The final step of the Regression test for AR(1)is to perform A)an F-test for the joint significance of ρ₁ and ρ₂. B)an F-test for the overall significance of the x_t and e_t _{- 1}. C)at-test for the individual significance of ρ. D)separate t-tests for the individual significance of ρ₁ and ρ₂.

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The final step of the Regression test for an AR(1) model involves conducting a t-test for the individual significance of the autoregressive parameter ρ. This test assesses whether ρ significantly differs from zero, indicating the presence of autocorrelation in the time series data.

The Final Step of the Regression Test for AR(1)is to Perform