Table 3 Result of relevance test
From: Impact of COVID-19 on the performance of emerging market mutual funds: evidence from India
Variable | Coefficient | t statistic | p values |
|---|---|---|---|
\(\varphi\) | − 0.059646 | − 38,031.4 | 0 |
\({\mathbb{Z}}_{1}\) | 0.000725 | 655.2984 | 0 |
\({\mathbb{Z}}_{2}\) | 0.998269 | 15,761.56 | 0 |
\({\mathbb{Z}}_{3}\) | 0.000298 | 64.19975 | 0 |
\({\mathbb{Z}}_{4}\) | 0.011038 | 29.89703 | 0 |
\({\mathbb{Z}}_{5}\) | 0.00106 | 10.29799 | 0 |
F statistic | 62,834,864 | ||
Prob. (F statistic) | 0 |