Difficult# Stock Market Interpretation

APSTAT-1EXVKF

An economist wishes to determine if a linear relationship exists between the returns of the S&P $500$ and the Dow Jones Industrial Average.

Both are common stock indices used to determine the overall health of the economy.

Suppose a linear regression T test on ${H}_{0}$: B = $1$ vs. Ha: B ≠ $1$ gives a p-value of $0.498$.

One can conclude which of the following?