Source Model .007361756 .02417575 Residual Total 8_KO 8 SP500 _cons SS .031537506 df 1 .007361756 249 .000097091 250 MS Coef. Std. Err. .4753727 .0545926 .0006781 .0006219 .00012615 Number of obs F(1, 249) Prob > F R-squared Adj R-squared Root MSE t P>|t| 8.71 0.000 1.09 0.277 = .3678506 -.0005469 251 75.82 0.0000 0.2334 0.2304 .00985 [95% Conf. Interval] 5828949 .001903
Source Model .007361756 .02417575 Residual Total 8_KO 8 SP500 _cons SS .031537506 df 1 .007361756 249 .000097091 250 MS Coef. Std. Err. .4753727 .0545926 .0006781 .0006219 .00012615 Number of obs F(1, 249) Prob > F R-squared Adj R-squared Root MSE t P>|t| 8.71 0.000 1.09 0.277 = .3678506 -.0005469 251 75.82 0.0000 0.2334 0.2304 .00985 [95% Conf. Interval] 5828949 .001903
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
100%

Transcribed Image Text:Estimate the linear regression model 9ABC = a +ß × g_SP500 and report 95% confidence level
for ß coefficient.
![Source
Model
Residual
Total
g_KO
8 SP500
_cons
SS
.007361756
.02417575
.031537506
df
1
249
250
Coef. Std. Err.
.4753727 .0545926
.0006781
0006219
MS
.007361756
.000097091
.00012615
Number of obs
F(1, 249)
Prob > F
R-squared
Adj R-squared =
Root MSE
t P>|t|
8.71 0.000
1.09 0.277
=
.3678506
-.0005469
251
75.82
0.0000
0.2334
0.2304
.00985
[95% Conf. Interval]
.5828949
.001903](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Faf7f57bd-9fae-4bf2-94be-45f16e5bf7ac%2F9e83baff-5b52-4e95-aad3-cfc74664ca2f%2Fsl8hldd_processed.png&w=3840&q=75)
Transcribed Image Text:Source
Model
Residual
Total
g_KO
8 SP500
_cons
SS
.007361756
.02417575
.031537506
df
1
249
250
Coef. Std. Err.
.4753727 .0545926
.0006781
0006219
MS
.007361756
.000097091
.00012615
Number of obs
F(1, 249)
Prob > F
R-squared
Adj R-squared =
Root MSE
t P>|t|
8.71 0.000
1.09 0.277
=
.3678506
-.0005469
251
75.82
0.0000
0.2334
0.2304
.00985
[95% Conf. Interval]
.5828949
.001903
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 3 steps

Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

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
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman