The following are regression Results for Monthly Cash Flow Study Coefficients Standard Error t-statistic p-Value Interce

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The following are regression Results for Monthly Cash Flow Study
Coefficients
Standard Error
t-statistic
p-Value
Intercept
26.8625
12.15146
2.210639
0.035719
Lag 1
0.7196
0.042584
16.89837
<0.0001
Autocorrelation of the Residual
Lag
Autocorrelation
Standard Error
t-Statistic
p-Value
12
-0.0254
0.0632
-0.4019
0.5612
(Hint: For the below, questions select the choices and indicate your answer on the blank spaces. e.g. If the correct choice is option C. indicate C as your answer and don't type the narration)
1. The number of observations in the time series used to estimate the model represented in the table above is closest to:
A. 16.
B. 50.