Question: SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.5310 0.2820 0.2385 0.0483 36 ANOVA dl F 6.4809 Significance F
SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.5310 0.2820 0.2385 0.0483 36 ANOVA dl F 6.4809 Significance F 0.0042 Regression Residual Total MS 0.0151 0.0023 2 33 35 SS 0.0302 0.0769 0.1070 Intercept S&P 500 Leading Index for the United States Coefficients 0.1256 0.8841 -7.5284 Standard Error 0.0601 0.3047 3.7955 Stal 2.0899 2.9012 -1.9835 P-value 0.0444 0.0066 0.0557 Lower 95% 0.0033 0.2641 -15 2505 R(GOOGL) = Intercept+B; * R(S&P 500) + B, * Leading Index + ei 23. Based on the results of the regression for RGOOGL, what does P-value for the "Leading Index for the United States" factor means? A. There is 5.57% chance that the true coefficient is positive and not negative B. There is 5.57% chance that the true coefficient is negative C. There is 5.57% chance that the true coefficient is zero and not -7.5284 D. There is 5.57% chance that the true coefficient is -7.5284 E. The coefficient is not significant SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0.5310 0.2820 0.2385 0.0483 36 ANOVA dl F 6.4809 Significance F 0.0042 Regression Residual Total MS 0.0151 0.0023 2 33 35 SS 0.0302 0.0769 0.1070 Intercept S&P 500 Leading Index for the United States Coefficients 0.1256 0.8841 -7.5284 Standard Error 0.0601 0.3047 3.7955 Stal 2.0899 2.9012 -1.9835 P-value 0.0444 0.0066 0.0557 Lower 95% 0.0033 0.2641 -15 2505 R(GOOGL) = Intercept+B; * R(S&P 500) + B, * Leading Index + ei 23. Based on the results of the regression for RGOOGL, what does P-value for the "Leading Index for the United States" factor means? A. There is 5.57% chance that the true coefficient is positive and not negative B. There is 5.57% chance that the true coefficient is negative C. There is 5.57% chance that the true coefficient is zero and not -7.5284 D. There is 5.57% chance that the true coefficient is -7.5284 E. The coefficient is not significant
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
