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

Nov 1, 2015

$t = \frac{b - B}{{s}_{b}}$

Explanation:

t-score is given by the formula
$t = \frac{b - B}{{s}_{b}}$

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.