Using the International Stock Market data in below, conduct a stepwise multiple regression procedure to predict...

Using the International Stock Market data in below, conduct a stepwise multiple regression procedure to predict DJIA by the Nasdaq, the S&P 500, the Nikkei, the Hang Seng, the FTSE 100, and the IPC.

Develop a correlation matrix and discuss the correlations among all variables. ( please show step by step about doing correlation in excel and discuss)
Perform a stepwise regression procedure (use α = 0.1) to select predictor variables for the model. Summarize the results (with t-values and R²) for every step of the procedure in a table (similar to the ones shown on the Model-Building Search Procedures slides #9 – 10)
Write the equation of the regression model obtained from this procedure.

Using the International Stock Market data in conduct a stepwise multiple regression procedure to predict DJIA by the Nasdaq, the S&P 500, the Nikkei, the Hang Seng, the FTSE 100, and the IPC.

DJIA	S&P 500	NASDAQ	NIKKEI 225	HANG SENG	FTSE 100	IPC
8270.87	869.89	1591.56	87.63	1658.5	5774.95	1351.73
8000.86	825.88	1476.42	97.73	1856.39	6375.22	1616.08
8776.39	903.25	1577.03	89.49	1820.22	6033.18	1436.55
8829.04	896.24	1535.57	86.68	1850.86	7041.92	1612.58
9336.93	968.75	1720.95	107.68	2319.76	8780.95	2284.53
10850.66	1164.74	2091.88	118.69	2678.44	10077.78	2554.66
11543.55	1282.83	2367.52	121.78	2929.61	10569.58	2700.02
11378.02	1267.38	2325.55	127.03	2834.06	10912.45	2814.32
11350.01	1280	2292.98	138.12	3182.05	11797.14	3059.82
12638.32	1400.38	2522.66	132.27	3304.82	12020.49	2886.28
12820.13	1385.59	2412.80	124.23	2970.75	11561.18	2996.44
12262.89	1322.7	2279.10	125.67	3029.8	11534.82	2757.18
12266.39	1330.63	2271.48	127.03	3094.02	11869.34	2721.47
12650.36	1378.55	2389.86	137.03	3566.91	12853.11	2706.25
13264.82	1468.36	2652.28	141.48	3680.01	13202.62	2744.68
13371.72	1481.14	2660.96	146.86	4059.75	13710.23	2887.75
13930.01	1549.38	2859.12	145.66	3493.38	13292.91	2824.73
13895.63	1526.75	2701.50	142.62	3066.91	12744.42	2795.17
13357.74	1473.99	2596.36	142.31	2868.1	12683.95	2738.32
13211.99	1455.27	2546.27	148.36	2785.83	13271.05	2918.1
13408.62	1503.35	2603.23	147.16	2638.3	13213.43	2979.65
13627.64	1530.62	2604.52	144.26	2597.52	12833.75	2650.22
13062.91	1482.37	2525.09	144.55	2534.49	12491.48	2643.28
12354.35	1420.86	2421.64	148.38	2476.25	11972.75	2381.06
12268.63	1406.82	2416.15	145.38	2617.79	12379.44	2533.66
12621.69	1438.24	2463.93	144.57	2567.06	12175.05	2442.83
12463.15	1418.3	2415.29	141.71	2403.98	11926.86	2268.27
12221.93	1400.63	2431.77	139.99	2372.8	11727.62	2145.5
12080.73	1377.94	2366.71	138.07	2251.33	11229.61	1969.79
11679.07	1335.85	2258.43	137.52	2240.08	11323.31	1942.88
11381.15	1303.82	2183.75	134.09	2175.71	10981.88	1810.7
11185.68	1276.66	2091.47	135.75	2101.99	10851.78	1804.9
11150.22	1270.2	2172.09	137.92	2016.67	10740.7	1699.2
11168.31	1270.09	2178.88	149.8	2148.93	11033.48	1870.23
11367.14	1310.61	2322.57	146.92	2070.09	10464.16	1805.45
11109.32	1294.87	2339.79	137.66	2039.02	10244.06	1820.84
10993.41	1280.66	2281.39	139.92	2029.29	10324.87	1837.52
10864.86	1280.08	2305.82	136.5	1918.66	9646	1685.12
10717.50	1248.29	2205.32	125.61	1942.99	9490.98	1627.2
10805.87	1249.48	2232.82	118.87	1879.79	9413.49	1479.4
10440.07	1207.01	2120.30	118.36	1984.42	9652.19	1490.35
10568.70	1228.81	2151.69	113.63	1949.17	9746.37	1353.07
10481.60	1220.33	2152.09	106.54	1927.06	9366.65	1376.06
10640.91	1234.18	2184.83	104.15	1827.1	9142.46	1259.04
10274.97	1191.33	2056.96	104.66	1782.11	9098.04	1211.94
10467.48	1191.5	2068.22	104.65	1783.94	9089.81	1127.03
10192.51	1156.85	1921.65	109.24	1729.81	9281.12	1140.06
10503.76	1180.59	1999.23	112.78	1802.76	9600.89	1243.08
10766.23	1203.6	2051.72	109.39	1740.82	9221.95	1193.78
10489.94	1181.27	2062.41	111.68	1830.55	9162.32	1164.34
10783.01	1211.92	2175.44	104.79	1821.7	9130.15	1094.63
10428.02	1173.82	2096.81	100.91	1683.15	8568.45	1007.95
10027.47	1130.2	1974.99	99.49	1682.63	8369.66	975.11
10080.27	1114.58	1896.84	101.64	1669.73	8074.64	906.4
10173.92	1104.24	1838.10	101.27	1564.33	8065.1	890.57
10139.71	1101.72	1887.36	109.97	1575.17	8032.19	894.2
10435.48	1140.84	2047.79	102.77	1552.7	8126.01	875.08
10188.45	1120.68	1986.74	106.54	1532.17	7967.62	891.59
10225.57	1107.3	1920.15	112.69	1627.42	8192.45	950.59
10357.70	1126.21	1994.22	103.45	1788.16	8479.88	924.09
10583.92	1144.94	2029.82	102.15	1671.89	7969.92	880.17
10488.07	1131.13	2066.15	99.62	1619.86	8014.26	782.69
8270.87	869.89	1591.56	87.63	1658.5	5774.95	1351.73

about summarizing the result for every step, just show me the dependent variable and show predictor variables for the model .

Expert Solution

Type in data in the same way as it is mentioned in the question > Go to the Data Tab > Select Data Analysis > Select Regrssion from the list > Select the DJIA column for Y Range and the other ranges for the X range > Type in the confidence Level as 90% for alpha = 0.1 > Click on OK

The following Sheet appears

NOTE: The above image shows only the 1st 30 rows but the output summary incorporates all the 63 inputs of each exchange.

jeff jeffy answered 2 years ago

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