Analisis Varians Multivariats
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This statistic tests the null hypothesis that all the coefficients associated with predictors equal zero versus these coefficients not all. being equal
For models with an intercept, if the observed test statistic value is greater than 2, then you want to test the null hypothesis against the alternative hypothesis of negative
Type II error by incorrectly failing to reject the null hypothesis that the regression parameters are equal to zero.. Type I error by incorrectly failing to reject the null
Using the asymptotic standard error assuming the null hypothesis...
The rejection of null hypothesis enables us to conclude that there exist Table 1: List of Variables and Description Variables time 1975-2020 Symbol Measurement Data source Dependent
The ADF and PP unit root tests showed SET 1 and 2 were follow a random walk when tested with intercept and with the trend, except SET 2 which rejected the null hypothesis of a unit root
−2.583 significant level under the intercept term has rejected the null hypothesis that tested variables stock market return LnKLCI −4.364, unanticipated money supply LnUMS −9.651,