Exercise

# p-values and coefficients

You can use the `.pvalues`

attribute on a fitted `smf.ols`

regression model to retrieve the p-values for each coefficient.

Normally, p-values less than 0.05 are considered statistically significant.

Coefficients can be extracted from the fitted regression object using the `.params`

attribute.

In this example, a statistically significant negative SMB ('Small Minus Big') coefficient would signify a factor exposure to large cap stocks, while a positive coefficient would signify an exposure to small cap stocks.

The fitted regression model `FamaFrench_fit`

from the previous exercise is available in your workspace.

Instructions

**100 XP**

- Extract the p-value for
`'SMB'`

. - Extract the regression coefficient for
`'SMB'`

.