The following table illustrates the regression results from regressingmonthly IBM excess returns on monthly S&P 500 excess returns.Regression StatisticsMultiple RR SquareAdjusted R SquareStandard ErrorObservationsInterceptExcess Market0.5170.268ANOVAO 0.264RegressionResidualTotalO 0.4220.5170.2680.2640.080180.000df1.000178.000179.000Coefficients0.0011.120SSMS0.422 0.4221.153 0.0061.575What is the estimated correlation between excess IBM and marketreturns?F65.085Standard Errort StatP-value0.006 0.2370.8130.139 8.068 0.000Significance F0.000

R squared = 0.268Adjusted R squared = 0.264Standard error = 0.80

The following table illustrates the regression results from regressing monthly IBM excess returns on monthly S&P 500 excess returns. Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations ANOVA Regression Residual Total 0.517 0.268 0.264 0.080 180.000 df 1.000 178.000 179.000 SS MS 0.422 0.422 1.153 0.006 1.575 Coefficients Standard Error t Stat F 65.085 P-value Significance F 0.000

The following table illustrates the regression results from regressing monthly IBM excess returns on monthly S&P 500 excess returns. Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations ANOVA Regression Residual Total 0.517 0.268 0.264 0.080 180.000 df 1.000 178.000 179.000 SS MS 0.422 0.422 1.153 0.006 1.575 Coefficients Standard Error t Stat F 65.085 P-value Significance F 0.000

Essentials of Business Analytics (MindTap Course List)

2nd Edition

ISBN:9781305627734

Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Chapter8: Time Series Analysis And_forecasting

Section: Chapter Questions

Problem 18P: Consider the following time series: Construct a time series plot. What type of pattern exists in...

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