Variable: RMQG Dependent Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient -5.299928 7.471802 1.224135 -0.696999 1.391149 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) elect one: t-Statistic Prob. -0.709324 0.4796 0.145467 8.415219 0.0000 0.400044 -1.742307 0.0842 1.265579 1.099220 -0.362148 0.206116 -1.757011 a. 1.54 Std. Error O b. 0.00 O c. 8.41 O d. 1.75 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 he above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), nd change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in ercentages (%). 0.2740 0.0816 What is the t-statistic for the nulll hypothesis that the coefficient of market return is equal to 1? 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017

Variable: RMQG Dependent Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient -5.299928 7.471802 1.224135 -0.696999 1.391149 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) elect one: t-Statistic Prob. -0.709324 0.4796 0.145467 8.415219 0.0000 0.400044 -1.742307 0.0842 1.265579 1.099220 -0.362148 0.206116 -1.757011 a. 1.54 Std. Error O b. 0.00 O c. 8.41 O d. 1.75 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 he above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), nd change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in ercentages (%). 0.2740 0.0816 What is the t-statistic for the nulll hypothesis that the coefficient of market return is equal to 1? 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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