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  • Book 1

    Cargado por

    Ramesh Malu
    9 vistas7 páginas

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    Attribution Non-Commercial (BY-NC)
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    Marcar por contenido inapropiado
    9 vistas7 páginas

    Book 1

    Cargado por

    Ramesh Malu

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Descargue como XLSX, PDF, TXT o lea en línea desde Scribd
    Marcar por contenido inapropiado
    de 7

    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.916543
    R Square 0.840051 1
    Adjusted R 0.831632
    Standard E 19.17131
    Observatio 21

    ANOVA
    df SS MS F Significance F
    Regression 1 36675.87 36675.87 99.78763 5.354E-09
    Residual 19 6983.246 367.5392
    Total 20 43659.12

    Coefficients
    Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
    Upper 95.0%
    Intercept -202.9608 117.6106 -1.725701 0.100628 -449.1226 43.20106 -449.1226 43.20106
    X Variable 0.201805 0.020202 9.989376 5.354E-09 0.159522 0.244088 0.159522 0.244088
    2
    Date Expiry Nifty ABB
    1-Sep-10 30-Sep-10 5477.95 883.7
    2-Sep-10 30-Sep-10 5489.85 890.45
    3-Sep-10 30-Sep-10 5484.9 886.6
    6-Sep-10 30-Sep-10 5577 893.6
    7-Sep-10 30-Sep-10 5591.65 951.15
    8-Sep-10 30-Sep-10 5596.65 967.75
    9-Sep-10 30-Sep-10 5631.85 965.3
    13-Sep-10 30-Sep-10 5763.2 977.55
    14-Sep-10 30-Sep-10 5812 964.35
    15-Sep-10 30-Sep-10 5860.1 956.1
    16-Sep-10 30-Sep-10 5841.9 964.5
    17-Sep-10 30-Sep-10 5904.05 998.3
    20-Sep-10 30-Sep-10 5994.1 1017.4
    21-Sep-10 30-Sep-10 6011.65 1014.15
    22-Sep-10 30-Sep-10 6002.15 1003.65
    23-Sep-10 30-Sep-10 5971.75 1003.4
    24-Sep-10 30-Sep-10 6034.55 1017.15
    27-Sep-10 30-Sep-10 6053.8 1013.4
    28-Sep-10 30-Sep-10 6049.9 1025.3
    29-Sep-10 30-Sep-10 6000.4 1009.95
    30-Sep-10 30-Sep-10 6030 990.45
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.96264194697
    R Square 0.92667951807
    Adjusted R 0.92282054533
    Standard E 17.8638286182
    Observatio 21

    ANOVA
    df SS MS F Significance F
    Regression 1 76631.43 76631.43 240.1363 3.1E-12
    Residual 19 6063.211 319.1164
    Total 20 82694.64

    Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%


    Upper 95.0%
    Intercept -235.18545616 109.5896 -2.146057 0.044998 -464.5591 -5.811857 -464.5591 -5.811857
    X Variable 0.29170543135 0.018824 15.49633 3.1E-12 0.252306 0.331105 0.252306 0.331105
    Date Expiry Nifty AXIS BANK
    1-Sep-10 30-Sep-10 5477.95 1356.5
    2-Sep-10 30-Sep-10 5489.85 1388.2
    3-Sep-10 30-Sep-10 5484.9 1379.15
    6-Sep-10 30-Sep-10 5577 1400.65
    7-Sep-10 30-Sep-10 5591.65 1393.35
    8-Sep-10 30-Sep-10 5596.65 1383.95
    9-Sep-10 30-Sep-10 5631.85 1384.55
    13-Sep-10 30-Sep-10 5763.2 1430.6
    14-Sep-10 30-Sep-10 5812 1432.6
    15-Sep-10 30-Sep-10 5860.1 1465.1
    16-Sep-10 30-Sep-10 5841.9 1484.15
    17-Sep-10 30-Sep-10 5904.05 1504.35
    20-Sep-10 30-Sep-10 5994.1 1545.75
    21-Sep-10 30-Sep-10 6011.65 1534.95
    22-Sep-10 30-Sep-10 6002.15 1535.65
    23-Sep-10 30-Sep-10 5971.75 1499.8
    24-Sep-10 30-Sep-10 6034.55 1510.6
    27-Sep-10 30-Sep-10 6053.8 1509.15
    28-Sep-10 30-Sep-10 6049.9 1512.45
    29-Sep-10 30-Sep-10 6000.4 1513.05
    30-Sep-10 30-Sep-10 6030 1536.95
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.7876783588
    R Square 0.62043719692
    Adjusted R Square 0.60046020729
    Standard Error 392.540791415
    Observations 21

    ANOVA
    df SS MS F Significance F
    Regression 1 4785611 4785611 31.05759 2.248E-05
    Residual 19 2927677 154088.3
    Total 20 7713288

    Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%


    Upper 95.0%
    Intercept 15215.8465996 2408.127 6.318539 4.596E-06 10175.58 20256.12 10175.58 20256.12
    X Variable 1 -2.3052059397 0.413643 -5.572934 2.248E-05 -3.170971 -1.439441 -3.170971 -1.439441
    Upper 95.0%
    Date Expiry Nifty
    1-Sep-10 30-Sep-10 5477.95 2765.2
    2-Sep-10 30-Sep-10 5489.85 2795.05
    3-Sep-10 30-Sep-10 5484.9 2871
    6-Sep-10 30-Sep-10 5577 3001.4
    7-Sep-10 30-Sep-10 5591.65 2990.25
    8-Sep-10 30-Sep-10 5596.65 1489.45
    9-Sep-10 30-Sep-10 5631.85 1469.35
    13-Sep-10 30-Sep-10 5763.2 1479
    14-Sep-10 30-Sep-10 5812 1479.95
    15-Sep-10 30-Sep-10 5860.1 1474.1
    16-Sep-10 30-Sep-10 5841.9 1459.25
    17-Sep-10 30-Sep-10 5904.05 1451.15
    20-Sep-10 30-Sep-10 5994.1 1466.15
    21-Sep-10 30-Sep-10 6011.65 1460.55
    22-Sep-10 30-Sep-10 6002.15 1448.45
    23-Sep-10 30-Sep-10 5971.75 1444.45
    24-Sep-10 30-Sep-10 6034.55 1451.4
    27-Sep-10 30-Sep-10 6053.8 1462.15
    28-Sep-10 30-Sep-10 6049.9 1457.6
    29-Sep-10 30-Sep-10 6000.4 1497.45
    30-Sep-10 30-Sep-10 6030 1470.75

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