Question

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

Answer 1

`t=(b-B)/(s_b)`

Explanation:

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.