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Conduct the RESET for model specification for your model, the F-statistic is reported with the p valuestate your findings in one sentence. Ramsey RESET Test
Conduct the RESET for model specification for your model, the F-statistic is reported with the p valuestate your findings in one sentence.
Ramsey RESET Test Equation: UNTITLED Omitted Variables: Powers of fitted values from 2 to 3 Specification: MSFT-RISKFREE C MKT-RISKFREE SMB HML F-statistic Likelihood ratio F-test summary: Test SSR Restricted SSR Unrestricted SSR LR test summary: Restricted LogL Unrestricted LogL Variable C MKT-RISKFREE SMB HML FITTED^2 FITTED^3 Value 9.931087 19.44356 Unrestricted Test Equation: Dependent Variable: MSFT-RISKFREE Method: Least Squares Date: 09/30/21 Time: 14:50 Sample: 1998M01 2012M06 Included observations: 174 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Sum of ... 5.46E-05 0.000516 0.000462 Value 860.4546 870.1763 df (2,168) 2 df 2 170 168 Coefficient Std. Error Probability 0.0001 0.0001 Mean Squares 2.73E-05 3.04E-06 2.75E-06 t-Statistic Prob. -0.002260 0.000135 -16.74899 0.001754 0.002649 0.662045 -0.992130 0.004897 -202.6088 0.997231 0.004135 241.1403 -0.055774 0.015476 -3.603906 0.0004 0.006840 0.077454 0.088308 0.9297 Mean dependent var S.D. dependent var Akaike info criterion 0.999226 0.999203 0.001658 0.000462 Schwarz criterion 870.1763 43400.13 0.000000 0.0000 0.5088 0.0000 0.0000 Hannan-Quinn criter. Durbin-Watson stat -0.003981 0.058728 -9.933061 -9.824129 -9.888872 0.150571
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