Please see the regression result below. The dependent variable is delta_return, i.e. Areturn, = returnt -...
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Please see the regression result below. The dependent variable is delta_return, i.e. Areturn, = returnt - returnt-1 and the independent variable is lag_return, i.e. returnt-1. 1m (formula = delta_return - lag_return, data = df_return) Residuals: Min 1Q Median 3Q -15.485 -2.571 0.499 2.658 Coefficients: Max 15.198 Estimate Std. Error t value Pr(>|t|) (Intercept) 0.28936 0.28209 1.026 0.306 lag_return -0.63329 0.06014 -10.530. <2e-16 *** What do we infer from this regression? Why? Please elaborate your decision process. Please see the regression result below. The dependent variable is delta_return, i.e. Areturn, = returnt - returnt-1 and the independent variable is lag_return, i.e. returnt-1. 1m (formula = delta_return - lag_return, data = df_return) Residuals: Min 1Q Median 3Q -15.485 -2.571 0.499 2.658 Coefficients: Max 15.198 Estimate Std. Error t value Pr(>|t|) (Intercept) 0.28936 0.28209 1.026 0.306 lag_return -0.63329 0.06014 -10.530. <2e-16 *** What do we infer from this regression? Why? Please elaborate your decision process.
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Several conclusions can be drawn from the supplied regression results 028936 is the value of the int... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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