Use the return information for 3-month T-bills, the NYSE Index, Chrysler, Ford, and GM for the 3-year period from January 1985 through December 1987 on Chap. 18. Suppose of interest now is to establish the relationship between NYSE Index and the other four variables based on the result of the stepwise regression method. Problems 66 to 69 are based on the following output from MINITAB.

At α = .05, do an F-test for the significance of the regression at Step 3.

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Stepwise Regression: NYSE Index versus T-Bill, Chrysler, Ford, GM Alpha-to-Enter: 0.15 Alpha-to-Remove: 0.15 Response is NYSE Index on 4 predictors, with N = 36