestion 1 [10 marks]: You are sure that a series you want to forecast is trending, and that a linear trend is adequate, but you are not sure whether seasonality is important. To be safe, you fit a forecasting model with both trend and seasonal dummies, 47 1 M = B Time, + 176 inl The hypothesis of no seasonality, in which case you could drop the seasonal dummies, corresponds to equal seasonal coefficients across seasons, which is a set of s - 1 linear restrictions: 71 - 72 72 - 73..) 71-1=7 How would you perform an F test of the hypothesis? What assumptions are you implicitly making about the regressions disturbance term? be white noise