1. What is the R-square? Interpret the R-square for this regression. 2. What is the estimated...

 

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1. What is the R-square? Interpret the R-square for this regression. 2. What is the estimated coefficient for S&P500? Interpret the coefficient. 3. Is the estimated coefficient for S&P500 significant? 4. What is the estimated regression model? Date 28aug2020 27aug2020 26aug2020 25aug2020 24aug2020 21aug2020 20aug2020 19aug2020 18aug2020 17aug2020 14aug2020 13aug2020 12aug2020 11aug2020 10aug2020 07aug2020 06aug2020 05aug2020 04aug2020 03aug2020 31jul2020 30jul2020 29jul2020 28jul2020 27jul2020 24jul2020 IBM 0.34% 0.39% -0.38% -0.83% 2.05% 0.01% -0.56% -0.86% 0.39% -0.66% 0.19% -1.32% -0.04% -0.28% 1.72% 0.38% 0.53% -0.31% 1.23% 1.11% 0.03% -1.93% 0.68% -1.38% 0.33% -1.21% S&P-500 0.67% 0.17% 1.02% 0.36% 1.00% 0.34% 0.32% -0.44% 0.23% 0.27% -0.02% -0.20% 1.40% -0.80% 0.27% 0.06% 0.64% 0.64% 0.36% 0.72% 0.77% -0.38% 1.24% -0.65% 0.74% -0.62% 23jul2020 22jul2020 21jul2020 20jul2020 17jul2020 16jul2020 15jul2020 14jul2020 13jul2020 10jul2020 09jul2020 08jul2020 07jul2020 06jul2020 02jul2020 01jul2020 30jun2020 29jun2020 26jun2020 25jun2020 24jun2020 23jun2020 22jun2020 19jun2020 18jun2020 17jun2020 16jun2020 -1.04% 2.07% -0.25% 1.01% 0.89% 0.82% 1.99% 1.17% 0.72% 2.28% -1.70% 0.11% -2.17% 0.41% 0.98% -1.85% 0.85% 2.18% -1.55% 2.24% -2.50% -1.37% -1.14% -1.36% 0.01% -0.80% 2.88% -1.23% 0.57% 0.17% 0.84% 0.28% -0.34% 0.91% 1.34% -0.94% 1.05% -0.56% 0.78% -1.08% 1.59% 0.45% 0.50% 1.54% 1.47% -2.42% 1.10% -2.59% 0.43% 0.65% -0.56% 0.06% -0.36% 1.90% 15jun2020 12jun2020 11jun2020 10jun2020 09jun2020 08jun2020 05jun2020 04jun2020 03jun2020 02jun2020 -0.21% 3.30% -9.13% -1.52% -2.86% 2.79% 2.46% -0.12% 2.42% Page 1 0.83% 1.31% -5.89% -0.53% -0.78% 1.20% 2.62% -0.34% 1.36% Using the same spreadsheet, please regress daily returns for IBM on daily returns for the S&P-500 index. Open the sheet tab titled "Questions" at the bottom of excel. Answer the four questions using the regression output. Please save your output and answers to the original spreadsheet, and upload under the assignment for grading. 1. What is the R-square? Interpret the R-square for this regression. 2. What is the estimated coefficient for S&P500? Interpret the coefficient. 3. Is the estimated coefficient for S&P500 significant? 4. What is the estimated regression model? Date 28aug2020 27aug2020 26aug2020 25aug2020 24aug2020 21aug2020 20aug2020 19aug2020 18aug2020 17aug2020 14aug2020 13aug2020 12aug2020 11aug2020 10aug2020 07aug2020 06aug2020 05aug2020 04aug2020 03aug2020 31jul2020 30jul2020 29jul2020 28jul2020 27jul2020 24jul2020 IBM 0.34% 0.39% -0.38% -0.83% 2.05% 0.01% -0.56% -0.86% 0.39% -0.66% 0.19% -1.32% -0.04% -0.28% 1.72% 0.38% 0.53% -0.31% 1.23% 1.11% 0.03% -1.93% 0.68% -1.38% 0.33% -1.21% S&P-500 0.67% 0.17% 1.02% 0.36% 1.00% 0.34% 0.32% -0.44% 0.23% 0.27% -0.02% -0.20% 1.40% -0.80% 0.27% 0.06% 0.64% 0.64% 0.36% 0.72% 0.77% -0.38% 1.24% -0.65% 0.74% -0.62% 23jul2020 22jul2020 21jul2020 20jul2020 17jul2020 16jul2020 15jul2020 14jul2020 13jul2020 10jul2020 09jul2020 08jul2020 07jul2020 06jul2020 02jul2020 01jul2020 30jun2020 29jun2020 26jun2020 25jun2020 24jun2020 23jun2020 22jun2020 19jun2020 18jun2020 17jun2020 16jun2020 -1.04% 2.07% -0.25% 1.01% 0.89% 0.82% 1.99% 1.17% 0.72% 2.28% -1.70% 0.11% -2.17% 0.41% 0.98% -1.85% 0.85% 2.18% -1.55% 2.24% -2.50% -1.37% -1.14% -1.36% 0.01% -0.80% 2.88% -1.23% 0.57% 0.17% 0.84% 0.28% -0.34% 0.91% 1.34% -0.94% 1.05% -0.56% 0.78% -1.08% 1.59% 0.45% 0.50% 1.54% 1.47% -2.42% 1.10% -2.59% 0.43% 0.65% -0.56% 0.06% -0.36% 1.90% 15jun2020 12jun2020 11jun2020 10jun2020 09jun2020 08jun2020 05jun2020 04jun2020 03jun2020 02jun2020 -0.21% 3.30% -9.13% -1.52% -2.86% 2.79% 2.46% -0.12% 2.42% Page 1 0.83% 1.31% -5.89% -0.53% -0.78% 1.20% 2.62% -0.34% 1.36% Using the same spreadsheet, please regress daily returns for IBM on daily returns for the S&P-500 index. Open the sheet tab titled "Questions" at the bottom of excel. Answer the four questions using the regression output. Please save your output and answers to the original spreadsheet, and upload under the assignment for grading.

Answer rating: 100% (QA)

To perform the regression analysis and answer the questions you will need to use Excel Here are the steps to follow Open the Excel file provided and g... View the full answer