MMGE - S&P vs GE rates of return 0.15 0.1 0.05 GE 0...

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Unformatted text preview: S&P vs GE rates of return 0.15 0.1 0.05 GE 0 -0.05 -0.1 -0.06 -0.04 -0.02 0 0.02 S&P 500 0.04 0.06 0.08 0.1 SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations ANOVA df Regression Residual Total Intercept S&P Index 1 46 47 SS 0.04 0.05 0.09 MS 0.04 0 F Significance F 31.29 0 0.64 0.4 0.39 0.03 48 Coefficients Standard Error 0.01 0.01 1.09 0.2 t Stat P-value 1.15 0.25 5.59 0 Lower 95% 0 0.7 Upper 95% 0.02 1.49 RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 Predicted GE 0.01 0.02 0.03 -0.02 0.04 0.01 0 0.05 0 0.03 0 0.02 0.04 -0.02 -0.04 0.02 0.03 -0.02 0.04 0.05 -0.02 0.03 -0.03 0.02 0.03 0.05 0.04 0.04 0.05 Residuals -0.01 -0.04 0.04 0.04 -0.01 0.03 0.03 -0.05 -0.02 -0.02 0.02 0.05 -0.02 0 0 -0.07 0.02 -0.03 0.04 -0.06 -0.01 -0.02 -0.03 0.1 -0.02 0.01 -0.04 0 -0.01 S&P Ind 0.2 Residuals 0.1 0 -0.1 -0.06 -0.04 -0.02 Re 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 0.03 0.04 0.01 0.05 0 0.05 0.03 0.05 0.02 0.02 0.02 0.03 0.01 -0.04 0.03 0.07 0.04 0.09 0.02 -0.05 0 -0.01 0.04 -0.01 0.01 0.05 0.02 -0.03 0.02 -0.03 0.04 0.04 0 -0.02 0.03 0.03 -0.02 0 -0.1 -0.06 -0.04 -0.02 S&P Ind 0.2 Residuals 0.1 0 -0.1 -0.06 -0.04 -0.02 S&P Index Line Fit Plot 0.2 0.1 GE 0 -0.1 -0.1 -0.05 0 S&P Index 0.05 0.1 Column B Column B S&P Index Residual Plot -0.04 -0.02 0 0.02 0.04 S&P Index 0.06 0.08 0.1 -0.04 -0.02 0 0.02 0.04 S&P Index 0.06 0.08 0.1 S&P Index Residual Plot -0.04 -0.02 0 0.02 0.04 S&P Index 0.06 0.08 0.1 S&P Index 0.01 0.01 0.02 -0.02 0.03 0 0 0.04 -0.01 0.02 -0.01 0.01 0.03 -0.03 -0.04 0.01 0.02 -0.02 0.03 0.04 -0.02 0.02 -0.04 0.01 0.03 0.04 0.03 0.03 0.04 0.02 0.03 0 0.04 0 0.04 0.02 0.04 0.01 0.01 0.01 0.03 0 -0.04 0.02 0.06 0.03 0.08 0.01 GE 0.01 -0.02 0.07 0.02 0.02 0.04 0.03 0 -0.02 0.01 0.01 0.07 0.03 -0.02 -0.04 -0.05 0.04 -0.06 0.08 -0.01 -0.03 0.02 -0.06 0.12 0.01 0.06 -0.01 0.04 0.04 -0.02 0.05 0 0.09 -0.01 0.06 0.08 0.07 -0.02 0.04 -0.01 0.07 0.05 -0.05 0.01 0.1 0.06 0.07 0.02 ...
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This note was uploaded on 02/16/2010 for the course STAT 212 taught by Professor Holt during the Fall '08 term at UVA.

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MMGE - S&P vs GE rates of return 0.15 0.1 0.05 GE 0...

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