Suppose You Are Testing the Statistical Significance (At the 5

Multiple Choice

Suppose you are testing the statistical significance (at the 5% significance level) of a parameter estimate from the estimated regression equation: Y = a + bR + cS + dW
Which is estimated using a time-series sample containing monthly observations over a 30-month time period. The critical value of the appropriate test statistic is

A) t_critical = 2.042.
B) t_critical = 2.056.
C) F_critical = 4.22.
D) F_critical = 7.76.