please assist with step by step explanation

(10 marks) Consider the following regression model Yi = Bo + BIXli+ B2Xzi + Ui This model has been estimated by OLS. The Gretl output is below, followed by the estimate of the covariance matrix of the estimated parameters. Model 1: OLS, using observations 1-55 Dependent variable: Y Coefficient Std. Error t-ratio p-value const 1.16175 0.0992723 11.70 0.0000 X1 1.45029 0.0390025 37.18 0.0000 X2 0.627516 0.0444035 14.13 0.0000 Mean dependent var 3.628901 S.D. dependent var 3.290462 Sum squared resid 17.49279 S.E. of regression 0.580000 R2 0.970081 Adjusted R2 0.968930 F(2, 52) 843.0041 P-value(F) 2.37e-40 Log-likelihood -46.53915 Akaike criterion 99.07830 Schwarz criterion 105.1003 Hannan Quinn 101.4071 const X1 X2 const 0.00985 -0.00231 -0.00045 X1 -0.00231 0.00152 -0.00015 X2 -0.00045 -0.00015 0.00197 Use a t-test with the critical value method and a significance level of 5% to test Ho : B2 = B1 against H1 : B2 # B1