When the rejection of H02 is the strongest, select m = 2; otherwise select m = 1

TRF

BDF

H03: β3 = 0

0.292

0.187

H02: β2 = 0|β3 = 0

0.958

0.836

H01: β1 = 0|β2 = β3 = 0

1.180

0.419