Provide a regression analysis on the above regression model. Explain in detail.

A) Make a conclusion about null hypothesis at a 5% significance level. Also make a conclusion at a 1% significance level.

b) Explain the effects of multicollinearity on the significance of coefficients. (your explanation should include standard error, t-ratio and p-value)

Note: General Motors (GM)

Return on Asset ROA %

Quick Ratio Quick

Return on Equity ROE%

Return on Investment %( ROI)

Earnings before Interest, tax, depreciation and amortization EBITDA Margin %

Inventory Turnover INTRY

Cash Flow per Share CFPS

Here the dependent variable is Accrued Expenses Turnover AET

Dependent Variable: AET_GM Method: Least Squares Date: 06/28/20 Time: 14:19 Sample (adjusted): 2010Q3 2019Q4 Included observations: 29 after adjustments Variable Coefficient Std. Error t-Statistic Prob. CFS_GM EBITDA_GM ROA_GM ROI GM QUICK_GM INTRY GM ROE_GM 8.322450 -0.027204 -0.021996 0.258263 -0.012893 -0.869192 -0.155353 -0.038123 2.656889 0.026837 0.042258 0.280373 0.039455 2.512164 0.179132 0.056838 3.132404 -1.013679 -0.520528 0.921140 -0.326788 -0.345993 -0.867256 -0.670734 0.0050 0.3223 0.6081 0.3674 0.7471 0.7328 0.3956 0.5097 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.295275 Mean dependent var 0.060366 S.D. dependent var 0.673923 Akaike info criterion 9.537620 Schwarz criterion -25.02447 Hannan-Quinn criter. 1.256978 Durbin-Watson stat 0.317818 5.988276 0.695234 2.277549 2.654734 2.395679 0.951542 Dependent Variable: AET_GM Method: Least Squares Date: 06/28/20 Time: 14:19 Sample (adjusted): 2010Q3 2019Q4 Included observations: 29 after adjustments Variable Coefficient Std. Error t-Statistic Prob. CFS_GM EBITDA_GM ROA_GM ROI GM QUICK_GM INTRY GM ROE_GM 8.322450 -0.027204 -0.021996 0.258263 -0.012893 -0.869192 -0.155353 -0.038123 2.656889 0.026837 0.042258 0.280373 0.039455 2.512164 0.179132 0.056838 3.132404 -1.013679 -0.520528 0.921140 -0.326788 -0.345993 -0.867256 -0.670734 0.0050 0.3223 0.6081 0.3674 0.7471 0.7328 0.3956 0.5097 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.295275 Mean dependent var 0.060366 S.D. dependent var 0.673923 Akaike info criterion 9.537620 Schwarz criterion -25.02447 Hannan-Quinn criter. 1.256978 Durbin-Watson stat 0.317818 5.988276 0.695234 2.277549 2.654734 2.395679 0.951542