Hi there,
I'm cumpting this OLS regression,
Y=TOTAL_RX=[WTI_R,GAS_R,CAC40_R,Solar_R,Gold_R,BP_R,EuroDollar_R];Title={'WTI','GAS','CAC40','Solar','Gold','BP','Euro-dollar','TOTAL'};OLS=LinearModel.fit(X,Y,'Intercept',true,'Varnames',Title);display(OLS)
All my coefficents are significant at 10% excepted for Gas and Solar. So I'd like to do an F-test that test H0 : ßGas = ßSolar = 0 vs H1 : taken altogether these coefficients are significant.
But I don't really know how to start. Should I create an other regression without Gas and Solar and then compare them ?
Thank you for your help.
Best Answer