(d) Find the standard deviation of the prediction/regression, using two decimals in your answer. (e, i) You wish to test if the data collected supports the statistical model listed above. That is, can the monthly rate of return on Acme stock be expressed as a linear function of the monthly rate of return on the TSE Index? Select the correct statistical hypotheses which you are to test. O A. Ho : = 0 HA : A <0 O B. Họ : A +0 HA : A +0 OC. Ho : A = 0 HA : A >0 O D. Ho : A = 0 HA: B >0 O E. Ho : Bi = 0 HA : B +0 OF. Ho : Bi *0 HA : P #0 O G. Họ : B = 0 HA : B <0 O H. Họ : A = 0 HA : A +0 (e, i) Use the F-test, test the statistical hypotheses determined in (e, i). Find the value of the test statistic, using three decimals in your answer. Feale = (e, i) Find the P-value of your result in (e, il). Use three decimals in your answer. P-value = a) Acme oil and gas stock b) the TSE index a) can b) cannot a) Acme oil and gas stock b) the TSE index () Using an a of 5%, this data indicates that the monthly rate of return of ? ? v be expressed as a linear function of the monthly rate of return of ?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
100%

Need help. Will give thumbs up! Data typed below and attached as an image.

TSERofReturn

AcmeRofReturn

-1.99167

-1.03712

2.64815

3.04528

-0.58856

0.44802

-0.76395

0.60781

-0.81178

2.51735

-0.14212

1.70972

0.17677

-0.27609

0.54349

1.18672

-0.09428

0.49632

0.3681

-3.08347

0.60727

1.4182

1.3726

0.1878

-0.8915

-1.81699

1.8031

0.975

-0.26967

1.85853

2.42493

2.33005

-0.95528

-0.48742

-0.28562

-0.15591

-2.13517

-1.67924

-0.85961

1.57905

1.0856

-4.09194

-1.06689

-0.43368

0.04922

1.22281

3.2381

-0.55675

1.05371

-0.23124

-1.1785

-5.10525

1.11749

0.5909

-0.01456

1.70857

1.13344

0.93883

2.6641

0.92507

-1.33795

0.9294

-1.65683

-1.93668

-2.21489

-5.10648

-1.19445

0.47456

-0.461

0.19373

0.6551

-0.44915

1.5161

-1.11084

3.42943

2.58471

-0.3175

1.17337

-0.47695

-1.08238

-1.13067

3.70155

-0.77989

-0.43626

1.0856

1.73033

-0.15806

0.24375

0.01733

1.2231

-0.76395

1.5149

0.03327

-0.98149

-0.44506

-0.049

-0.66828

-0.23686

-1.59306

0.29884

1.96254

1.20561

1.99443

1.24752

0.6551

-2.03129

-2.15111

-1.98497

1.03777

-1.61283

-2.58161

-4.48088

-0.461

1.26959

-0.66828

1.09214

-1.035

-0.45506

(d) Find the standard deviation of the prediction/regression, using two decimals in your answer.
Se =
%3D
(e, i) You wish to test if the data collected supports the statistical model listed above. That is, can the monthly rate of return on Acme stock be expressed as a linear function of the monthly rate of return on the TSE Index? Select the correct statistical hypotheses which you are to test.
O A. Ho : Bo = 0 HA : Po < 0
В. Но : Во +0 На : Во +0
C. Ho : Bo = 0 HA : Bo > 0
А
D. Ho : B1 = 0 HẠ : B1 > 0
O E. Ho : B1 = 0 HA : B1 # 0
F. Ho : B1 + 0 HẠ : B1 + 0
G. Ho : B1 = 0 HẠ : B1 < 0
H. Ho : Bo = 0 HẠ: Bo # 0
(e, ii) Use the F-test, test the statistical hypotheses determined in (e, i). Find the value of the test statistic, using three decimals in your answer.
Fcalc
(e, iii) Find the P-value of your result in (e, ii). Use three decimals in your answer.
P-value =
a) Acme oil and gas stock
b) the TSE index
a) can
b) cannot
a) Acme oil and gas stock
b) the TSE index
(f) Using an a of 5%, this data indicates that the monthly rate of return of ?
?
v be expressed as a linear function of the monthly rate of return of ?
(g) Find a 95% confidence interval for the slope term of the model, B1.
Lower Bound =
(use three decimals in your answer)
Upper Bound =
(use three decimals in your answer)
Transcribed Image Text:(d) Find the standard deviation of the prediction/regression, using two decimals in your answer. Se = %3D (e, i) You wish to test if the data collected supports the statistical model listed above. That is, can the monthly rate of return on Acme stock be expressed as a linear function of the monthly rate of return on the TSE Index? Select the correct statistical hypotheses which you are to test. O A. Ho : Bo = 0 HA : Po < 0 В. Но : Во +0 На : Во +0 C. Ho : Bo = 0 HA : Bo > 0 А D. Ho : B1 = 0 HẠ : B1 > 0 O E. Ho : B1 = 0 HA : B1 # 0 F. Ho : B1 + 0 HẠ : B1 + 0 G. Ho : B1 = 0 HẠ : B1 < 0 H. Ho : Bo = 0 HẠ: Bo # 0 (e, ii) Use the F-test, test the statistical hypotheses determined in (e, i). Find the value of the test statistic, using three decimals in your answer. Fcalc (e, iii) Find the P-value of your result in (e, ii). Use three decimals in your answer. P-value = a) Acme oil and gas stock b) the TSE index a) can b) cannot a) Acme oil and gas stock b) the TSE index (f) Using an a of 5%, this data indicates that the monthly rate of return of ? ? v be expressed as a linear function of the monthly rate of return of ? (g) Find a 95% confidence interval for the slope term of the model, B1. Lower Bound = (use three decimals in your answer) Upper Bound = (use three decimals in your answer)
Expert Solution
steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Knowledge Booster
Hypothesis Tests and Confidence Intervals for Equality of Variances
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman