SU_BUS3059_W3_A4_Butler_J - t-Test: Mean Mean Standard...

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t-Test: Mean Column 1 Mean 0.0004 Standard Deviation 0.0191 Hypothesized Mean 0 df 251 t Stat 0.3697 P(T<=t) one-tail 0.356 t Critical one-tail 1.6509 P(T<=t) two-tail 0.712 t Critical two-tail 1.9695 H0: u=0 claim H1: u not = 0 do not reject the claim that the mean daily return is not 0
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Date Open Day Low Day High Close Volume Daily Retu (source: etrade securities) 1/13/2011 25.09 24.89 25.19 25.01 564900 1/14/2011 24.91 24.72 25.09 25 762500 -0.0004 1/18/2011 24.86 24.86 25.23 25.2 884900 0.007968 1/19/2011 25.14 24.82 25.2 24.9 479900 -0.011976 1/20/2011 24.78 24.64 25.11 24.77 549600 -0.005235 1/21/2011 24.88 24.57 24.92 24.74 812600 -0.001212 1/24/2011 24.7 24.65 25.14 25.14 374700 0.016039 1/25/2011 25 24.84 25.7 25.68 659400 0.021252 1/26/2011 25.8 25.69 26.28 26.09 1001200 0.01584 t-Test: Mean 1/27/2011 25.9 25.77 26.18 26.13 695800 0.001532 1/28/2011 26.08 25.6 26.13 25.61 548300 -0.020101 Column 1 1/31/2011 25.72 25.67 26.15 26.11 501200 0.019335 Mean 0.0004 2/1/2011 26.22 25.93 26.3 26.29 449000 0.00687 Standard Deviation 0.0191 2/2/2011 26.29 26.26 26.6 26.43 571200 0.005311 Hypothesized Mean 0 2/3/2011 26.44 26.32 26.75 26.74 581700 0.011661 df 251 2/4/2011 26.81 26.46 26.81 26.7 733700 -0.001497 t Stat 0.3697 2/7/2011 26.66 26.6 27.19 27.09 535300 0.014501 P(T<=t) one-tail 0.356 2/8/2011 27.07 26.91 27.08 27.01 722500 -0.002957 t Critical one-tail 1.6509 2/9/2011 27.14 26.89 27.2 27.2 315100 0.00701 P(T<=t) two-tail 0.712 2/10/2011 27.07 26.8 27.39 27.08 479400 -0.004422 t Critical two-tail 1.9695 2/11/2011 27.07 26.85 27.16 27.14 503500 0.002213 2/14/2011 27.19 26.8 27.23 26.98 555500 -0.005913 2/15/2011 26.94 26.77 27.03 26.94 748400 -0.001484 H0: u=0 claim 2/16/2011 27.06 26.7 27.18 26.85 464300 -0.003346 H1: u not = 0 2/17/2011 26.89 26.69 26.93 26.84 401100 -0.000373 do not reject the claim that the mean daily return is not 0 2/18/2011 26.94 26.7 27.02 26.85 466400 0.000373 2/22/2011 26.66 26.59 26.94 26.67 509300 -0.006726 Pvalue 2 tail =.712>.05 2/23/2011 25.66 25.5 26.15 26.06 1682600 -0.023138 2/24/2011 26.03 25.77 26.22 26.16 799300 0.00383 2/25/2011 26.22 26.14 26.56 26.4 1303300 0.009132 2/28/2011 26.51 26.45 26.69 26.65 834600 0.009425 3/1/2011 26.81 26.19 26.81 26.25 658100 -0.015123 3/2/2011 26.2 26.06 26.5 26.16 444000 -0.003434 3/3/2011 26.33 26.19 26.54 26.47 427500 0.01178 3/4/2011 26.5 26.12 26.57 26.41 281300 -0.002269 3/7/2011 26.46 25.93 26.64 26.12 367000 -0.011041 3/8/2011 26.18 26.01 26.51 26.47 509200 0.013311 3/9/2011 26.51 26.14 26.53 26.35 350200 -0.004544 3/10/2011 26.11 25.69 26.13 25.84 453900 -0.019545 3/11/2011 25.76 25.51 26.06 26.02 458700 0.006942 3/14/2011 25.84 25.63 25.9 25.83 373600 -0.007329 3/15/2011 25.19 25.19 25.75 25.63 569500 -0.007773 3/16/2011 25.62 24.94 25.63 25.19 848600 -0.017316 3/17/2011 25.5 25.15 25.54 25.36 431800 0.006726 3/18/2011 25.5 25.22 25.56 25.32 907900 -0.001579 3/21/2011 25.59 25.47 25.71 25.62 352300 0.011779 3/22/2011 25.72 25.39 25.73 25.43 159200 -0.007444 3/23/2011
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This note was uploaded on 01/28/2012 for the course BUSINESS 3059 taught by Professor List during the Spring '11 term at South University Online.

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SU_BUS3059_W3_A4_Butler_J - t-Test: Mean Mean Standard...

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