Dependent Variable: RMOG Method Least Squares Date: 060020 Time 1645 Sample (adjusted 2010M02 2019M12 Included observations: 119 after adjustments Variable С RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared SE of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient 1-Sta -5.299928 7.471802 -0.709324 0.4796 1224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 0.2740 -0.362148 0.205115 -1.757011 0.0816 Std Emon Select one: O a. -3.55 O b. -2.85 O c. 2.45 Od 3.74 0.426338 Mean dependent var 0.406210 SD. dependentvar 4.763334 Akake info criterion 2585.586 Schwarz criterion -3520524 Hannan-Quinn criter 21.18086 Durbin-Watson stat 0.000000 Prob 0.853578 6.181510 6.000881 6.117651 6.048298 1.892017 The above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in percentages (%). What is the predicted value of RMQG when RORD = INTEREST = UNEMP = RTWD = 1?

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Dependent Variable: RMQG
Method: Least Squares
Date: 06/30/20 Time: 16:55
Sample (adjusted): 2010M02 2019M12
Included observations: 119 after adjustments
Variable
с
RORD
INTEREST
UNEMP
RTWD
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Coefficient Std. Error t-Statistic Prob.
-5.299928 7.471802 -0.709324 0.4796
1.224135 0.145467 8.415219 0.0000
-0.696999 0.400044 -1.742307 0.0842
1.391149 1.265579 1.099220 0.2740
-0.362148 0.206116 -1.757011 0.0816
0.426338 Mean dependent var
0.406210 S.D. dependent var
4.763334 Akaike info criterion
2586.586 Schwarz criterion
-352.0524 Hannan-Quinn criter.
21.18086 Durbin-Watson stat
0.000000
Select one:
O a. -3.55
O b. -2.85
O c. -2.45
O d. -3.74
0.863578
6.181510
6.000881
6.117651
6.048298
1.892017
The above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119
observations). All variables are expressed in percentages (%).
What is the predicted value of RMQG when RORD = INTEREST = UNEMP = RTWD = 1?
Transcribed Image Text:Dependent Variable: RMQG Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient Std. Error t-Statistic Prob. -5.299928 7.471802 -0.709324 0.4796 1.224135 0.145467 8.415219 0.0000 -0.696999 0.400044 -1.742307 0.0842 1.391149 1.265579 1.099220 0.2740 -0.362148 0.206116 -1.757011 0.0816 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 Select one: O a. -3.55 O b. -2.85 O c. -2.45 O d. -3.74 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017 The above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), and change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in percentages (%). What is the predicted value of RMQG when RORD = INTEREST = UNEMP = RTWD = 1?
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