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    swaroop shetty
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    The summary analyzes the relationship between the BSE Sensex closing price and Nifty 50 closing price from June 2018 to July 2020. It finds a moderate positive linear relationship between the two variables, with the BSE Sensex explaining around 56% of the changes in the Nifty 50 based on the regression analysis. It also provides the regression statistics, ANOVA table, coefficients, and confidence intervals.

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    19026 iapm.xlsx

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    The summary analyzes the relationship between the BSE Sensex closing price and Nifty 50 closing price from June 2018 to July 2020. It finds a moderate positive linear relationship between the two variables, with the BSE Sensex explaining around 56% of the changes in the Nifty 50 based on the regression analysis. It also provides the regression statistics, ANOVA table, coefficients, and confidence intervals.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    8 views2 pages

    Iapm

    Uploaded by

    swaroop shetty
    The summary analyzes the relationship between the BSE Sensex closing price and Nifty 50 closing price from June 2018 to July 2020. It finds a moderate positive linear relationship between the two variables, with the BSE Sensex explaining around 56% of the changes in the Nifty 50 based on the regression analysis. It also provides the regression statistics, ANOVA table, coefficients, and confidence intervals.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 2

    YYYYMM close priceBSE_sensex

    201806 1,271.30 35423.48


    201807 1,302.60 37606.58 SUMMARY OUTPUT
    201808 1,369.10 38645.07
    201809 1,266.65 36227.14 Regression Statistics
    201810 1,298.35 36227.05 Multiple R 0.74773370827
    201811 1,429.65 36194.3 R Square 0.55910569848
    201812 1,438.50 36068.33 Adjusted R Squa 0.53993638103
    201901 1,313.40 36256.69 Standard Error 142.538374597
    201902 1,294.50 35867.44 Observations 25
    201903 1,384.05 38672.91
    201904 1,347.75 39031.55 ANOVA
    201905 1,557.95 39714.2 df SS MS F
    201906 1,553.05 39394.64 Regression 1 592585.3 592585.3 29.1667
    201907 1,387.15 37481.12 Residual 23 467295.3 20317.19
    201908 1,328.10 37332.79 Total 24 1059881
    201909 1,476.60 38667.33
    201910 1,473.40 40129.05 Coefficients Standard Error t Stat P-value
    201911 1,330.60 40793.81 Intercept -863.26454488 397.2514 -2.173094 0.040323
    201912 1,298.95 41253.74 35423.48 0.05741819746 0.010632 5.40062 1.736E-05
    202001 1,369.10 40723.49
    202002 1,183.00 38297.29
    202003 806.85 29468.49
    202004 897.35 33717.62
    202005 932.3 32424.1
    202006 944.05 34915.8
    202007 932.2 36594.33

    Beta 0.056443
    intercept -863.2645
    Significance F
    1.736E-05

    Lower 95%Upper 95%Lower 95.0%


    Upper 95.0%
    -1685.042 -41.48742 -1685.042 -41.48742
    0.035425 0.079412 0.035425 0.079412

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