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. $H_a: B ≠ 1$ gives a $p$-value of $0.498$.

The economist can conclude which of the following?