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  • HLL Beta

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    Parvindersingh Nogi
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    This document contains the results of a regression analysis with 15 observations. It shows that the multiple R is 0.785573, R Square is 0.617124, and the regression equation is statistically significant. The X Variable 1 coefficient is 0.903391 with a p-value of 0.000518, indicating it is a significant predictor of the dependent variable.

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    hll beta

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    This document contains the results of a regression analysis with 15 observations. It shows that the multiple R is 0.785573, R Square is 0.617124, and the regression equation is statistically significant. The X Variable 1 coefficient is 0.903391 with a p-value of 0.000518, indicating it is a significant predictor of the dependent variable.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views6 pages

    HLL Beta

    Uploaded by

    Parvindersingh Nogi
    This document contains the results of a regression analysis with 15 observations. It shows that the multiple R is 0.785573, R Square is 0.617124, and the regression equation is statistically significant. The X Variable 1 coefficient is 0.903391 with a p-value of 0.000518, indicating it is a significant predictor of the dependent variable.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 6

    SUMMARY OUTPUT

    Regression Statistics
    Multiple R
    0.785573
    R Square
    0.617124
    Adjusted R Square
    0.587672
    Standard Error
    2.55767
    Observations
    15
    ANOVA
    df
    Regression
    Residual
    Total

    Intercept
    X Variable 1

    SS
    MS
    F
    Significance F
    1 137.0716 137.0716 20.95359 0.000518
    13 85.04176 6.541674
    14 222.1133

    Coefficients
    Standard Error t Stat
    P-value Lower 95% Upper 95%Lower 95.0%
    -1.4368 0.69766 -2.05946 0.060063
    -2.944 0.070402
    -2.944
    0.903391 0.197354 4.577509 0.000518 0.477033 1.329749 0.477033

    Upper 95.0%
    0.070402
    1.329749

    SUMMARY OUTPUT
    Regression Statistics
    Multiple R 0.785573
    R Square
    0.617124
    Adjusted R Square
    0.587672
    Standard Error
    2.224103
    Observations
    15
    ANOVA
    df
    Regression
    Residual
    Total

    SS
    MS
    F
    Significance F
    1 103.6498 103.6498 20.95359 0.000518
    13 64.30624 4.946634
    14 167.956

    Coefficients
    Standard Error t Stat
    P-value Lower 95% Upper 95%Lower 95.0%
    Upper 95.0%
    Intercept 0.545029 0.682115 0.799028 0.43863 -0.92859 2.018648 -0.92859 2.018648
    X Variable 1 0.68312 0.149234 4.577509 0.000518 0.360719 1.00552 0.360719 1.00552

    Upper 95.0%

    HLL

    Market
    cov

    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    13
    14
    15

    -1.2
    -2.7
    -8.6
    -3
    -0.3
    -1.9
    -0.5
    -0.8
    3.3
    1.3
    0.3
    -0.5
    6
    -6
    -2.5
    -1.14

    -3.5
    -5.1
    -4.3
    -7.5
    -4.8
    -1.9
    -1.5
    -4.6
    4.1
    0
    2
    -0.2
    3.9
    -10.1
    -3.5

    -0.06
    -1.56
    -7.46
    -1.86
    0.84
    -0.76
    0.64
    0.34
    4.44
    2.44
    1.44
    0.64
    7.14
    -4.86
    -1.36

    -1.033333
    -2.633333
    -1.833333
    -5.033333
    -2.333333
    0.566667
    0.966667
    -2.133333
    6.566667
    2.466667
    4.466667
    2.266667
    6.366667
    -7.633333
    -1.033333

    -2.46667

    0.062
    4.108
    13.67667
    9.362
    -1.96
    -0.43067
    0.618667
    -0.72533
    29.156
    6.018667
    6.432
    1.450667
    45.458
    37.098
    1.405333

    mvar^2
    1.067778
    6.934444
    3.361111
    25.33444
    5.444444
    0.321111
    0.934444
    4.551111
    43.12111
    6.084444
    19.95111
    5.137778
    40.53444
    58.26778
    1.067778

    151.73 222.1133
    10.83786 15.86524
    beta

    0.68312

    2.916667
    0.34
    1.888889
    0.53
    0.5
    2.00
    2.5
    0.40
    16
    0.06
    1
    1.00
    3
    0.33
    5.75
    0.17
    1.242424
    0.80
    0 #DIV/0!
    6.666667
    0.15
    0.4
    2.50
    0.65
    1.54
    1.683333
    0.59
    1.4
    0.71
    #DIV/0!

    2.92
    1.89
    0.50
    2.50
    16.00
    1.00
    3.00
    5.75
    1.24
    6.67
    0.40
    0.65
    1.68
    1.40

    0.903391
    0.68312

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