Hypothesis Testing in Regression Analysis

CFA Level II Quant
#1

If the problem asks to determine whether S&P 500 returns (being the independent coefficient) affect ADM’s returns( our dependent variable), that means that when we set up the hypothesis, we would have H0:B1=0 vs B1 different than 0. Am I correct with how I have built my hypothesis ​​​​​​?

#2

You’re correct.

#3

thank god

thank you magician

#4

You’re welcome.