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
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
Answered By
WAHIDUL HAQUE
hello,
I'm a professional academic solution provider working as a freelance academic solution provider since 7 years. I have completed numerous projects. Help lots of students to get good marks in their exams and quizzes. I can provide any type of academic help to your homework, classwork etc, if you are a student of Accounting, Finance, Economics, Statistics. I believe in satisfying client by my work quality, rather than making one-time profit. I charge reasonable so that we make good long term relationship. why will you choose me? i am an extremely passionate, boldly honest, ethically driven and pro-active contractor that holds each of my clients in high regards throughout all my business relations. in addition, I'll always make sure that I'm giving my 100% better in every work that will be entrusted to me to be able to produce an outcome that will meet my client's standards. so if you are a student that is now reading my profile and considering me for your academic help. please feel free to look through my working history, feedback and contact me if you see or read something that interests you. I appreciate your time and consideration.
regards
4.90+
233+ Reviews
368+ Question Solved
Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
Question Posted:
Students also viewed these Business questions
-
Suppose we expect the DJIA for 2012/1 to be 12600. Using the data in Problem 70, forecast the closing price for IBM and construct a 95 % prediction interval for it. Problem 70 It is of interest to...
-
Using the data in Problem 70, test the hypothesis that > 0 at = .05. Problem 70 It is of interest to find the relationship between the monthly closing stock prices of IBM (y; unit: $10) and the...
-
Using the data in Problem 70, construct a 95 % confidence interval for b. Is it possible for the true b to be negative? Problem 70 It is of interest to find the relationship between the monthly...
-
3. Questions A venture capitalist (VC) is willing to invest 100m for 20% ownership of a start-up that is looking to achieve scale. All existing shares are common shares, and this deal would result in...
-
How can information itself provide a competitive advantage to an organization? Give two examples. For each example, describe its associated risks.
-
A mass, hung from a spring, oscillates with simple harmonic motion. Which statement is correct? A. The force on the mass is directly proportional to the angular frequency of the oscillation. B. The...
-
When splitting a node of a regression tree into two subsets, how are the variable and its split value determined? a. At each step, the variable and its split value that are selected result in the...
-
Youre the CFO of the Wachusett Window Company, which sells windows to residential builders. The firms customers tend to be small, thinly capitalized construction companies that are frequently short...
-
When owning and operating any business, whether it's a caf or a pool cleaning business, it's very important that you know exactly what your income and expenditure is. Is your business making money or...
-
What measure (fair value or amortized cost) is on the balance sheet for (a) trading securities, (b) available-for-sale securities, and (c) held-to-maturity securities?
-
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...
-
Describe four approaches to understanding stress. How does each add something new to our understanding of stress?
-
A Rock, Hill and Pine enter into a joint venture for dealing in paintings. The following transactions took place: Required: Show the joint venture accounts in the books of the three parties. Show in...
-
Why might you need to use type casting?
-
A, B and C are partners sharing profits and losses in the ratio 2 : 2 : 1. The statement of financial position of the partnership as at 30 September 2013 was as follows: The partners agreed to...
-
You are required to draw up a statement of cash flows for K. Rock for the year ending 30 June 2013 from the following information using the IAS 7 layout. Gross profit Add Reduction in allowance for...
-
Why is the size of a data type important?
-
The logistic model is used to simulate population as in dp / dt = k gm (1 p / p max ) p Where p = population, k gm = the maximum growth rate under unlimited conditions, and p max = the carrying...
-
Determine the resultant moment produced by the forces about point O. 0.25 m 0.125 m, 0 0.3 m- 60 F = 500 N F = 600 N
-
Voyles Corporation, a calendar year taxpayer formed five years ago, desires to make an S election beginning in 2017. Sue and Andrea each own one-half of the Voyles stock. a. How does Voyles make the...
-
Carl Carson, a single taxpayer, owns 100% of Delta Corporation. During 2017, Delta reports $150,000 of taxable income. Carl reports no income other than that earned from Delta, and Carl claims the...
-
Frank, Greta, and Helen each have a one-third interest in the FGH Partnership. On December 31, 2016, the partnership reported the following balance sheet: The partnership placed Asset 1 (seven-year...
-
Pick one theoritical framework of your choice to explain a behavior and how it may affect development ?
-
Discuss why the learning websites baby cant wait and naeyc are helpful and developmentally appropriate for the children with which you work?
-
As a health coach dealing with obese individuals, Give one example of a time you deferred to your group or family culture to make a moral decision.?
Study smarter with the SolutionInn App