In: Statistics and Probability
(k) Last month, the TSE Index's monthly rate of return was 1.5%. This is, at the end of last month the value of the TSE Index was 1.5% higher than at the beginning of last month. With 95% confidence, find the last month's rate of return on Acme Oil and Gas stock.
AcmeRofReturn | TSERofReturn |
0.00885 | -0.023314 |
0.035088 | 0.041661 |
-0.016949 | 0.027904 |
0.043103 | 0.054967 |
0.126722 | 0.069449 |
-0.05379 | -0.015124 |
0.108527 | 0.029879 |
-0.076923 | 0.007837 |
0.017677 | -0.052583 |
0.131514 | 0.021151 |
0.052632 | 0.063535 |
-0.066667 | 0.00864 |
0.109375 | 0.063966 |
-0.034205 | -0.040215 |
0.05625 | 0.060856 |
0.143984 | -0.028918 |
-0.124138 | -0.050605 |
0.023622 | 0.027862 |
-0.003846 | 0.000113 |
0.019305 | 0.055311 |
-0.041667 | 0.061654 |
-0.047431 | 0.013893 |
0.03112 | -0.009909 |
-0.050302 | -0.030256 |
-0.082627 | -0.062824 |
-0.307159 | -0.253262 |
0.276667 | 0.014857 |
0.031332 | 0.095704 |
-0.101266 | 0.021373 |
-0.084507 | 0.021904 |
0.107692 | 0.036201 |
-0.1 | -0.066037 |
0.089506 | 0.043211 |
0.124646 | 0.059434 |
-0.093199 | -0.025271 |
0.116667 | 0.024004 |
0.104478 | 0.010021 |
0.011261 | -0.015812 |
-0.008909 | -0.001881 |
-0.053933 | 0.041137 |
-0.021378 | 0.035491 |
-0.007282 | 0.105841 |
0.056235 | 0.007942 |
-0.055556 | 0.07097 |
0.036765 | 0.035234 |
0.179669 | -0.012279 |
0.146293 | -0.010335 |
-0.033217 | 0.092537 |
0.034358 | 0.020263 |
0.092657 | 0.074823 |
0.072 | -0.083831 |
-0.044776 | -0.076596 |
0.0875 | -0.092932 |
0.096264 | 0.012734 |
-0.083879 | 0.041643 |
0.03176 | -0.15388 |
-0.017194 | -0.061872 |
0.200621 | 0.005052 |
-0.009401 | 0.063128 |
SUMMARY OUTPUT | ||||||
Regression Statistics | ||||||
Multiple R | 0.348697232 | |||||
R Square | 0.121589759 | |||||
Adjusted R Square | 0.106179053 | |||||
Standard Error | 0.089952736 | |||||
Observations | 59 | |||||
ANOVA | ||||||
df | SS | MS | F | Significance F | ||
Regression | 1 | 0.063841521 | 0.063842 | 7.889954 | 0.006797419 | |
Residual | 57 | 0.461215204 | 0.008091 | |||
Total | 58 | 0.525056725 | ||||
Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | |
Intercept | 0.016647937 | 0.011773929 | 1.413966 | 0.162811 | -0.006928949 | 0.040224824 |
X Variable 1 | 0.538690995 | 0.191779633 | 2.808906 | 0.006797 | 0.154658904 | 0.922723086 |