Using the data in Problem 70, do an F-test for the significance of the regression at
Question:
Using the data in Problem 70, do an F-test for the significance of the regression at α = .05.
Problem 70
It is of interest to find the relationship between the monthly closing stock prices of IBM (y; unit: $10) and the closing indices of Dow Jones Industrial Average (x; unit 100).
Estimate the slope of the regression of the monthly closing prices of IBM against those of DJIA
Transcribed Image Text:
Year/month 2010/1 2010/2 2010/3 2010/4 2010/5 2010/6 2010/7 2010/8 2010/9 2010/10 2010/11 2010/12 2011/1 2011/2 2011/3 2011/4 2011/5 2011/6 2011/7 2011/8 2011/9 2011/10 2011/11 2011/12 IMB 117.64 122.77 123.82 124.54 121.55 119.83 124.6 120.08 130.82 140.04 138.57 143.76 158.69 159.2 160.37 167.75 166.87 169.46 179.64 170.56 173.49 183.18 187.27 183.17 DJIA 10,067.33 10,325.26 10,856.63 11,008.61 10,136.63 9,774.02 10,465.94 10,014.72 10,788.05 11,118.40 11,006.02 11,577.51 11,891.93 12,226.34 12,319.73 12,810.54 12,569.79 12,414.34 12,143.24 11,613.53 10,913.38 11,955.01 12,045.68 12,217.56
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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