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Prob 5.1 The S&P stock 500 exchange index had the following values in Jan 2012. a. Is there statistical evidence of a trend over a period of time?...

Attached is an excel assignment. the question and the required template

its on business, statistics and probability


Prob 5.1 The S&P stock 500 exchange index had the following values in Jan 2012. a. Is there sta±s±cal evidence of a trend over a period of ±me? Date S&P 500 index 04-Jan-12 1,277.30 05-Jan-12 1,281.06 06-Jan-12 1,277.81 09-Jan-12 1,280.70 10-Jan-12 1,292.08 11-Jan-12 1,292.48 12-Jan-12 1,295.50 13-Jan-12 1,289.09 17-Jan-12 1,293.67 18-Jan-12 1,308.04 19-Jan-12 1,314.50 20-Jan-12 1,315.38 23-Jan-12 1,316.00 24-Jan-12 1,314.65 25-Jan-12 1,326.06 26-Jan-12 1,318.43 b. What would be the predicted value for the index for the next business day aFer January 26? c. What is the 95% predic±on interval for the next business day?
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Problem 5-1 Name: Date 2. Forecast 4-Jan-12 1,277.30 5-Jan-12 1,281.06 6-Jan-12 1,277.81 9-Jan-12 1,280.70 10-Jan-12 1,292.08 11-Jan-12 1,292.48 Place scaTerplot here. 12-Jan-12 1,295.50 Resize if necessary. 13-Jan-12 1,289.09 17-Jan-12 1,293.67 18-Jan-12 1,308.04 19-Jan-12 1,314.50 20-Jan-12 1,315.38 23-Jan-12 1,316.00 24-Jan-12 1,314.65 25-Jan-12 1,326.06 26-Jan-12 1,318.43 27-Jan-12 3. Using Data Analysis, perform a simple linear regression. Select the Residuals and Standardized Residuals as well as the Normal Probability Plot and Residual Plots. 4. From the regression output, what is the equaTon of the regression line? Y= 5. Create a predicTon interval (PI) for the forecast for 27-Jan-12. Standard Error Upper PI LowerPI 6. Based on the regression results, Is the assumpTon of homoscedaTc residuals met? Upon what did you determine this? 7. Is this a good regression model? Answer the following: a. Is MulTple R good or bad? Why or why not? b. Is R-Square good or bad? Why or shy not? 1. Create a Sca±erplot and add a linear trend li to "Display EquaTon on Chart" and "Display R 2 Add a Ttle and axis lables and delete the legend S&P 500 Index
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c. Based on the hypothesis test, do you reject or fail to reject H0? d. Based on your answer in part c), what do you conclude? c. So, based on all this evidence, are we able to predict the S&P 500 Index?
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excel assignment.xlsx

Problem 5-1 Date
4-Jan-12
5-Jan-12
6-Jan-12
9-Jan-12
10-Jan-12
11-Jan-12
12-Jan-12
13-Jan-12
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23-Jan-12
24-Jan-12
25-Jan-12
26-Jan-12
27-Jan-12 Name: S&P...

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