Question

Run the regression of Ford returns (Y variable) on GM returns (X variable), and report the regrssion statistics
Date	Ford	GM
1-Dec-99	5.52%	-1.50%
3-Jan-00	-5.70%	10.83%
1-Feb-00	-16.32%	-4.99%
1-Mar-00	10.32%	8.89%
3-Apr-00	20.27%	13.05%
1-May-00	-11.30%	-24.12%
1-Jun-00	-7.81%	-17.79%
3-Jul-00	9.47%	-1.94%
1-Aug-00	-9.18%	23.95%
1-Sep-00	5.42%	-7.14%
2-Oct-00	3.63%	-4.43%
1-Nov-00	-12.89%	-19.61%
1-Dec-00	3.02%	2.89%
2-Jan-01	21.56%	5.43%
1-Feb-01	-3.29%	4.56%
Intercept
Slope
R-squared value

Answer 1

SUMMARY OUTPUT
Regression Statistics
Multiple R	0.405741
R Square	0.164626
Adjusted R Square	0.100366
Standard Error	0.110263
Observations	15
ANOVA
	df	SS	MS	F	Significance F
Regression	1	0.031147	0.031147	2.561886	0.133478
Residual	13	0.158054	0.012158
Total	14	0.189201
	Coefficients	Standard Error	t Stat	P-value	Lower 95%	Upper 95%	Lower 95.0%	Upper 95.0%
Intercept	0.011359	0.028527	0.398176	0.696963	-0.05027	0.072987	-0.05027	0.072987
GM	0.36224	0.226317	1.600589	0.133478	-0.12669	0.851168	-0.12669	0.851168

Intercept = 0.011359

Slope = 0.36224

R squared = 0.164626

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