How do you calculate the t-score of the slope of a time series regression?

limfne2c

limfne2c

Answered question

2022-10-23

How do you calculate the t-score of the slope of a time series regression?

Answer & Explanation

Zackary Mack

Zackary Mack

Beginner2022-10-24Added 12 answers

Step 1
t-score is given by the formula
t = b - B s b
Where:
t is t-score
b is actual regression co-efficient
B is hypothesized population Regression Co-efficient.
s b is Standard error of Regression Co-efficient.

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