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You believe JZZ, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics: JZZ Market. Average 4.01% 0.67% Standard Deviation 8.52 % 2.89% 0.10563 R Squared Summation of [Error(t)-Error(t-1)] Squared - 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1,751 O 2.093 Returns O 3.256

You believe JZZ, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics: JZZ Market. Average 4.01% 0.67% Standard Deviation 8.52 % 2.89% 0.10563 R Squared Summation of [Error(t)-Error(t-1)] Squared - 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1,751 O 2.093 Returns O 3.256

MATLAB: An Introduction with Applications
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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You believe JZz, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics Returns JZZ Market Average 4.01% 0.67% Standard Deviation 8.52% 2.89% R Squared - 0.10563 Summation of [Error(t)-Error(t-1)] Squared- 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1751 2.093 3.256
Transcribed Image Text:You believe JZz, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics Returns JZZ Market Average 4.01% 0.67% Standard Deviation 8.52% 2.89% R Squared - 0.10563 Summation of [Error(t)-Error(t-1)] Squared- 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1751 2.093 3.256
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