T-bills and inflation. Figure 10.10 (page 499) gives Excel output for the regression of the rate of return on Treasury bills against the rate of inflation during the same year. Exercises 10.57 through 10.59 use this output.

Question 10.59

10.59 ANOVA by-products.

  1. The output gives . How can you obtain this from the ANOVA table?
  2. The output gives the regression standard error as . How can you obtain this from the ANOVA table?

10.59

(a) . (b) .