Regression Model and statistical significance

[WinstonWithAY]

Hi
I need help with the two questions attached. What do I need to look at to test the significance of coefficients at the 5% level. Also, in regards to the second question, could anyone help me out? I've attached my eViews output for the regression as well.
Any help is much appreciated
Regards
Winston

[startz]

If you want help with your homework, you're going to have to tell us what you've done so far and where you're stuck.

[WinstonWithAY]

These are the answers I put for Q1 and Q2

1.As the absolute value of the t-statistic for all the coefficients of the factors is greater than the critical value of 1.960, we reject the null hypothesis are not significantly different than zero at the 5% significance level. We conclude that the estimated coefficients are all statistically significant at the 5% level.

2. The hml factor typically has a positive sign and represents the difference in returns between companies with a high book-to-value ratio and a low book-to-value ratio. The smb factor typically has a positive value as small-cap companies generate higher returns than large-cap companies. The cma factor typically has a negative value as it is the difference between the returns of companies that invest conservatively versus those that invest aggressively.
The hml factor has a coefficient of -0.397031, which means that the portfolio is weighted more towards firms with a low book-to-value ratio.
The smb factor has a coefficient of 0.301440 which means that the portfolio is weighted more towards small-cap stocks.
The cma factor has a coefficient of -0.431019 which means that the portfolio is weighted more towards aggressive and high risk investments.

[startz]

Seems sensible.

[JuanNicolasDamico]

Hi Winston, check this video tutorial that teaches you the regression outputs https://youtu.be/DwH8lFUrhxs

Good luck!