Suppose that as an investor in the stock market, you're looking for a stock that's going to move in tandem with the overall market. You compute the returns for a stock you're looking at, and run a regression against a broad market index, obtaining the following regression output: SUMMARY OUTPUT Multiple R R Square Adjusted R Square Standard Error Observations Regression Statistics ANOVA Regression Residual Total Intercept Broad Market Index 021 0.998 0.996 0.996 0.190 10 998 df 1 8 9 SS 0.131 0.988 80.541 0.289 80.828 MS F Coefficients Standard Errort Stat P-value 0.130 .014 0.340341 0.021 47.218 4.39E-11 Significance F What is the test statistic corresponding to the claim that there is a significant correlation? 47.218 o enter 3 decimal places What is the test statistic for the overall validity of the model? enter 3 decimal places What is the best estimate for the pooled variance? xenter 3 decimal places Lower 95% Upper 95% 0.030 0.167 0.940 1.036
Suppose that as an investor in the stock market, you're looking for a stock that's going to move in tandem with the overall market. You compute the returns for a stock you're looking at, and run a regression against a broad market index, obtaining the following regression output: SUMMARY OUTPUT Multiple R R Square Adjusted R Square Standard Error Observations Regression Statistics ANOVA Regression Residual Total Intercept Broad Market Index 021 0.998 0.996 0.996 0.190 10 998 df 1 8 9 SS 0.131 0.988 80.541 0.289 80.828 MS F Coefficients Standard Errort Stat P-value 0.130 .014 0.340341 0.021 47.218 4.39E-11 Significance F What is the test statistic corresponding to the claim that there is a significant correlation? 47.218 o enter 3 decimal places What is the test statistic for the overall validity of the model? enter 3 decimal places What is the best estimate for the pooled variance? xenter 3 decimal places Lower 95% Upper 95% 0.030 0.167 0.940 1.036
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Related questions
Question

Transcribed Image Text:Suppose that as an investor in the stock market, you're looking for a stock that's going to
move in tandem with the overall market. You compute the returns for a stock you're
looking at, and run a regression against a broad market index, obtaining the following
regression output:
SUMMARY OUTPUT
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
Regression Statistics
ANOVA
Regression
Residual
Total
Intercept
Broad Market Index
47.218
.021
0.998
0.996
0.996
0.190
10
.998
df
1
8
9
SS
0.131
0.988
80.541
0.289
80.828
MS
LL
F
Coefficients Standard Errort Stat
P-value
.014 0.340341
0.130
0.021 47.218 4.39E-11
What is the test statistic corresponding to the claim that there is a significant correlation?
o enter 3 decimal places
Significance F
What is the test statistic for the overall validity of the model?
enter 3 decimal places
What is the best estimate for the pooled variance?
xenter 3 decimal places
Lower 95% Upper 95%
0.030
0.167
0.940
1.036
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