ATB

BET

2.05 0.14525 Media/zi =

1.79 -0.0056

0.06372% 9,825.38
9,544.76

0.02940042
0.00261558

Media/zi =

0.06%

1.8
1.8
1.73
1.77
1.8
1.8
1.76
1.83
1.87
1.88
1.81
1.8
1.76
1.7
1.67
1.7
1.73
1.77
1.73
1.7
1.69
1.75
1.77
1.8
1.84
1.84
1.78
1.8
1.83
1.79
1.8
1.8
1.84
1.84
1.85
1.88
1.87
1.88
1.9
1.9
1.89
1.9
1.89
1.91
1.94
1.95
1.94
1.93

15.67% 9,519.86
9,504.02
0.0003592 9,306.96
9,427.96
0.088364 9,294.51
9,374.65
29.73% 9,461.11
9,432.71
9,447.73
0.06372% 9,398.46
9,140.24
8,965.22
8,922.74
8,893.36
8,640.95
8,547.68
8,760.66
8,851.45
8,733.35
8,564.73
8,662.19
8,846.68
9,028.14
9,095.01
9,199.35
9,179.44
9,081.87
9,064.73
9,321.43
9,447.36
9,552.41
9,518.88
9,743.97
9,921.68
9,962.99
9,950.13
9,914.70
10,027.56
10,002.34
10,055.77
10,099.79
10,246.16
9,784.45
9,840.80
10,115.98
10,206.23
10,125.46
10,167.24

0.00166666
0.0211734
-0.01283417
0.01435794
-0.00854859
-0.00913846
0.0030108
-0.0015898
0.00524235
0.0282509
0.01952211
0.00476087
0.00330359
0.02921091
0.01091173
-0.02431095
-0.01025708
0.01352287
0.01968772
-0.0112512
-0.02085415
-0.02009938
-0.00735238
-0.01134211
0.00216898
0.01074338
0.00189085
-0.02753869
-0.01332965
-0.01099722
0.00352247
-0.02310044
-0.01791128
-0.00414635
0.00129245
0.00357348
-0.01125498
0.00252141
-0.00531337
-0.00435851
-0.01428535
0.04718814
-0.00572616
-0.02720251
-0.00884264
0.00797692
-0.00410928
0.00888196

Media/an =

15.49%

0 Media/an =
0.04046
-0.0226 Risc/zi =
-0.0167
0 Risc/an =
0.02273
-0.0383 Risc/an% =
-0.0214
-0.0053
0.03867 Media/zi =
0.00556
0.02273
0.03529
0.01796
-0.0176
-0.0173
-0.0226
0.02312
0.01765
0.00592
-0.0343
-0.0113
-0.0167
-0.0217
0
0.03371
-0.0111
-0.0164
0.02235
-0.0056
0
-0.0217
0
-0.0054
-0.016
0.00535
-0.0053
-0.0105
0
0.00529
-0.0053
0.00529
-0.0105
-0.0155
-0.0051
0.00515
0.00518
0

Risc/zi =

0.0001980698

Risc/an =

0.0487251668

Risc/an% =

22.07%

Covar(atb;bet)

0.0001019154

Beta =
Beta =

0.5145431125
0.5145431125

Alfa =

0.000313

Risc de piata =

0.0000524

Risc specific =

0.0003068

Coef corel =
Coef de det =

0.3820856738
14.60%

Regression Statistics
Multiple R
0.3820856738
R Square
0.1459894621
Adjusted R Squar 0.1424894189
Standard Error
0.0175862962
Observations
246
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
244
245
Coefficients
0.0003132253
0.5145431125

1.93
1.95
1.96
1.96
1.96
1.95
1.95
1.93
1.9
1.9
1.86
1.83
1.85
1.88
1.9
1.88
1.94
1.98
1.96
1.96
1.95
1.92
1.92
1.93
1.92
1.98
1.94
1.95
1.94
1.96
1.97
1.95
1.96
1.96
1.97
1.95
1.98
1.9
1.89
1.89
1.89
1.88
1.9
1.91
1.93
1.9
1.93
1.95
1.91
1.87
1.9

-0.0103
-0.0051
0
0
0.00513
0
0.01036
0.01579
0
0.02151
0.01639
-0.0108
-0.016
-0.0105
0.01064
-0.0309
-0.0202
0.0102
0
0.00513
0.01563
0
-0.0052
0.00521
-0.0303
0.02062
-0.0051
0.00515
-0.0102
-0.0051
0.01026
-0.0051
0
-0.0051
0.01026
-0.0152
0.04211
0.00529
0
0
0.00532
-0.0105
-0.0052
-0.0104
0.01579
-0.0155
-0.0103
0.02094
0.02139
-0.0158
-0.0155

10,077.73
10,069.89
10,272.18
10,267.21
10,416.98
10,253.08
10,132.21
10,045.60
9,952.01
9,755.92
9,635.38
9,497.88
9,551.98
9,659.93
9,871.22
9,976.44
9,972.52
10,055.85
9,870.50
9,936.24
9,934.80
9,950.42
9,953.20
9,924.19
10,013.87
10,129.03
10,139.40
10,159.91
10,209.38
10,173.68
10,262.82
10,345.31
10,409.71
10,323.75
10,091.79
9,886.48
10,032.70
9,730.79
9,499.10
9,593.03
9,330.24
9,421.21
9,789.96
9,966.65
10,103.52
10,163.03
10,273.10
10,290.35
10,138.67
10,041.63
10,081.76

0.00077856
-0.019693
0.00048407
-0.01437749
0.01598544
0.01192928
0.00862169
0.00940413
0.02009959
0.01251014
0.01447691
-0.00566375
-0.01117503
-0.02140465
-0.01054685
0.00039308
-0.00828672
0.01877818
-0.00661618
0.00014495
-0.00156978
-0.00027931
0.00292316
-0.00895558
-0.0113693
-0.00102274
-0.00201872
-0.00484554
0.00350905
-0.00868572
-0.00797366
-0.00618653
0.00832643
0.02298502
0.02076674
-0.01457434
0.03102626
0.02439073
-0.00979148
0.02816541
-0.00965587
-0.03766614
-0.01772812
-0.01354676
-0.00585554
-0.01071439
-0.00167633
0.01496054
0.00966377
-0.00398046
0.00783233

1.93
1.9
1.95
1.9
1.99
2.05
2.1
2.15
2.11
2.09
2.06
2.08
2.04
2.07
2.04
2
1.99
2.05
2.04
1.9
1.89
1.87
1.86
1.86
1.88
1.89
1.82
1.84
1.8
1.81
1.83
1.79
1.79
1.79
1.78
1.78
1.81
1.77
1.79
1.81
1.83
1.82
1.83
1.82
1.81
1.79
1.8
1.81
1.8
1.8
1.79

0.01579
-0.0256
0.02632
-0.0452
-0.0293
-0.0238
-0.0233
0.01896
0.00957
0.01456
-0.0096
0.01961
-0.0145
0.01471
0.02
0.00503
-0.0293
0.0049
0.07368
0.00529
0.0107
0.00538
0
-0.0106
-0.0053
0.03846
-0.0109
0.02222
-0.0055
-0.0109
0.02235
0
0
0.00562
0
-0.0166
0.0226
-0.0112
-0.011
-0.0109
0.00549
-0.0055
0.00549
0.00552
0.01117
-0.0056
-0.0055
0.00556
0
0.00559
-0.0056

10,003.41
9,908.99
10,197.47
9,787.57
10,054.89
10,342.04
10,446.01
10,813.59
10,795.40
10,634.92
10,455.62
10,331.98
10,174.03
10,359.60
10,172.60
10,128.07
10,039.44
10,200.48
10,053.50
10,010.02
10,172.64
9,990.22
9,744.90
9,651.01
9,665.61
9,585.97
9,460.96
9,408.03
9,193.97
9,188.72
9,213.33
9,168.79
9,096.80
9,104.04
8,999.77
8,747.85
8,637.66
8,694.10
8,651.58
8,662.14
8,705.11
8,689.11
8,770.50
8,735.91
8,700.36
8,663.55
8,546.75
8,624.70
8,710.26
8,696.96
8,633.46

0.00952872
-0.02828937
0.04187965
-0.02658607
-0.02776532
-0.00995308
-0.03399241
0.00168498
0.01508991
0.01714867
0.01196673
0.01552482
-0.01791285
0.01838271
0.00439669
0.00882818
-0.01578749
0.01461978
0.00434365
-0.01598602
0.01825986
0.02517419
0.00972852
-0.00151051
0.00830798
0.01321325
0.00562604
0.02328265
0.00057135
-0.00267113
0.00485778
0.00791377
-0.00079525
0.01158585
0.02879793
0.01275693
-0.00649176
0.00491471
-0.0012191
-0.00493618
0.00184139
-0.00927997
0.00395952
0.00408604
0.00424884
0.01366601
-0.009038
-0.0098229
0.00152927
0.0073551
-0.00080667

1.8
1.79
1.8
1.8
1.8
1.81
1.84
1.81
1.81
1.82
1.86
1.88
1.92
1.83
1.82
1.84
1.84
1.84
1.82
1.82
1.85
1.88
1.84
1.85
1.86
1.87
1.87
1.85
1.86
1.85
1.85
1.85
1.86
1.85
1.85
1.83
1.84
1.85
1.82
1.8
1.77
1.79
1.8
1.81
1.77
1.86
1.84
1.84
1.85
1.84
1.78

0.00559
-0.0056
0
0
-0.0055
-0.0163
0.01657
0
-0.0055
-0.0215
-0.0106
-0.0208
0.04918
0.00549
-0.0109
0
0
0.01099
0
-0.0162
-0.016
0.02174
-0.0054
-0.0054
-0.0053
0
0.01081
-0.0054
0.00541
0
0
-0.0054
0.00541
0
0.01093
-0.0054
-0.0054
0.01648
0.01111
0.01695
-0.0112
-0.0056
-0.0055
0.0226
-0.0484
0.01087
0
-0.0054
0.00543
0.03371
0.03488

8,640.43
8,606.09
8,461.02
8,490.74
8,415.59
8,413.88
8,507.81
8,536.52
8,510.05
8,533.76
8,539.76
8,899.17
9,034.51
8,996.80
8,841.02
8,697.19
8,780.96
8,731.89
8,733.87
8,727.56
8,824.40
8,691.98
8,611.46
8,698.54
8,814.96
8,698.27
8,563.31
8,546.62
8,631.82
8,614.02
8,623.75
8,565.25
8,544.11
8,575.05
8,510.25
8,547.46
8,550.33
8,522.20
8,577.17
8,623.25
8,694.65
8,612.11
8,624.22
8,596.80
8,545.96
8,557.94
8,609.31
8,568.15
8,686.67
8,622.03
8,623.14

0.0039902
0.01714569
-0.00350028
0.00892986
0.00020324
-0.01104044
-0.0033632
0.00311044
-0.00277838
-0.0007026
-0.04038691
-0.01498034
0.00419149
0.01762014
0.01653753
-0.00953996
0.00561963
-0.0002267
0.000723
-0.01097412
0.01523473
0.00935033
-0.01001088
-0.01320709
0.01341531
0.01576026
0.00195282
-0.00987046
0.0020664
-0.00112828
0.00682992
0.00247422
-0.00360814
0.00761435
-0.00435334
-0.00033566
0.00330079
-0.00640887
-0.00534369
-0.00821195
0.00958418
-0.00140418
0.00318956
0.00594901
-0.00139987
-0.0059668
0.00480384
-0.01364389
0.00749707
-0.00012872
0.01050093

1.72
1.82
1.87
1.85
1.93
1.92
1.89
1.88
1.87
1.86
1.87
1.86
1.86
1.87
1.87
1.9
1.9
1.91
1.91
1.91
1.92
1.94
1.89
1.85
1.84
1.83
1.82
1.84
1.84
1.86
1.82
1.8
1.8
1.84
1.83
1.86
1.84
1.84
1.83
1.8
1.84
1.87
1.87
1.83

-0.0549
-0.0267
0.01081
-0.0415
0.00521
0.01587
0.00532
0.00535
0.00538
-0.0053
0.00538
0
-0.0053
0
-0.0158
0
-0.0052
0
0
-0.0052
-0.0103
0.02646
0.02162
0.00543
0.00546
0.00549
-0.0109
0
-0.0108
0.02198
0.01111
0
-0.0217
0.00546
-0.0161
0.01087
0
0.00546
0.01667
-0.0217
-0.016
0
0.02186

8,533.53
8,467.23
8,287.44
8,073.33
8,514.97
8,766.07
8,749.46
9,085.99
8,905.39
8,945.47
8,848.50
8,822.29
8,762.95
8,843.23
8,852.14
8,905.00
8,925.39
8,811.25
9,016.10
8,967.68
8,925.68
8,816.32
8,834.36
8,934.17
8,975.23
8,784.52
8,755.03
8,649.99
8,620.29
8,555.30
8,601.65
8,637.59
8,558.52
8,416.51
8,317.70
8,400.49
8,509.54
8,511.36
8,558.80
8,540.48
8,484.49
8,388.40
8,558.18
8,623.76
8,625.05
8,421.43
8,449.36

0.00783019
0.02169427
0.02652066
-0.0518663
-0.02864454
0.0018984
-0.03703834
0.02027985
-0.00448048
0.01095892
0.00297088
0.00677169
-0.00907813
-0.00100654
-0.00593599
-0.00228449
0.01295389
-0.02272047
0.00539939
0.00470552
0.01240427
-0.00204203
-0.01117171
-0.00457481
0.02170978
0.00336835
0.01214337
0.00344536
0.00759646
-0.0053885
-0.00416088
0.00923875
0.01687279
0.01187949
-0.00985538
-0.01281503
-0.00021383
-0.00554283
0.00214508
0.0065991
0.0114551
-0.01983833
-0.00760457

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.382086
R Square 0.145989
Adjusted R 0.142489
Standard E 0.017586
Observatio
246
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1
0.0129
0.0129 41.7107601928 5.7E-010
244 0.075464 0.000309
245 0.088364

Coefficients
Standard Error t Stat
P-value
Lower 95%Upper 95%Lower 95,0%
Intercept 0.000313 0.001122 0.279072 0.7804261989 -0.001898 0.002524 -0.001898
X Variable 0.514543 0.079671 6.458387 5.680331E-010 0.357613 0.671473 0.357613

RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 0.015441 0.12981
2 0.001659 -0.007215
3 0.001171 -0.001171
4 0.011208 0.029255
5 -0.006291 -0.016308
6 0.007701 -0.024368
7 -0.004085 0.004085
8 -0.004389 0.027116
9 0.001862 -0.040114
10 -0.000505 -0.020886
11 0.003011 -0.00833
12 0.01485 0.023825
13 0.010358 -0.004803
14 0.002763 0.019964
SS
15 0.002013 0.033281
0.0129
16 0.015343 0.002621
0.075464
17 0.005928 -0.023575
0.088364
18 -0.012196 -0.005145
19 -0.004964 -0.017634
Standard Error
20 0.007271 0.01585
0.001122
21 0.010443 0.007204
0.079671
22 -0.005476 0.011393
23 -0.010417 -0.023869
24 -0.010029 -0.001271
25 -0.00347 -0.013197
26 -0.005523 -0.016216

Media
Var

0.0000
0.0003067634risc spercific

27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77

0.001429
0.005841
0.001286
-0.013857
-0.006545
-0.005345
0.002126
-0.011573
-0.008903
-0.00182
0.000978
0.002152
-0.005478
0.001611
-0.002421
-0.001929
-0.007037
0.024594
-0.002633
-0.013684
-0.004237
0.004418
-0.001801
0.004883
0.000714
-0.00982
0.000562
-0.007085
0.008538
0.006451
0.004749
0.005152
0.010655
0.00675
0.007762
-0.002601
-0.005437
-0.0107
-0.005114
0.000515
-0.003951
0.009975
-0.003091
0.000388
-0.000494
0.00017
0.001817
-0.004295
-0.005537
-0.000213
-0.000725

-0.001429
0.027867
-0.012397
-0.002537
0.028892
-0.00021
-0.002126
-0.010166
0.008903
-0.003585
-0.016936
0.003196
0.000159
-0.012137
0.002421
0.00722
0.001774
-0.019303
-0.007838
-0.00178
-0.000892
0.000737
0.006983
-0.004883
-0.01097
0.004718
-0.000562
0.007085
-0.00341
-0.006451
0.005613
0.010637
-0.010655
0.014755
0.008631
-0.00821
-0.010521
0.000174
0.015752
-0.031443
-0.016251
0.000229
0.003091
0.00474
0.016119
-0.00017
-0.006999
0.009503
-0.024766
0.020832
-0.004403

78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128

-0.00218
0.002119
-0.004156
-0.00379
-0.00287
0.004598
0.01214
0.010999
-0.007186
0.016278
0.012863
-0.004725
0.014806
-0.004655
-0.019068
-0.008809
-0.006657
-0.0027
-0.0052
-0.000549
0.008011
0.005286
-0.001735
0.004343
0.005216
-0.014243
0.021862
-0.013366
-0.013973
-0.004808
-0.017177
0.00118
0.008078
0.009137
0.006471
0.008301
-0.008904
0.009772
0.002576
0.004856
-0.00781
0.007836
0.002548
-0.007912
0.009709
0.013266
0.005319
-0.000464
0.004588
0.007112
0.003208

0.007335
-0.012323
-0.00092
0.014046
-0.002232
-0.004598
-0.017216
-0.000742
-0.007966
0.025828
-0.007572
0.004725
-0.014806
0.009974
0.008541
0.003573
-0.003706
0.018489
-0.010344
-0.009707
0.012931
0.016105
-0.014055
-0.019887
0.010573
-0.011398
0.004454
-0.03186
-0.015295
-0.019001
-0.006078
0.017777
0.001492
0.005426
-0.016086
0.011306
-0.005589
0.004934
0.017424
0.000169
-0.021458
-0.002934
0.071136
0.013203
0.000986
-0.00789
-0.005319
-0.010174
-0.009879
0.03135
-0.014078

129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179

0.012293
0.000607
-0.001061
0.002813
0.004385
-1E-004
0.006275
0.015131
0.006877
-0.003027
0.002842
-0.000314
-0.002227
0.001261
-0.004462
0.002351
0.002416
0.002499
0.007345
-0.004337
-0.004741
0.0011
0.004098
-0.000102
0.002366
0.009135
-0.001488
0.004908
0.000418
-0.005368
-0.001417
0.001914
-0.001116
-5E-005
-0.020468
-0.007395
0.00247
0.00938
0.008822
-0.004595
0.003205
0.000197
0.000685
-0.005333
0.008152
0.005124
-0.004838
-0.006482
0.007216
0.008423
0.001318

0.009929
-0.006132
-0.009868
0.019534
-0.004385
9.6E-005
-0.000657
-0.015131
-0.023452
0.025626
-0.014015
-0.010736
-0.008702
0.004234
-0.001003
0.003144
0.003109
0.008674
-0.012901
-0.001188
0.010297
-0.0011
0.001489
-0.005454
0.00322
-0.014691
0.001488
-0.004908
-0.005943
-0.010937
0.017992
-0.001914
-0.004378
-0.021457
0.009829
-0.013439
0.04671
-0.003885
-0.019692
0.004595
-0.003205
0.010792
-0.000685
-0.010883
-0.02411
0.016615
-0.000568
0.001106
-0.012564
-0.008423
0.009493

180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231

-0.004766
0.001376
-0.000267
0.003828
0.001586
-0.001543
0.004231
-0.001927
0.000141
0.002012
-0.002984
-0.002436
-0.003912
0.005245
-0.000409
0.001954
0.003374
-0.000407
-0.002757
0.002785
-0.006707
0.004171
0.000247
0.005716
0.004342
0.011476
0.013959
-0.026374
-0.014426
0.00129
-0.018745
0.010748
-0.001992
0.005952
0.001842
0.003798
-0.004358
-0.000205
-0.002741
-0.000862
0.006979
-0.011377
0.003091
0.002734
0.006696
-0.000737
-0.005435
-0.002041
0.011484
0.002046
0.006562
0.002086

-0.000611
0.004029
0.000267
-0.003828
-0.006963
0.006949
-0.004231
0.012856
-0.005575
-0.007417
0.019468
0.013547
0.020861
-0.016418
-0.005146
-0.007479
0.019225
-0.04798
0.013627
-0.002785
0.001302
0.001264
0.033461
0.029167
-0.059287
-0.038214
-0.003148
-0.015077
0.019634
0.014583
0.024064
-0.0054
0.007369
-0.0113
0.003534
-0.003798
-0.00099
0.000205
-0.013048
0.000862
-0.012214
0.011377
-0.003091
-0.007943
-0.017005
0.027193
0.027057
0.007475
-0.006019
0.003448
-0.017431
-0.002086

232
233
234
235
236
237
238
239
240
241
242
243
244
245
246

0.004222
-0.002459
-0.001828
0.005067
0.008995
0.006426
-0.004758
-0.006281
0.000203
-0.002539
0.001417
0.003709
0.006207
-0.009894
-0.0036

-0.014975
0.024437
0.012939
-0.005067
-0.030734
-0.000961
-0.011371
0.01715
-0.000203
0.008003
0.01525
-0.025448
-0.02225
0.009894
0.025458

X Variable 1 Line Fit Plot

0.2
0.1
0
-0.06 -0.04 -0.02 0 0.02 0.04 0.06
X -0.1
Variable 1

Upper 95,0%
0.002524
0.671473

Y
Predicted Y

ATB
0.145251
-0.005556
0
0.040462
-0.022599
-0.016667
0
0.022727
-0.038251
-0.02139
-0.005319
0.038674
0.005556
0.022727
0.035294
0.017964
-0.017647
-0.017341
-0.022599
0.023121
0.017647
0.005917
-0.034286
-0.011299
-0.016667
-0.021739
0
0.033708
-0.011111
-0.016393
0.022346
-0.005556
0
-0.021739
0
-0.005405
-0.015957
0.005348
-0.005319
-0.010526
0
0.005291
-0.005263
0.005291
-0.010471
-0.015464
-0.005128
0.005155

TLV
RiscATB^2 =

0.0003634045

RiscATB =

0.019063173

RiscTLV^2 =

0.0005492053

RiscTLV =

0.023435131

COREL =

0.094604998

COREL =

0.094605

COVAR =

4.226459E-005

Coef regresie

0.076956
0.076956

Intercept

0.000663

0.9
0.9
0.9
0.895
0.88
0.89
0.87
0.875
0.87
0.865
0.86
0.865
0.84
0.825
0.825
0.825
0.805
0.8
0.805
0.825
0.815
0.81
0.82
0.835
0.845
0.85
0.85
0.845
0.83
0.83
0.835
0.855
0.855
0.875
0.9
0.895
0.905
0.905
0.91
0.905
0.905
0.915
0.925
0.89
0.885
0.925
0.92
0.905
0.895

0.005181
0
-0.010256
-0.005102
0
0
0.005128
0
0.010363
0.015789
0
0.021505
0.016393
-0.010811
-0.015957
-0.010526
0.010638
-0.030928
-0.020202
0.010204
0
0.005128
0.015625
0
-0.005181
0.005208
-0.030303
0.020619
-0.005128
0.005155
-0.010204
-0.005076
0.010256
-0.005102
0
-0.005076
0.010256
-0.015152
0.042105
0.005291
0
0
0.005319
-0.010526
-0.005236
-0.010363
0.015789
-0.015544
-0.010256
0.020942
0.02139

0.905
0.91
0.92
0.915
0.905
0.91
0.9
0.89
0.87
0.855
0.85
0.87
0.88
0.9
0.895
0.915
0.9
0.895
0.89
0.89
0.89
0.89
0.91
0.92
0.92
0.92
0.915
0.905
0.91
0.91
0.915
0.92
0.92
0.915
0.915
0.885
0.875
0.885
0.845
0.86
0.89
0.9
0.91
0.935
0.935
0.955
0.935
0.915
0.93
0.915
0.91

-0.015789
-0.015544
0.015789
-0.025641
0.026316
-0.045226
-0.029268
-0.02381
-0.023256
0.018957
0.009569
0.014563
-0.009615
0.019608
-0.014493
0.014706
0.02
0.005025
-0.029268
0.004902
0.073684
0.005291
0.010695
0.005376
0
-0.010638
-0.005291
0.038462
-0.01087
0.022222
-0.005525
-0.010929
0.022346
0
0
0.005618
0
-0.016575
0.022599
-0.011173
-0.01105
-0.010929
0.005495
-0.005464
0.005495
0.005525
0.011173
-0.005556
-0.005525
0.005556
0

0.935
0.895
0.89
0.915
0.94
0.945
0.955
0.92
0.9
0.88
0.875
0.88
0.88
0.88
0.875
0.895
0.87
0.87
0.885
0.88
0.84
0.835
0.845
0.825
0.805
0.8
0.78
0.77
0.775
0.765
0.76
0.76
0.735
0.76
0.75
0.77
0.76
0.765
0.78
0.78
0.79
0.785
0.77
0.76
0.75
0.75
0.735
0.745
0.745
0.75
0.74

0.005587
-0.005556
0.005587
-0.005556
0
0
-0.005525
-0.016304
0.016575
0
-0.005495
-0.021505
-0.010638
-0.020833
0.04918
0.005495
-0.01087
0
0
0.010989
0
-0.016216
-0.015957
0.021739
-0.005405
-0.005376
-0.005348
0
0.010811
-0.005376
0.005405
0
0
-0.005376
0.005405
0
0.010929
-0.005435
-0.005405
0.016484
0.011111
0.016949
-0.011173
-0.005556
-0.005525
0.022599
-0.048387
0.01087
0
-0.005405
0.005435

0.74
0.73
0.725
0.72
0.735
0.74
0.725
0.71
0.91
1.07
1.08
1.11
1.12
1.1
1.08
1.1
1.09
1.08
1.09
1.1
1.09
1.08
1.07
1.08
1.05
1.06
1.05
1.04
1.05
1.04
1.06
1.07
1.05
1.07
1.08
1.09
1.09
1.11
1.1
1.09
1.09
1.08
1.08
1.08
1.08
1.08
1.07
1.05
1.04
1.02
1.08

0.033708
0.034884
-0.054945
-0.026738
0.010811
-0.041451
0.005208
0.015873
0.005319
0.005348
0.005376
-0.005348
0.005376
0
-0.005348
0
-0.015789
0
-0.005236
0
0
-0.005208
-0.010309
0.026455
0.021622
0.005435
0.005464
0.005495
-0.01087
0
-0.010753
0.021978
0.011111
0
-0.021739
0.005464
-0.016129
0.01087
0
0.005464
0.016667
-0.021739
-0.016043
0
0.021858

1.11
1.1
1.14
1.1
1.09
1.1
1.1
1.09
1.09
1.08
1.09
1.09
1.09
1.07
1.08
1.08
1.08
1.08
1.07
1.06
1.07
1.07
1.07
1.07
1.04
1.02
1.02
1.03
1.04
1.04
1.04
1.03
1.03
1.04
1.05
1.05
1.04
1.07

TLV%
0
0
0.005587
0.017045
-0.011236
0.022989
-0.005714
0.005747
0.00578
0.005814
-0.00578
0.029762
0.018182
0
0
0.024845
0.00625
-0.006211
-0.024242
0.01227
0.006173
-0.012195
-0.017964
-0.011834
-0.005882
0
0.005917
0.018072
0
-0.005988
-0.023392
0
-0.022857
-0.027778
0.005587
-0.01105
0
-0.005495
0.005525
0
-0.010929
-0.010811
0.039326
0.00565
-0.043243
0.005435
0.016575
0.011173

SUMMARY OUTPUT

Regression Statistics
Multiple R
0.094605
R Square
0.00895
Adjusted R Sq 0.004768
Standard Erro 0.019058
Observations
239
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1 0.000777 0.000777 2.140331 0.144796
237 0.086076 0.000363
238 0.086854

Coefficients
Standard Error t Stat
P-value Lower 95%Upper 95%
Intercept
0.000663 0.001233 0.537492 0.591432 -0.001766 0.003092
X Variable 1 0.076956 0.052602 1.462987 0.144796 -0.026671 0.180583

RESIDUAL OUTPUT
Observation Predicted Y Residuals
1 0.000663 0.144589
2 0.000663 -0.006218
3 0.001093 -0.001093
4 0.001974 0.038488
5 -0.000202 -0.022397
6 0.002432 -0.019098
7 0.000223 -0.000223
8 0.001105 0.021622
9 0.001108 -0.039359
10
0.00111
-0.0225
11 0.000218 -0.005537
12 0.002953 0.035721
13 0.002062 0.003494
14 0.000663 0.022065
15 0.000663 0.034631
16 0.002575 0.015389
17 0.001144 -0.018791
18 0.000185 -0.017526
19 -0.001203 -0.021396
20 0.001607 0.021514
21 0.001138 0.016509
22 -0.000276 0.006193
23 -0.00072 -0.033566

-0.01105
-0.005495
-0.01087
0.005464
0.01105
-0.005495
0.011111
0.011236
0.022989
0.017544
0.005882
-0.022989
-0.011364
-0.022222
0.005587
-0.021858
0.016667
0.005587
0.005618
0
0
0
-0.021978
-0.01087
0
0
0.005464
0.01105
-0.005495
0
-0.005464
-0.005435
0
0.005464
0
0.033898
0.011429
-0.011299
0.047337
-0.017442
-0.033708
-0.011111
-0.010989
-0.026738
0
-0.020942
0.02139
0.021858
-0.016129
0.016393
0.005495

24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74

-0.000248
0.00021
0.000663
0.001118
0.002053
0.000663
0.000202
-0.001137
0.000663
-0.001096
-0.001475
0.001093
-0.000188
0.000663
0.00024
0.001088
0.000663
-0.000178
-0.000169
0.003689
0.001097
-0.002665
0.001081
0.001938
0.001523
-0.000188
0.00024
-0.000174
0.001083
0.001513
0.00024
0.001518
0.001527
0.002432
0.002013
0.001115
-0.001106
-0.000212
-0.001047
0.001093
-0.001019
0.001945
0.001093
0.001095
0.000663
0.000663
0.000663
-0.001029
-0.000174
0.000663
0.000663

-0.011051
-0.016877
-0.022402
-0.001118
0.031654
-0.011774
-0.016595
0.023484
-0.006218
0.001096
-0.020264
-0.001093
-0.005218
-0.01662
0.005108
-0.006407
-0.011189
0.000178
0.00546
-0.008952
0.004194
-0.007806
-0.016545
-0.007066
0.003632
0.005369
-0.00024
-0.010083
-0.006185
-0.001513
-0.00024
0.00361
-0.001527
0.007931
0.013777
-0.001115
0.022612
0.016605
-0.009763
-0.01705
-0.009507
0.008693
-0.03202
-0.021297
0.009541
-0.000663
0.004466
0.016654
0.000174
-0.005844
0.004546

-0.026738
0.044693
0.005618
-0.027322
-0.026596
-0.005291
-0.010471
0.038043
0.022222
0.022727
0.005714
-0.005682
0
0
0.005714
-0.022346
0.028736
0
-0.016949
0.005682
0.047619
0.005988
-0.011834
0.024242
0.024845
0.00625
0.025641
0.012987
-0.006452
0.013072
0.006579
0
0.034014
-0.032895
0.013333
-0.025974
0.013158
-0.006536
-0.019231
0
-0.012658
0.006369
0.019481
0.013158
0.013333
0
0.020408
-0.013423
0
-0.006667
0.013514

75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125

0.001083
0.001513
0.00024
0.000663
0.000242
0.000244
0.000663
0.001083
0.000663
0.003271
0.001542
-0.000207
0.004306
-0.00068
-0.001931
-0.000192
-0.000183
-0.001395
0.000663
-0.000949
0.002309
0.002345
-0.000579
0.001924
0.001086
-0.001395
0.004102
0.001095
-0.00144
-0.001384
0.000256
-0.000143
0.00359
0.002373
0.002412
0.001102
0.000225
0.000663
0.000663
0.001102
-0.001057
0.002874
0.000663
-0.000642
0.0011
0.004327
0.001124
-0.000248
0.002528
0.002575
0.001144

-0.031386
0.019106
-0.005368
0.004492
-0.010446
-0.005321
0.009594
-0.006185
-0.000663
-0.008348
0.008714
-0.014945
0.0378
0.005971
0.001931
0.000192
0.005502
-0.009131
-0.005898
-0.009414
0.013481
-0.017889
-0.009678
0.019018
0.020305
-0.014395
-0.019646
0.014694
-0.024201
0.0277
-0.045482
-0.029125
-0.0274
-0.025629
0.016546
0.008467
0.014338
-0.010278
0.018945
-0.015595
0.015763
0.017126
0.004362
-0.028627
0.003802
0.069357
0.004167
0.010943
0.002848
-0.002575
-0.011782

0
0.013699
0.006897
0.006944
-0.020408
-0.006757
0.02069
0.021127
-0.21978
-0.149533
-0.009259
-0.027027
-0.008929
0.018182
0.018519
-0.018182
0.009174
0.009259
-0.009174
-0.009091
0.009174
0.009259
0.009346
-0.009259
0.028571
-0.009434
0.009524
0.009615
-0.009524
0.009615
-0.018868
-0.009346
0.019048
-0.018692
-0.009259
-0.009174
0
-0.018018
0.009091
0.009174
0
0.009259
0
0
0
0
0.009346
0.019048
0.009615
0.019608
-0.055556

126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176

0.002636
0.001662
0.000166
0.001669
0.001169
0.000663
0.00328
-0.001869
0.001689
-0.001336
0.001675
0.00016
-0.000817
0.000663
-0.000311
0.001153
0.002162
0.001675
0.001689
0.000663
0.002233
-0.00037
0.000663
0.00015
0.001703
0.000663
0.001717
0.001193
0.001197
-0.000908
0.000143
0.002255
0.002289
-0.016251
-0.010845
-5E-005
-0.001417
-2E-005
0.002062
0.002088
-0.000737
0.001369
0.001375
-4E-005
-4E-005
0.001369
0.001375
0.001382
-5E-005
0.002861
-6E-005

-0.007927
0.036799
-0.011036
0.020554
-0.006694
-0.011592
0.019066
0.001869
-0.001689
0.006954
-0.001675
-0.016734
0.023416
-0.011836
-0.010738
-0.012082
0.003333
-0.00714
0.003806
0.004862
0.00894
-0.005185
-0.006188
0.005406
-0.001703
0.004924
-0.007272
0.004393
-0.006753
0.000908
-0.000143
-0.00778
-0.018593
0.032825
0.010845
-0.005445
-0.020088
-0.010614
-0.022895
0.047093
0.006231
-0.012238
-0.001375
4.3E-005
0.011026
-0.001369
-0.017591
-0.017339
0.021789
-0.008267
-0.005313

-0.027027
0.009091
-0.035088
0.036364
0.009174
-0.009091
0
0.009174
0
0.009259
-0.009174
0
0
0.018692
-0.009259
0
0
0
0.009346
0.009434
-0.009346
0
0
0
0.028846
0.019608
0
-0.009709
-0.009615
0
0
0.009709
0
-0.009615
-0.009524
0
0.009615
-0.028037

177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228

0.001396
0.001403
-7E-005
0.001403
-0.000789
-6E-005
0.002129
-0.000776
-5E-005
-4E-005
0.000663
-0.000724
0.001362
0.001369
0.000663
0.001375
0.000663
0.000663
0.000663
0.000663
0.001382
0.002129
0.001403
0.002172
-0.003613
-0.001417
0.001362
-0.002038
0.003461
0.001369
-4E-005
0.000663
0.001369
0.000663
0.001375
-4E-005
0.000663
0.000663
0.002101
-5E-005
0.000663
0.000663
0.000663
0.001382
0.001389
-6E-005
0.000663
0.000663
0.000663
0.002883
0.002172
0.000663

-0.006743
-0.001403
0.010881
-0.006779
0.006195
5.7E-005
-0.002129
-0.004601
0.005455
4.3E-005
0.010266
-0.004711
-0.006768
0.015115
0.010448
0.015574
-0.011836
-0.006218
-0.006188
0.021936
-0.049769
0.008741
-0.001403
-0.007577
0.009047
0.035125
0.033521
-0.052908
-0.030199
0.009442
-0.041414
0.004546
0.014504
0.004656
0.003972
0.00542
-0.00601
0.004714
-0.002101
-0.005298
-0.000663
-0.016452
-0.000663
-0.006618
-0.001389
5.7E-005
-0.005871
-0.010972
0.025792
0.018739
0.003263
0.004802

229
230
231
232
233
234
235
236
237
238
239

-8E-005
-8E-005
0.000663
0.000663
0.00141
0.000663
-8E-005
-7E-005
0.000663
0.001403
-0.001495

0.005579
-0.010792
-0.000663
-0.011415
0.020568
0.010448
7.7E-005
-0.021669
0.004802
-0.017532
0.012365

Lower 95.0%
Upper 95.0%
-0.001766 0.003092
-0.026671 0.180583