The data in Table 2 represent the rates of return of the Standard and Poor's Index of 500 Stocks from January 2002 through June 2005. Is there sufficient evidence to support the claim that positive monthly rates of return are random at the a = 0.05 level of significance? Table 2 Date Return (%) Date Return (%) Date Return (%) Date Return (%) 1/2002 -2.12 1/2003 -2.74 1/2004 1.73 1/2005 -2.53 2/2002 -2.08 2/2003 -1.70 2/2004 1.22 2/2005 1.89 3/2002 3.67 3/2003 0.84 3/2004 -1.64 3/2005 -1.91 4/2002 -6.14 4/2003 8.10 4/2004 -1.68 4/2005 -2.01 5/2002 -0.91 5/2003 5.09 5/2004 1.21 5/2005 3.00 6/2002 -7.25 6/2003 1.13 6/2004 1.80 6/2005 0.90 7/2002 -7.90 7/2003 1.62 7/2004 -3.43 8/2002 0.49 8/2003 1.79 8/2004 0.23 9/2002 -11.00 9/2003 -1.19 9/2004 0.94 10/2002 8.64 10/2003 5.50 10/2004 1.40 11/2002 5.71 11/2003 0.71 11/2004 3.86 12/2002 -6.03 12/2003 5.08 12/2004 3.25 Source:Yahoo! Finance
The data in Table 2 represent the rates of return of the Standard and Poor's Index of 500 Stocks from January 2002 through June 2005. Is there sufficient evidence to support the claim that positive monthly rates of return are random at the a = 0.05 level of significance? Table 2 Date Return (%) Date Return (%) Date Return (%) Date Return (%) 1/2002 -2.12 1/2003 -2.74 1/2004 1.73 1/2005 -2.53 2/2002 -2.08 2/2003 -1.70 2/2004 1.22 2/2005 1.89 3/2002 3.67 3/2003 0.84 3/2004 -1.64 3/2005 -1.91 4/2002 -6.14 4/2003 8.10 4/2004 -1.68 4/2005 -2.01 5/2002 -0.91 5/2003 5.09 5/2004 1.21 5/2005 3.00 6/2002 -7.25 6/2003 1.13 6/2004 1.80 6/2005 0.90 7/2002 -7.90 7/2003 1.62 7/2004 -3.43 8/2002 0.49 8/2003 1.79 8/2004 0.23 9/2002 -11.00 9/2003 -1.19 9/2004 0.94 10/2002 8.64 10/2003 5.50 10/2004 1.40 11/2002 5.71 11/2003 0.71 11/2004 3.86 12/2002 -6.03 12/2003 5.08 12/2004 3.25 Source:Yahoo! Finance
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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Question
I need to find the remaining steps for this problem.
4. Calculate test statistic or p - value.
5. Make statistical Decision
6. Draw Conclusion

Transcribed Image Text:The data in Table 2 represent the rates of return of the
Standard and Poor's Index of 500 Stocks from January 2002
through June 2005. Is there sufficient evidence to support the
claim that positive monthly rates of return are random at the
a = 0.05 level of significance?
Table 2
Date
Return (%)
Date
Return (%)
Date
Return (%)
Date
Return (%)
1/2002
-2.12
1/2003
-2.74
1/2004
1.73
1/2005
-2.53
2/2002
-2.08
2/2003
-1.70
2/2004
1.22
2/2005
1.89
3/2002
3.67
3/2003
0.84
3/2004
-1.64
3/2005
-1.91
4/2002
-6.14
4/2003
8.10
4/2004
-1.68
4/2005
-2.01
5/2002
-0.91
5/2003
5.09
5/2004
1.21
5/2005
3.00
6/2002
-7.25
6/2003
1.13
6/2004
1.80
6/2005
0.90
7/2002
-7.90
7/2003
1.62
7/2004
-3.43
8/2002
0.49
8/2003
1.79
8/2004
0.23
9/2002
-11.00
9/2003
-1.19
9/2004
0.94
10/2002
8.64
10/2003
5.50
10/2004
1.40
11/2002
5.71
11/2003
0.71
11/2004
3.86
12/2002
-6.03
12/2003
5.08
12/2004
3.25
Source:Yahoo! Finance
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