(Regression/Forecasting) What is the rejection rule for the p-value?

The rejection rule for the p-value is set at 0.05. This means that if the p-value is below 0.05, the null hypothesis is rejected and the alternative hypothesis is accepted. In other words, if the p-value is less than 0.05, the result of the statistical test is considered statistically significant and the hypothesis is confirmed. If the p-value is greater than 0.05, the null hypothesis is accepted and the alternative hypothesis is rejected. This means that the result of the statistical test is not statistically significant and the hypothesis is not confirmed.