DATASET1-1-1.xlsx - SUMMARY OUTPUT Regression Statistics...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.0001213993 R Square 1.473778E-008 Adjusted R Square -0.001113571 Standard Error 0.1092330534 Observations 900 ANOVA df SS MS F Significance F Regression 1 1.579126E-007 1.57913E-007 1.32345E-005 0.9970981666 Residual 898 10.7148102379 0.01193186 Total 899 10.7148103958 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0181872443 0.0106666058 1.705063884 0.0885283698 -0.0027471341 X Variable 1 -5.91463E-007 0.0001625823 -0.0036379292 0.9970981668 -0.000319677
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Upper 95% Lower 95.0% Upper 95.0% 0.0391216226 -0.0027471341 0.0391216226 0.0003184941 -0.000319677 0.0003184941
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SUMMARY OUTPUT Regression Statistics Multiple R 0.0126770315 R Square 0.0001607071 Adjusted R Square -0.0009527 Standard Error 0.074780833 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0008071642 0.0008071642 0.1443381969 0.7040956204 Residual 898 5.0217713373 0.005592173 Total 899 5.0225785014 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0090871533 0.007302347 1.2444154231 0.2136713991 -0.0052445 X Variable 1 4.22863E-005 0.0001113037 0.3799186714 0.7040956204 -0.0001761593
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Upper 95% Lower 95.0% Upper 95.0% 0.0234188066 -0.0052445 0.0234188066 0.000260732 -0.0001761593 0.000260732
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SUMMARY OUTPUT Regression Statistics Multiple R 0.0501778214 R Square 0.0025178138 Adjusted R Square 0.0014070318 Standard Error 0.0522580756 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0061901563 0.0061901563 2.2667038916 0.13253241 Residual 898 2.4523540096 0.0027309065 Total 899 2.4585441659 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0023167337 0.0051030002 0.4539944427 0.6499425284 -0.0076984612 X Variable 1 0.0001171035 7.778084E-005 1.505557668 0.13253241 -3.554985E-005
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Upper 95% Lower 95.0% Upper 95.0% 0.0123319287 -0.0076984612 0.0123319287 0.0002697569 -3.55499E-005 0.0002697569
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SUMMARY OUTPUT Regression Statistics Multiple R 0.0521644087 R Square 0.0027211255 Adjusted R Square 0.00161057 Standard Error 0.0217915775 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0011635516 0.0011635516 2.450238138 0.1178593439 Residual 898 0.4264358182 0.0004748728 Total 899 0.4275993698 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0013387193 0.0021279472 0.6291130308 0.5294350609 -0.0028376093 X Variable 1 5.07706E-005 3.243455E-005 1.5653236528 0.1178593439 -1.288578E-005
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Upper 95% Lower 95.0% Upper 95.0% 0.0055150479 -0.0028376093 0.0055150479 0.0001144269 -1.28858E-005 0.0001144269
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SUMMARY OUTPUT Regression Statistics Multiple R 0.0602628152 R Square 0.0036316069 Adjusted R Square 0.0025220653 Standard Error 0.0195523202 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0012512723 0.0012512723 3.2730694939 0.0707600249 Residual 898 0.3432993164 0.0003822932 Total 899 0.3445505887 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0015750588 0.0019092837 0.8249474937 0.4096204781 -0.0021721189 X Variable 1 5.26496E-005 2.910164E-005 1.8091626499 0.0707600249 -4.465546E-006
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Upper 95% Lower 95.0% Upper 95.0% 0.0053222366 -0.0021721189 0.0053222366 0.0001097648 -4.46555E-006 0.0001097648
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SUMMARY OUTPUT Regression Statistics Multiple R 0.6181639517 R Square 0.3821266712 Adjusted R Square 0.3814386163 Standard Error 0.0020336869 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0022969546 0.0022969546 555.37233083 5.586670E-096 Residual 898 0.0037140223 4.13588E-006 Total 899 0.0060109769 Coefficients Standard Error t Stat P-value Lower 95% Intercept -0.0012780206 0.0001985895 -6.4354895457 2.00024E-010 -0.0016677741 X Variable 1 7.13338E-005 3.026936E-006 23.566338936 5.58667E-096 6.539312E-005
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Upper 95% Lower 95.0% Upper 95.0% -0.000888267 -0.0016677741 -0.000888267 7.72745E-005 6.53931E-005 7.72745E-005
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SUMMARY OUTPUT Regression Statistics Multiple R 0.0455382597 R Square 0.0020737331 Adjusted R Square 0.0009624566 Standard Error 0.0548559174 Observations 900 ANOVA df SS MS F Significance F Regression 1 0.0056153613 0.0056153613 1.8660820771 0.1722664761 Residual 898 2.7022361601 0.0030091717 Total 899 2.7078515214 Coefficients Standard Error t Stat P-value Lower 95% Intercept 0.0030113219 0.0053566794 0.5621620487 0.5741459058 -0.0075017462 X Variable 1 0.0001115342 8.164746E-005 1.3660461475 0.1722664761 -4.870786E-005
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Upper 95% Lower 95.0% Upper 95.0% 0.0135243899 -0.0075017462 0.0135243899 0.0002717763 -4.87079E-005 0.0002717763
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YR MO SmRet MedRet LargeRet GBRET CBRET TBILL VWRET 26 1 0.143252 0.025002 -0.00363 0.013756 0.0072 0.003384 0.000431 26 2 -0.045566 -0.066594 -0.021167 0.006313 0.0045 0.002681 -0.032049 26 3 -0.133622 -0.086511 -0.052075 0.004129 0.0084 0.002994 -0.064579 26 4 0.035279 0.061825 0.037376 0.007589 0.0097 0.003427 0.037256 26 5 0.009349 0.017524 0.016241 0.001412 0.0044 0.000128 0.014549 26 6 0.037572 0.037088 0.058267 0.003812 0.0004 0.003459 0.055532 26 7 0.003349 0.005135 0.033924 0.000435 0.0057 0.002243 0.028476 26 8 0.023847 0.035654 0.034916 5.00E-06 0.0044 0.002536 0.027706 26 9 -0.009017 0.010933 0.004988 0.003763 0.0057 0.002273 0.002458 26 10 -0.013926 -0.029525 -0.025709 0.010174 0.0097 0.003195 -0.02781 26 11 0.004506 0.037381 0.025466 0.015997 0.0057 0.003092 0.027726 26 12 0.019443 0.033628 0.030148 0.007813 0.0056 0.002778 0.029064 27 1 0.016723 0.019723 -0.003082 0.007472 0.0056 0.002463 0.001707 27 2 0.092722 0.057767 0.042359 0.008777 0.0069 0.00257 0.045159 27 3 -0.080764 -0.036362 0.017364 0.025328 0.0083 0.002959 0.006724 27 4 0.036075 0.014469 0.010069 -0.00049 0.0055 0.002546 0.006786 27 5 0.072542 0.044204 0.050741 0.010864 -0.0011 0.003008 0.057336 27 6 -0.036487 -0.011213 -0.018536 -0.00689 0.0043 0.002583 -0.020423 27 7 0.072571 0.044139 0.086365 0.00497 0.0003 0.002991 0.07536 27 8 0.005956 0.004875 0.035518 0.0076 0.0083 0.002757 0.025511 27 9 0.000876 0.025861 0.044797 0.001798 0.0149 0.002096 0.04654 27 10 -0.053367 -0.023154 -0.039431 0.009858 0.0055 0.00252 -0.039414 27 11 0.147824 0.068244 0.064317 0.009705 0.0068 0.002086 0.069393 27 12 0.052532 0.032921 0.015313 0.007151 0.0068 0.00223 0.023042 28 1 0.08974 0.006482 -0.013004 -0.0036 0.0027 0.002536 -0.002745 28 2 -0.018385 -0.031555 -0.005938 0.00612 0.0068 0.003294 -0.013542 28 3 0.029316 0.060439 0.098331 0.004545 0.0041 0.002943 0.089915 28 4 0.225735 0.061372 0.036297 -0.00036 0.0014 0.00223 0.042957 28 5 0.11614 0.024956 0.018265 -0.00771 -0.0078 0.003238 0.019359 28 6 -0.107618 -0.076729 -0.03787 0.004135 -0.0024 0.003122 -0.045935 28 7 0.015703 0.006961 0.010352 -0.02174 -0.001 0.003226 0.010175 28 8 0.000311 0.066854 0.065405 0.007647 0.0083 0.003216 0.0678 28 9 0.120932 0.038255 0.022555 -0.00406 0.003 0.002681 0.031345 28 10 0.033719 0.022184 0.019936 0.015761 0.0083 0.004081
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