Answer: B
Step-by-step explanation:
It is one sided test of R-squared being zero versus being greater than zero.
These are the steps of the test.
1. State the null and alternative hypothesis: ...
2. Compute the test statistic: ...
3. Find a (1 - 0.05)×100% confidence interval for the test statistic. ...
4. Decide whether to accept or reject the null hypothesis: 5.991 ∉ [0, 2.28], so reject H 0 .
5. Determine the p-value.