The Final Step of the Regression Test for AR(1)is to Perform

Multiple Choice

The final step of the Regression test for AR(1) is to perform

A) an F-test for the joint significance of ρ₁ and ρ₂.
B) an F-test for the overall significance of the x_t and e_{t - 1}.
C) at-test for the individual significance of ρ.
D) separate t-tests for the individual significance of ρ₁ and ρ₂.