问题如下：
Batten runs a regression analysis using Stellar monthly returns (248 months) as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable.
For the analysis run by Batten, which of the following is an incorrect conclusion from the regression output?
选项：
A.The estimated intercept coefficient from Batten’s regression is statistically significant at the 0.05 level.
B.In the month after the CPIENG declines, Stellar’s common stock is expected to exhibit a positive return.
C.Viewed in combination, the slope and intercept coefficients from Batten’s regression are not statistically significant at the 0.05 level.
解释：
C is correct.
C is the correct response, because it is a false statement. The slope and intercept are both statistically significant.
品职老师，请问这道题是不是可以这样理解。
首先，1) 确认假设：H0=sample b1=0
2) 计算confidence level: sample b1土t *Sb sample = -0.6486 土 1.96*0.2818 = （-1.2009， -0.096），因为样本很大假设服从Z分布，95%对应1.96.
3）计算t统计量=-2.301632，因为落在拒绝域，所以拒绝原假设，所以可以得出自变量对因变量显著影响。
