Copy of Assign 4 data

Copy of Assign 4 data - SUMMARY OUTPUT Regression...

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SUMMARY OUTPUT TEPLX Regression Statistics Multiple R 0.8 R Square 0.64 Adjusted R Square 0.64 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F Regression 1 0.22 0.22 360.8 0 Residual 201 0.12 0 Total 202 0.34 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 0.04 0.97 0 0 0 0 X Variable 1 0.8 0.04 18.99 0 0.72 0.88 0.72 0.88 SUMMARY OUTPUT PRWCX Regression Statistics Multiple R 0.76 R Square 0.58 Adjusted R Square 0.58 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F Regression 1 0.08 0.08 277.63 0 Residual 201 0.06 0 Total 202 0.14 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 3.8 0 0 0.01 0 0.01 X Variable 1 0.49 0.03 16.66 0 0.43 0.54 0.43 0.54 SUMMARY OUTPUT JANSX Regression Statistics Multiple R 0.91 R Square 0.82 Adjusted R Square 0.82 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F Regression 1 0.43 0.43 918.81 0 Residual 201 0.09 0 Total 202 0.52
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Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 -1.08 0.28 0 0 0 0 X Variable 1 1.11 0.04 30.31 0 1.04 1.18 1.04 1.18 SUMMARY OUTPUT FMAGX Regression Statistics Multiple R 0.94 R Square 0.89 Adjusted R Square 0.89 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F Regression 1 0.39 0.39 1674.55 0 Residual 201 0.05 0 Total 202 0.44 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 -1.29 0.2 0 0 0 0 X Variable 1 1.07 0.03 40.92 0 1.02 1.12 1.02 1.12 SUMMARY OUTPUT TWCGX Regression Statistics Multiple R 0.9 R Square 0.81 Adjusted R Square 0.81 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F Regression 1 0.38 0.38 884.02 0 Residual 201 0.09 0 Total 202 0.47 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 -1.6 0.11 -0.01 0 -0.01 0 X Variable 1 1.05 0.04 29.73 0 0.98 1.12 0.98 1.12 SUMMARY OUTPUT OARDX Regression Statistics Multiple R 0.86 R Square 0.73 Adjusted R Square 0.73 Standard Error 0.02 Observations 203 ANOVA df SS MS F Significance F
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Regression 1 0.21 0.21 553.24 0 Residual 201 0.08 0 Total 202 0.29 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 0 0 1.24 0.22 0 0 0 0 X Variable 1 0.78 0.03 23.52 0 0.72 0.85 0.72 0.85
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Date TEPLX Divs PRWCX Divs JANSX Divs FMAGX Divs TWCGX Divs OARDX Divs VFINX Divs Tbill Ylds TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX VF-Sqr Jan-92 15.84 11.12 18.34 68.64 25.21 10.77 38.58 Tbill Ylds TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX VF-Sqr Feb-92 16.13 11.28 18.66 70.03 25.24 11.09 39.06 0 0.02 0.01 0.02 0.02 0 0.03 0.01 0.02 0.01 0.01 0.02 0 0 0.01 0 TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX T-Bill Mar-92 15.86 11.16 18.1 68.13 24.12 10.89 38.09 0.22 0 -0.02 -0.01 -0.03 -0.03 -0.04 -0.02 -0.02 -0.02 -0.01 -0.03 -0.03 -0.05 -0.05 -0.02 0 Mean: 0.005139 0.007709 0.005410 0.005397 0.004330 0.006703 0.006352 0.003055 Apr-92 16.29 11.34 18.24 69.14 23.19 11.02 39.2 0 0.03 0.02 0.01 0.01 -0.04 0.01 0.03 0.02 0.01 0 0.01 -0.04 -0.04 0.03 0 Std Dev: 0.041098 0.026355 0.050643 0.046723 0.048168 0.037746 0.041241 0.001337 May-92 16.9 11.46 18.5 65.29 4.5 23.76 10.96 39.39 0 0.04 0.01 0.01 0.01 0.02 -0.01 0 0.03 0.01 0.01 0.01 0.02 0.02 0 0 Annual Mean: 0.061671 0.092509 0.064917 0.064762 0.051960 0.080440 0.076223 0.036656 Jun-92 16.59 11.4 18.17 64.14 22.51 10.83 38.58 0.22 0 -0.02 -0.01 -0.02 -0.02 -0.05 -0.01 -0.01 -0.02 -0.01 -0.02 -0.02 -0.06 -0.06 -0.02 0 Annual Std Dev: 0.142366 0.091295 0.175433 0.161855 0.166858 0.130757 0.142864 0.004632 Jul-92 16.54 11.73 18.45 65.94 23.34 11.29 40.14 0 0 0.03 0.02 0.03 0.04 0.04 0.04 -0.01 0.03 0.01 0.02 0.03 0.03 0.04 0 Aug-92 16.05 11.69 18 64.51 22.8 11.14 39.31 0 -0.03 0 -0.02 -0.02 -0.02 -0.01 -0.02 -0.03 -0.01 -0.03 -0.02 -0.03 -0.03 -0.02 0 Alpha: 0 0 0 0 0 0 Sep-92 16.04 11.81 18.25 65.25 23.43 11.52 39.55 0.22 0 0 0.01 0.01 0.01 0.03 0.03 0.01 0 0.01 0.01 0.01 0.03 0.03 0.01 0 Beta: 0.8 0.49 1.11 1.07 1.05 0.78 Oct-92 14.11 11.76 18.86 65.71 23.64 11.71 39.68 0 -0.12 0 0.03 0.01 0.01 0.02 0 -0.12 -0.01 0.03 0 0.01 0.01 0 0 Alpha t-stat: 0.04 3.8 -1.08 -1.29 -1.6 1.24 Nov-92 14.31 11.96 19.65 67.37 24.72 12.03 41.03 0 0.01 0.02 0.04 0.03 0.05 0.03 0.03 0.01 0.01 0.04 0.02 0.04 0.04 0.03 0 Std Error Reg: 0.02 0.02 0.02 0.02 0.02 0.02 Dec-92 14.47 11.39 0.66 19.68 1.2 63.01 5.57 24.36 0.37 11.77 0.59 41.26 0.56 0 0.01 0.01 0.06 0.02 0 0.03 0.02 0.01 0 0.06 0.02 0 0 0.02 0 R SQR: 0.64 0.58 0.82 0.89 0.81 0.73 Jan-93 14.66 11.37 18.86 64.67 24.58 11.82 41.3 0 0.01 0 -0.04 0.03 0.01 0 0 0.01 0 -0.04 0.02 0.01 0.01 0 0 Number of Mos: Feb-93 15.01 11.51 19.17 66.02 23.58 11.68 41.86 0 0.02 0.01 0.02 0.02 -0.04 -0.01 0.01 0.02 0.01
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