# hw3 - 1 Apple Inc(AAPL Simple Regression return_AAPL vs...

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1. Apple Inc. (AAPL) Simple Regression – return_AAPL vs. return_SP500 Dependent variable: return_AAPL Independent variable: return_SP500 Linear model: Y = a + b*X Coefficients Least Squares Standard T Parameter Estimate Error Statistic P-Value Intercept 0.0343111 0.0116954 2.93373 0.0048 Slope 1.419 0.236586 5.99783 0.0000 Analysis of Variance Source Sum of Squares Df Mean Square F-Ratio P-Value Model 0.295174 1 0.295174 35.97 0.0000 Residual 0.475903 58 0.00820523 Total (Corr.) 0.771078 59 Correlation Coefficient = 0.618714 R-squared = 38.2808 percent R-squared (adjusted for d.f.) = 37.2166 percent Standard Error of Est. = 0.0905827 Mean absolute error = 0.0683266 Durbin-Watson statistic = 2.16608 (P= 0.7275 ) Lag 1 residual autocorrelation = -0.08852

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Plot of Fitted Model return_AAPL = 0.0343111 + 1.419*return_SP500 -0.17-0.12-0.07-0.020.030.080.13 return_SP500 -0.33 -0.23 -0.13 -0.03 0.07 0.17 0.27 return_AAPL 2. Microsoft Corporation (MSFT) Simple Regression - return_MSFT vs. return_SP500
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## This note was uploaded on 11/17/2010 for the course MGMT 3620 taught by Professor Ryan during the Spring '10 term at California State University , Monterey Bay.

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hw3 - 1 Apple Inc(AAPL Simple Regression return_AAPL vs...

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