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 ignificance F Regression 1 0.22 0.22 360.8 0 Residual 201 0.12 0 Total 202 0.34 Coefficientstandard 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 ignificance F Regression 1 0.08 0.08 277.63 0 Residual 201 0.06 0 Total 202 0.14 Coefficientstandard 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 ignificance F Regression 1 0.43 0.43 918.81 0 Residual 201 0.09 0 Total 202 0.52
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Coefficientstandard 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 ignificance F Regression 1 0.39 0.39 1674.55 0 Residual 201 0.05 0 Total 202 0.44 Coefficientstandard 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 ignificance F Regression 1 0.38 0.38 884.02 0 Residual 201 0.09 0 Total 202 0.47 Coefficientstandard 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 ignificance F
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Regression 1 0.21 0.21 553.24 0 Residual 201 0.08 0 Total 202 0.29 Coefficientstandard 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 Tbil Ylds TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX VF-Sqr Jan-92 15.84 1 .12 18.34 68.64 25.21 10.7 38.58 Tbil Ylds TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX TEPLX PRWCX JANSX FMAGX TWCGX OARDX VFINX VF-Sqr Feb-92 16.13 1 .28 18.6 70.03 25.24 1 .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-Bil Mar-92 15.86 1 .16 18.1 68.13 24.12 10.89 38.09 0.2 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 1 .34 18.24 69.14
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This note was uploaded on 12/10/2009 for the course FIN 320 taught by Professor Dark during the Spring '09 term at Iowa State.

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

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