F-Test Probability

iiownz

New member
Joined
Nov 25, 2019
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5
Hi guys!

I've been trying to solve this exercise for a long time. I know that is not that dificult.

However i cant remember how to do it.

Ho = 0
H1 dif 0

1977 observations.

I was wondering that to calculate the F-test i should have the standard error for the Y variable, but i dont have.
Also, i was expecting to do sd1/sd2 to get my F and make a comparison using the F table, but i am not sure if this is right.

Thanks in advance.


1574729370087.png


Calculate the F-test statistic for this equation and use it to perform a test for the null hypothesis that the slope coefficient is equal to zero
 
I found this relation on the internet. Where does it come from? I have never heard about it.

F= (R^2/(p-1))/((1-R^2)/(n-p))

Should i use p = 2 because there are two variables - Astra and FTSE? or because there are 2 variables (slope coeficient + linear coeficient)?
 
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