Question: Q5: Perform a multiple linear regression analysis for the following relationships: (i) Regress the weekly prices of KOZAL onto KOZAA and XAU. Interpret the
Q5: Perform a multiple linear regression analysis for the following relationships: (i) Regress the weekly prices of KOZAL onto KOZAA and XAU. Interpret the regression results and draw conclusions regarding the relationships between the stock prices and gold prices. Compare your results with Q4. Discuss how variations in gold prices and KOZAA prices collectively influence the weekly prices of KOZAL. Solution: Linear Regression Model Fit Measures Model 1 R R 0.928 0.861 Model Coefficients - KOZAL Predictor Estimate SE t P Intercept 12.20411 1.0953 11.14 4.91e-15 KOZAA XAU/TRY -0.00578 0.39848 0.0234 17.01 3.34e-22 8.21e-4 -7.04 5.80 -9
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
