Bus Ques 4A - Month(M/D/Yr Market Return Fund Flow($millions

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Month (M/D/Yr) Fund Flow ($millions) Year 4/1/1984 1122 1.130 0.00 10.80 16206 383.75 1984 7.26 5873.9 5/1/1984 38 -5.613 0.00 11.30 16211 377.50 1985 28.64 8454.5 6/1/1984 639 2.051 0.00 12.85 16312 393.75 1986 17.90 21724.2 7/1/1984 40 -1.036 0.00 12.90 16367 370.75 1987 8.62 19042.3 8/1/1984 3075 10.883 0.00 12.10 16465 340.25 1988 16.15 -16107.9 9/1/1984 -311 0.157 0.00 12.20 16553 344.50 1989 27.85 5789.2 10/1/1984 -388 0.427 0.00 11.35 16416 345.75 1990 -1.59 12810.8 11/1/1984 -182 -0.949 0.00 10.35 16486 335.75 1991 28.47 39438.6 12/1/1984 -289 2.546 0.00 9.30 16503 330.50 1992 7.53 78949.4 1/1/1985 2229 7.797 0.00 9.10 16601 309.00 1993 9.23 129397.3 2/1/1985 921 1.281 0.00 9.15 16430 303.25 1994 1.50 118948.1 3/1/1985 -109 -0.056 0.00 9.85 16319 287.25 1995 32.69 127586.7 4/1/1985 1167 0.031 0.00 9.75 16594 321.13 1996 21.41 216873.9 5/1/1985 1278 5.811 0.00 9.15 16965 311.75 6/1/1985 266 1.626 0.00 8.15 16566 316.00 7/1/1985 536 -0.347 0.00 7.85 16585 313.25 8/1/1985 -60 -0.747 0.00 8.20 16578 322.50 5/1/1996 25006 2.510 1.00 5.20 18955 393.95 6/1/1996 14117 0.279 1.00 5.39 19052 390.85 7/1/1996 5375 -4.455 1.00 5.39 19038 381.50 8/1/1996 17650 2.303 1.00 5.51 19089 386.50 9/1/1996 17261 5.631 1.00 5.35 19110 386.80 10/1/1996 13366 2.392 1.00 5.39 19062 378.65 11/1/1996 16676 7.585 1.00 5.25 19093 377.95 12/1/1996 11295 -1.822 1.00 5.23 19134 370.85 SUMMARY OUTPUT Step 1 Fund Flow = 54.57 + 357.51 * MKTR + 8142.23 * DECADE Regression Statistics Step 2 R Sq = 0.46 Multiple R 0.6803329211 StdErr = 4615.58 R Square 0.4628528835 F-Test: 6E-21 Adjusted R Square 0.455690922 t-Tests: all varibles have a p-value of 0 Standard Error 4615.5783233262 Observations 153 Step 3 1. Errors are Normal. Construct frequency table of the residuals. 2. Error Variance (size) is constant. Construct scatter gram of residuals (vertical scale) vs predicted rating. ANOVA 3. Errors are independent. Examine the three residual plots. df SS MS F Significance F 4. No outliers. Examine the standard residuals to see if any are < -2 or > 2. Regression 2 2753551694.1 1376775847 64.626552391 5.714703E-021 Residual 150 3195534488.81 21303563.26 Step 4 737.38495 Total 152 5949086182.92 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 54.5686196848 573.886336966 0.0950861106 0.9243733369 -1079.3764529 1188.513692 -1079.376453 1188.5136922
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