Lecture 4 - Excel Data - SUMMARY OUTPUT Regression...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.88 R Square 0.77 Adjusted R Square 0.77 Standard Error 0.09 Observations 97 ANOVA df SS MS F ignificance F Regression 1 2.76 2.76 314.4 0 Residual 95 0.83 0.01 Total 96 3.6 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0% Intercept 0 0.01 -0.21 0.84 -0.02 0.02 -0.02 X Variable 1 1.3 0.07 17.73 0 1.15 1.44 1.15
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pper 95.0% 0.02 1.44
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SUMMARY OUTPUT Regression Statistics Multiple R 0.69 R Square 0.47 Adjusted R Square 0.47 Standard Error 0.13 Observations 97 ANOVA df SS MS F ignificance F Regression 1 1.37 1.37 85.65 0 Residual 95 1.52 0.02 Total 96 2.89 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0% Intercept 0 0.01 -0.29 0.77 -0.03 0.02 -0.03 X Variable 1 0.91 0.1 9.25 0 0.72 1.11 0.72
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pper 95.0% 0.02 1.11
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Note: All data is end of month. Date REE SAM VNIndex Rf Rree Rsam Rindex Rree-Rf 1.93% 19.36% July-00 16.30 11.47 August-00 18.40 13.13 115.15 3.54 September-00 18.20 14.13 120.71 3.54 -1.09% 7.62% 4.83% -1.38% October-00 21.20 16.27 140.48 3.72 16.48% 15.15% 16.38% 16.17% November-00 26.70 18.13 168.73 3.72 25.94% 11.43% 20.11% 25.63% December-00 32.80 22.13 200.56 4.24 22.85% 22.06% 18.86% 22.49% January-01 39.40 26.13 245.8 5.4 20.12% 18.08% 22.56% 19.67% February-01 39.20 26.07 252.4 5.16 -0.51% -0.23% 2.69% -0.94% March-01 40.20 26.93 269.3 5.16 2.55% 3.30% 6.70% 2.12% April-01 48.60 31.33 317.76 5.4 20.90% 16.34% 17.99% 20.45% May-01 61.00 39.67 411.03 4.68 25.51% 26.62% 29.35% 25.12% June-01 82.50 43 500.28 4.8 35.25% 8.39% 21.71% 34.85% July-01 65.00 40.33 395.63 4.8 -21.21% -6.21% -20.92% -21.61% August-01 42.00 26.13 277.4 5.4 -35.38% -35.21% -29.88% -35.83% September-01 35.50 24.67 229.06 5.4 -15.48% -5.59% -17.43% -15.93% October-01 36.90 26.13 260.29 5.9 3.94% 5.92% 13.63% 3.45% November-01 40.40 28.6 288.52 5.85 9.49% 9.45% 10.85% 9.00% December-01 32.90 23.2 235.4 5.7 -18.56% -18.88% -18.41% -19.04%
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This note was uploaded on 07/03/2011 for the course ECON 101 taught by Professor Ramiz during the Spring '11 term at Abilene Christian University.

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Lecture 4 - Excel Data - SUMMARY OUTPUT Regression...

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