{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

SU_BUS3059_W3_A4_Butler_J - t-Test Mean Mean Standard...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
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
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
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
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Page1 / 2

SU_BUS3059_W3_A4_Butler_J - t-Test Mean Mean Standard...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon bookmark
Ask a homework question - tutors are online