Given the following SAS code and output : proc reg data=final; model y=x1-x4 / vif spec; Source DF Sum of Squares Mean Square F Value Pr > F 186.82 Model Error Corrected Total <.0001 root mse dependent mean coeff var r-square adj r-sa parameter estimates variable df estimate standard error t value variance inflation intercept x2 x3 x4 pr> It! <.0001 test of first and second moment specification df chi-square pr> ChiSa 14 13.36 0.4982 Do you have any reason to believe that your model suffers from Multicollinearity? (Explain)