Project 2 Regression

Project 2 Regression - SUMMARY OUTPUT XVariable1LineFitPlot...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.79 R Square 0.62 Adjusted R Squar 0.61 Standard Error 0.07 Observations 59 ANOVA df SS MS F Significance F Regression 1 0.46 0.46 92.67 0 Residual 57 0.28 0 Total 58 0.75 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 0.01 0.01 0.94 0.35 -0.01 0.03 -0.01 0.03 X Variable 1 1.72 0.18 9.63 0 1.36 2.07 1.36 2.07 -0.2 -0.1 0 0.1 0.2 -0.4 -0.2 0 0.2 0.4 X Variable 1 Line Fit  Plot Column C Column B X Variable 1 Y
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RESIDUAL OUTPUT Observation Predicted Y Residuals 1 -0.01 -0.07 2 0.06 -0.02 3 0.01 0.07 4 0.06 0 5 0.05 -0.01 6 0.12 -0.01 7 0 0.07 8 0.07 -0.07 9 0.16 0.05 10 -0.07 0.01 11 0.13 0.03 12 -0.08 0.07 13 -0.13 0.02 14 0.03 0.05 15 0.11 -0.01 16 0.06 0.03 17 -0.05 -0.03 18 0.04 -0.06 19 0.11 -0.05 20 -0.03 0.1 21 0.07 0.06 22 0.07 -0.04 23 0.14 0.2 24 0.01 -0.08 25 0.1 -0.1
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26 0.17 0.1 27 0.16 -0.02 28 -0.18 -0.02 29 -0.14 -0.17 30 0.02 0.07 31 -0.12 0.19 32 -0.28 -0.08 33 -0.15 -0.01 34 0.03 -0.01 35 -0.01 -0.05 36 -0.14 0.03 37 0.03 -0.02 38 0.09 -0.04 39 0 0.08 40 -0.05 0.07 41 -0.1 0.08 42 -0.01 0.02 43 -0.07 0.03 44 0.03 -0.08 45 0.07 -0.04 46 0.03 -0.07 47 -0.05 0.05 48 -0.02 0.02 49 0.06 0.02 50 0.08 0 51 0.03 0.01 52 -0.03 0.03 53 0.03 0.01 54 0.03 -0.04 55 0.04 -0.02 56 0.06 -0.14 57 0.05 -0.06
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58 0.05 -0.11 59 0.02 -0.07
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CAT.N #NAME? .SPX EQUITY_PRICE_HISTORY #NAME? EQUITY_PRICE_HI CONSOLIDATION:Monthly;TRADE_DATE:T-5Y<T CONSOLIDATION:M TRADE_DATE LAST_TRADE TRADE_DATE Caterpillar Inc Trade Date Last Trade Trade Date 5/31/2011 105.8 -0.08 5/31/2011 4/30/2011 115.41 0.04 4/30/2011 3/31/2011 111.35 0.08 3/31/2011 2/28/2011 102.93 0.06 2/28/2011 1/31/2011 97.01 0.04 1/31/2011 12/31/2010 93.66 0.11 12/31/2010 11/30/2010 84.6 0.08 11/30/2010 10/31/2010 78.6 0 10/31/2010 9/30/2010 78.68 0.21 9/30/2010 8/31/2010 65.16 -0.07 8/31/2010 7/31/2010 69.75 0.16 7/31/2010 6/30/2010 60.07 -0.01 6/30/2010 5/31/2010 60.76 -0.11 5/31/2010 4/30/2010 68.09 0.08 4/30/2010 3/31/2010 62.85 0.1 3/31/2010 2/28/2010 57.05 0.09 2/28/2010 1/31/2010 52.24 -0.08 1/31/2010 12/31/2009 56.99 -0.02 12/31/2009 11/30/2009 58.39 0.06 11/30/2009 10/31/2009 55.06 0.07 10/31/2009 9/30/2009 51.33 0.13 9/30/2009 8/31/2009 45.31 0.03 8/31/2009 7/31/2009 44.06 0.33 7/31/2009 6/30/2009 33.04 -0.07 6/30/2009 5/31/2009 35.46 0 5/31/2009 4/30/2009 35.58 0.27 4/30/2009 3/31/2009 27.96 0.14 3/31/2009 2/28/2009 24.61 -0.2 2/28/2009 1/31/2009 30.85 -0.31 1/31/2009 12/31/2008 44.67 0.09 12/31/2008 11/30/2008 40.99 0.07 11/30/2008 10/31/2008 38.17 -0.36 10/31/2008 9/30/2008 59.6 -0.16 9/30/2008 8/31/2008 70.73 0.02
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Project 2 Regression - SUMMARY OUTPUT XVariable1LineFitPlot...

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