Analysis of Data for an Autoregressive Forecasting Model Produced the Following

Multiple Choice

Analysis of data for an autoregressive forecasting model produced the following tables. The results indicate that __________.

A) the first predictor, y_t-1, is significant at the 10% level
B) the second predictor, y_t-2, is significant at the 1% level
C) all predictor variables are significant at the 5% level
D) none of the predictor variables are significant at the 5% level
E) the overall regression model is not significant at 5% level