Hypothesis Testing in Multiple Regression

In a multiple regression analysis, a researcher conducts hypothesis testing to determine if there is a statistically significant relationship between the dependent variable and one of the independent variables. Specifically, the null hypothesis is stated as H₀: β₁ = 0, where β₁ is the coefficient of the independent variable in question. After running the regression, the calculated t-statistic for this coefficient is 2.5, and the critical t-value for a two-tailed test at the 5% significance level with a sufficiently large sample size is approximately 1.96.

Based on this information, what should the researcher conclude regarding the hypothesis test?