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?
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?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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