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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.115367
R Square 0.01331
Adjusted R 0.008197
Standard E 0.018152
Observatio 195

ANOVA
df SS MS F Significance F
Regression 1 0.000858 0.000858 2.603413 0.108268
Residual 193 0.063594 0.00033
Total 194 0.064452

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.000658 0.001308 0.503047 0.615505 -0.001922 0.003238 -0.001922 0.003238
X Variable -0.160136 0.099247 -1.613509 0.108268 -0.355885 0.035612 -0.355885 0.035612
Start 10/10/1992 10/10/1992 10/10/1992
End 10/10/2007 10/10/2007 10/10/2007
Frequency M M M
Name EURO INDEX 2000=100 (JPM)NB EURO INTERBANK 1 MTH (L US INTERBANK 1 MTH (LD Int Rates Diff
Code JPMEUNB BBEUR1M BBUSD1M (iUS - iEUR)
CURRENCY USD/EUR EUR USD
1/1/1994 #N/A #N/A 3.25
2/1/1994 87.7000 #N/A 3.125
3/1/1994 89.1000 #N/A 3.5625
4/1/1994 91.3700 #N/A 3.6875
5/1/1994 94.2600 #N/A 4
6/1/1994 94.7600 #N/A 4.375
7/1/1994 96.6400 #N/A 4.625
8/1/1994 97.4500 #N/A 4.5
9/1/1994 97.8600 #N/A 4.875
10/1/1994 98.7300 #N/A 5.0625
11/1/1994 100.9800 #N/A 5.0625
12/1/1994 97.9400 #N/A 6.0625
1/1/1995 99.4800 #N/A 6
2/1/1995 100.7200 #N/A 6.125
3/1/1995 102.8300 #N/A 6.125
4/1/1995 104.5900 #N/A 6.1875
5/1/1995 103.8300 #N/A 6.0625
6/1/1995 103.8200 #N/A 6.0625
7/1/1995 105.7700 #N/A 6.125
8/1/1995 107.1400 #N/A 5.875
9/1/1995 104.6400 #N/A 5.875
10/1/1995 106.4700 #N/A 5.875
11/1/1995 107.7900 #N/A 5.82813
12/1/1995 107.4300 #N/A 5.9375
1/1/1996 108.9700 #N/A 5.6875
2/1/1996 107.4500 #N/A 5.375
3/1/1996 108.3200 #N/A 5.3125
4/1/1996 108.3600 #N/A 5.4375
5/1/1996 106.9300 #N/A 5.4375
6/1/1996 107.3600 #N/A 5.46484
7/1/1996 108.1200 #N/A 5.48438
8/1/1996 110.4900 #N/A 5.44141
9/1/1996 110.4400 #N/A 5.4375
10/1/1996 109.0400 #N/A 5.43359
11/1/1996 109.6500 #N/A 5.375
12/1/1996 108.2500 #N/A 5.5625
1/1/1997 109.2200 #N/A 5.5
2/1/1997 105.9700 #N/A 5.4375
3/1/1997 103.3500 #N/A 5.4375
4/1/1997 104.7600 #N/A 5.6875
5/1/1997 103.2700 #N/A 5.6875
6/1/1997 102.3000 #N/A 5.6875
7/1/1997 101.6400 #N/A 5.6875
8/1/1997 97.3600 #N/A 5.625
9/1/1997 100.8200 #N/A 5.65625
10/1/1997 102.8000 #N/A 5.65625
11/1/1997 105.0000 #N/A 5.65625
12/1/1997 104.9800 #N/A 5.96875
1/1/1998 106.2700 #N/A 5.71875
2/1/1998 105.7500 #N/A 5.61719
3/1/1998 105.2300 #N/A 5.68359
4/1/1998 103.5900 #N/A 5.6875
5/1/1998 107.2700 #N/A 5.65625
6/1/1998 109.3500 #N/A 5.65625
7/1/1998 107.7300 #N/A 5.66016
8/1/1998 109.9400 #N/A 5.65625
9/1/1998 112.5500 #N/A 5.625
10/1/1998 118.5800 #N/A 5.375
11/1/1998 116.0700 #N/A 5.25
12/1/1998 115.6500 #N/A 5.62563
1/1/1999 118.3300 3.29511 5.06406 0.0176895
2/1/1999 114.2700 3.12438 4.93844 0.0181406
3/1/1999 112.4700 3.12313 4.965 0.0184187
4/1/1999 111.8400 2.95781 4.9375 0.0197969
5/1/1999 109.5400 2.56756 4.9025 0.0233494
6/1/1999 108.9800 2.57138 4.9425 0.0237112
7/1/1999 107.1800 2.63 5.18094 0.0255094
8/1/1999 110.0100 2.63438 5.2025 0.0256812
9/1/1999 109.4000 2.60438 5.375 0.0277062
10/1/1999 109.8400 2.65125 5.40125 0.0275
11/1/1999 108.1900 2.894 5.4075 0.025135
12/1/1999 104.9900 3.51063 6.47875 0.0296812
1/1/2000 105.0300 3.16875 5.8275 0.0265875
2/1/2000 102.6400 3.31 5.905 0.02595
3/1/2000 102.4600 3.44063 5.92625 0.0248562
4/1/2000 100.9200 3.69125 6.13125 0.0244
5/1/2000 98.3500 3.93025 6.29125 0.02361
6/1/2000 101.1000 4.29438 6.6625 0.0236812
7/1/2000 102.2200 4.42063 6.64 0.0221937
8/1/2000 100.3800 4.4125 6.62125 0.0220875
9/1/2000 98.4000 4.6625 6.62875 0.0196625
10/1/2000 97.2800 4.78125 6.62 0.0183875
11/1/2000 96.0900 4.95563 6.62 0.0166437
12/1/2000 98.3600 5.00813 6.77875 0.0177062
1/1/2001 103.6300 4.85563 6.56125 0.0170562
2/1/2001 103.8400 4.77375 5.56 0.0078625
3/1/2001 104.3800 4.80375 5.2925 0.0048875
4/1/2001 102.3200 4.72 5.05625 0.0033625
5/1/2001 102.7700 4.83313 4.4325 -0.0040063
6/1/2001 98.2000 4.56375 4.03625 -0.005275
7/1/2001 98.8000 4.51838 3.86 -0.0065838
8/1/2001 102.2500 4.50375 3.74 -0.0076375
9/1/2001 104.4900 4.315 3.57875 -0.0073625
10/1/2001 105.6900 3.72525 2.6375 -0.0108775
11/1/2001 104.7000 3.62538 2.28 -0.0134538
12/1/2001 103.6800 3.419 2.10625 -0.0131275
1/1/2002 103.7700 3.33 1.87375 -0.0145625
2/1/2002 101.8100 3.35125 1.86 -0.0149125
3/1/2002 102.3100 3.3415 1.87 -0.014715
4/1/2002 103.3400 3.36 1.87875 -0.0148125
5/1/2002 104.8300 3.33038 1.84 -0.0149038
6/1/2002 107.5900 3.38588 1.84375 -0.0154213
7/1/2002 111.3200 3.38738 1.83875 -0.0154863
8/1/2002 111.2400 3.34125 1.81 -0.0153125
9/1/2002 110.7300 3.33188 1.82 -0.0151188
10/1/2002 111.8700 3.31 1.7975 -0.015125
11/1/2002 112.7400 3.28269 1.69 -0.0159269
12/1/2002 112.2400 3.13725 1.44 -0.0169725
1/1/2003 116.0200 2.89663 1.38 -0.0151663
2/1/2003 118.5800 2.83025 1.34 -0.0149025
3/1/2003 119.7500 2.65013 1.3375 -0.0131263
4/1/2003 120.6600 2.56663 1.3 -0.0126663
5/1/2003 122.0700 2.57375 1.31438 -0.0125937
6/1/2003 125.9100 2.35088 1.32 -0.0103088
7/1/2003 124.3400 2.15063 1.12 -0.0103063
8/1/2003 122.6600 2.12125 1.1125 -0.0100875
9/1/2003 120.2100 2.13025 1.12 -0.0101025
10/1/2003 124.1200 2.10038 1.12 -0.0098038
11/1/2003 122.4200 2.09363 1.12 -0.0097363
12/1/2003 125.7700 2.15438 1.17 -0.0098438
1/1/2004 129.6200 2.10013 1.12 -0.0098013
2/1/2004 127.9200 2.07163 1.1 -0.0097163
3/1/2004 127.7600 2.0515 1.1 -0.009515
4/1/2004 126.0900 2.01625 1.09 -0.0092625
5/1/2004 125.2400 2.05563 1.1 -0.0095563
6/1/2004 126.6400 2.0655 1.125 -0.009405
7/1/2004 125.9700 2.07363 1.36125 -0.0071238
8/1/2004 125.2900 2.07813 1.51375 -0.0056438
9/1/2004 126.5400 2.07575 1.67 -0.0040575
10/1/2004 127.9700 2.08 1.84 -0.0024
11/1/2004 129.3600 2.09288 2.01625 -0.0007663
12/1/2004 130.7700 2.16488 2.30625 0.0014137
1/1/2005 132.0800 2.12375 2.4 0.0027625
2/1/2005 128.9800 2.10513 2.59 0.0048487
3/1/2005 129.1200 2.10225 2.72 0.0061775
4/1/2005 128.5800 2.10363 2.87 0.0076637
5/1/2005 127.8900 2.10875 3.08875 0.0098
6/1/2005 124.3500 2.10363 3.14 0.0103637
7/1/2005 123.0300 2.1055 3.34 0.012345
8/1/2005 124.6600 2.112 3.53375 0.0142175
9/1/2005 125.6900 2.11213 3.71625 0.0160412
10/1/2005 122.7700 2.12025 3.88 0.0175975
11/1/2005 123.9500 2.12625 4.09 0.0196375
12/1/2005 122.1400 2.41 4.31125 0.0190125
1/1/2006 122.7900 2.39888 4.39 0.0199112
2/1/2006 123.2100 2.39 4.57063 0.0218063
3/1/2006 121.8300 2.60388 4.64 0.0203612
4/1/2006 124.3500 2.6465 4.83 0.021835
5/1/2006 125.7500 2.66763 5.04 0.0237237
6/1/2006 127.8300 2.82013 5.12938 0.0230925
7/1/2006 128.4600 2.89975 5.33375 0.02434
8/1/2006 127.9200 3.03538 5.39 0.0235462
9/1/2006 128.1500 3.09888 5.33 0.0223112
10/1/2006 127.8600 3.292 5.3225 0.020305
11/1/2006 126.9400 3.36875 5.32 0.0195125
12/1/2006 129.6300 3.58725 5.35 0.0176275
1/1/2007 129.1600 3.6335 5.32188 0.0168838
2/1/2007 128.1400 3.61175 5.32 0.0170825
3/1/2007 129.1500 3.77388 5.32 0.0154612
4/1/2007 129.9800 3.86613 5.32 0.0145387
5/1/2007 131.2300 3.86013 5.32 0.0145987
6/1/2007 130.0600 4.03425 5.32 0.0128575
7/1/2007 130.7700 4.11225 5.32 0.0120775
8/1/2007 130.6400 4.10813 5.3275 0.0121937
9/1/2007 130.6700 4.45875 5.765 0.0130625
10/1/2007 133.2500 4.39 5.12063 0.0073063
11/1/2007 133.6700 4.15 4.6875 0.005375
12/1/2007 135.0900 4.83625 5.24563 0.0040938
1/1/2008 135.3600 4.28125 4.6 0.0031875
2/1/2008 136.2100 4.19125 3.14125 -0.0105
3/1/2008 137.6000 4.2 3.08625 -0.0111375
4/1/2008 140.7100 4.35688 2.7 -0.0165688
5/1/2008 139.7800 4.38813 2.72375 -0.0166438
6/1/2008 140.0300 4.46219 2.45563 -0.0200656
7/1/2008 141.5600 4.44688 2.46125 -0.0198563
8/1/2008 139.9500 4.47813 2.46 -0.0201813
9/1/2008 136.9600 4.50813 2.48563 -0.020225
10/1/2008 134.2200 5.07375 4.0025 -0.0107125
11/1/2008 128.2400 4.38625 2.3575 -0.0202875
12/1/2008 130.9000 3.52375 1.91125 -0.016125
1/1/2009 140.4200 2.58875 0.43625 -0.021525
2/1/2009 134.5700 1.73 0.4375 -0.012925
3/1/2009 135.9700 1.50813 0.4975 -0.0101063
4/1/2009 138.6200 1.10688 0.495 -0.0061188
5/1/2009 136.6200 0.9375 0.41438 -0.0052312
6/1/2009 139.5400 0.92688 0.32 -0.0060688
7/1/2009 139.5400 0.72125 0.30625 -0.00415
8/1/2009 139.3700 0.48625 0.27563 -0.0021062
9/1/2009 139.6100 0.42875 0.25625 -0.001725
10/1/2009 140.6700 0.3925 0.24563 -0.0014687
11/1/2009 142.3400 0.38625 0.24125 -0.00145
12/1/2009 142.7300 0.45125 0.23469 -0.0021656
1/1/2010 138.6800 0.41375 0.23094 -0.0018281
2/1/2010 135.4500 0.38938 0.22906 -0.0016032
3/1/2010 133.1200 0.3825 0.22813 -0.0015437
4/1/2010 132.7100 0.36563 0.24863 -0.00117
5/1/2010 129.8800 0.37813 0.28 -0.0009813
6/1/2010 124.6700 0.39375 0.35088 -0.0004287
7/1/2010 124.7300 0.46125 0.34719 -0.0011406
8/1/2010 127.6400 0.58625 0.30281 -0.0028344
9/1/2010 125.1300 0.57488 0.25781 -0.0031707
10/1/2010 130.5300 0.6725 0.25688 -0.0041562
11/1/2010 130.8800 0.80375 0.25375 -0.0055
12/1/2010 126.6300 0.75375 0.26531 -0.0048844
1/1/2011 126.8200 0.71 0.26063 -0.0044937
2/1/2011 129.3100 0.86438 0.263 -0.0060138
3/1/2011 128.9700 0.82188 0.261 -0.0056088
4/1/2011 132.0200 0.925 0.24295 -0.0068205
5/1/2011 134.5000 1.19125 0.21025 -0.00981
6/1/2011 131.8400 1.18 0.19043 -0.0098957
7/1/2011 132.8900 1.29063 0.18505 -0.0110558
8/1/2011 129.1200 1.37813 0.19206 -0.0118607
9/1/2011 130.5200 1.29813 0.2215 -0.0107663
10/1/2011 127.7500 1.29875 0.24 -0.0105875
11/1/2011 129.6600 1.30625 0.24528 -0.0106097
12/1/2011 128.8100 1.1325 0.27144 -0.0086106
1/1/2012 125.4800 0.95 0.2953 -0.006547
2/1/2012 124.8600 0.64143 0.264 -0.0037743
3/1/2012 125.8900 0.47714 0.243 -0.0023414
4/1/2012 126.4400 0.36386 0.24125 -0.0012261
5/1/2012 125.1900 0.34664 0.23875 -0.0010789
6/1/2012 122.2000 0.33179 0.23975 -0.0009204
7/1/2012 122.2000 0.31786 0.24475 -0.0007311
8/1/2012 119.4900 0.09714 0.2447 0.0014756
9/1/2012 121.2800 0.075 0.2305 0.001555
10/1/2012 122.8400 0.06714 0.2135 0.0014636
11/1/2012 123.5000 0.05714 0.21 0.0015286
12/1/2012 124.8200 0.055 0.215 0.0016
1/1/2013 125.8900 0.05214 0.2087 0.0015656
2/1/2013 131.3300 0.05571 0.1992 0.0014349
3/1/2013 127.4800 0.05571 0.2037 0.0014799
4/1/2013 126.2700 0.06143 0.2037 0.0014227
5/1/2013 128.6600 0.05929 0.1982 0.0013891
6/1/2013 129.4000 0.05857 0.19398 0.0013541
7/1/2013 130.2200 0.07 0.1958 0.001258
8/1/2013 131.6900 0.08 0.18593 0.0010593
9/1/2013 131.5800 0.085 0.18256 0.0009756
10/1/2013 132.1400 0.08571 0.178 0.0009229
11/1/2013 132.3900 0.095 0.1685 0.000735
12/1/2013 133.5500 0.13714 0.16825 0.0003111
1/1/2014 135.3200 0.20143 0.1677 -0.0003373
2/1/2014 134.6000 0.19571 0.1571 -0.0003861
3/1/2014 135.5900 0.19714 0.1553 -0.0004184
4/1/2014 135.7000 0.21071 0.151 -0.0005971
5/1/2014 135.7200 0.24071 0.1505 -0.0009021
6/1/2014 133.7500 0.235 0.151 -0.00084
7/1/2014 133.6000 0.08286 0.1552 0.0007234
8/1/2014 132.7000 0.08929 0.156 0.0006671
9/1/2014 130.8400 0.05571 0.1565 0.0010079
10/1/2014 128.8500 0.00357 0.152 0.0014843
11/1/2014 129.1100 0.00357 0.1555 0.0015193
12/1/2014 130.7300 0.01143 0.15775 0.0014632
1/1/2015 129.2100 0.00714 0.17125 0.0016411
2/1/2015 123.0800 -0.00357 0.1695 0.0017307
3/1/2015 121.6700 -0.00714 0.1727 0.0017984

Mean 2.20379979487179 2.34917851282051 0.00145379


Standard Dev 1.57206763326248 2.20083835172744 0.01313137
Changes in S(t)

e(USD/EUR)

#N/A
0.01596351197
0.02547699214
0.03162963774
0.00530447698
0.01983959477
0.00838162252
0.00420728579
0.00889025138
0.02278942571
-0.0301049713
0.0157239126
0.01246481705
0.020949166
0.01711562774
-0.0072664691
-9.6311278E-05
0.01878250819
0.01295263307
-0.0233339556
0.01748853211
0.01239785855
-0.0033398274
0.01433491576
-0.0139487932
0.0080967892
0.00036927622
-0.0131967516
0.00402132236
0.00707898659
0.02192008879
-0.0004525296
-0.0126765665
0.00559427733
-0.0127678979
0.00896073903
-0.0297564549
-0.0247239785
0.01364296081
-0.0142229859
-0.0093928537
-0.0064516129
-0.0421094057
0.03553820871
0.01963896052
0.02140077821
-0.0001904762
0.01228805487
-0.0048931966
-0.0049172577
-0.0155849092
0.03552466454
0.01939032348
IFE: USD/EUR
-0.0148148148
0.08
0.02051424858
0.02374022194
0.05357618836 0.06
e(USD/EUR)

-0.0211671445
-0.0036185061 0.04
0.02317336792 3.007281E-05
-0.0343108257 0.002751152 0.02
-0.0157521659 0.001167648
-0.0056014937 0.000645078 0
-0.020565093 0.001928483 -0.03 -0.02 -0.01 0 0.01 0.02 0.03 0.04
-0.0051122877 0.000830793
-0.02
-0.0165167921 0.001766201
0.02640417988 5.226999E-07
-0.0055449505 0.001105639 -0.04

0.00402193784 0.000551219
-0.01502185 0.001612573 i(USD)-i(EUR)
-0.06
-0.029577595 0.003511605
0.00038098867 0.000686781
-0.0227554032 0.002372216
-0.0017537023 0.000708087
-0.0150302557 0.001554745
-0.0254657154 0.002408426
0.02796136248 1.831979E-05
0.01107814045 0.000123556
-0.0180003913 0.001607039
-0.0197250448 0.001551379
-0.0113821138 0.00088623
-0.0122327303 0.000833848
0.02362368613 3.501664E-05
0.05357869052 0.001333892
0.00202644022 3.405959E-05
0.00520030817 9.784895E-08
-0.0197355815 0.000533521
0.00439796716 7.063171E-05
-0.04446823 0.001536109 SUMMARY OUTPUT
0.00610997963 0.000161132
0.03491902834 0.001811058 Regression Statistics
0.02190709046 0.000856709 Multiple R 0.1153674
0.01148435257 0.000500052 R Square 0.0133096
-0.0093670167 1.67018E-05 Adjusted R 0.0081973
-0.0097421203 1.14608E-05 Standard E 0.0181522
0.00086805556 0.000238102 Observatio 195
-0.0188879252 1.580401E-05
0.00491110893 0.000385184 ANOVA
0.01006744209 0.000619012 df SS MS F
0.01441842462 0.000859793 Regression 1 0.000858 0.000858 2.603413
0.02632834112 0.001743033 Residual 193 0.063594 0.00033
0.0346686495 0.002515519 Total 194 0.064452
-0.0007186489 0.00021298
-0.0045846818 0.000110968 Coefficients
Standard Error t Stat P-value
0.01029531292 0.000646192 Intercept 0.0006579 0.001308 0.503047 0.615505
0.00777688388 0.000561869 X Variable -0.1601364 0.099247 -1.613509 0.108268
-0.0044349831 0.000157189
0.03367783321 0.002385749
0.02206516118 0.001366608 F-test 68.63359
0.00986675662 0.000528681
0.00759916493 0.000410689
0.01168572849 0.000589491
0.03145736053 0.001744412
-0.012469224 4.67824E-06
-0.0135113399 1.172268E-05
-0.0199739116 9.744477E-05
0.03252641211 0.001791847
-0.0136964228 1.568257E-05
0.02736480967 0.001384481
0.03061143357 0.001633189
-0.01311526 1.155293E-05
-0.0012507817 6.82973E-05
-0.0130713838 1.45076E-05
-0.0067412166 7.924695E-06
0.01117853721 0.000423682
-0.0052905875 3.360668E-06
-0.0053981107 6.036325E-08
0.0099768537 0.000196963
0.01130077446 0.000187711
0.01086192076 0.000135216
0.01089981447 8.998637E-05
0.01001758813 5.26363E-05
-0.0234706239 0.000801984
0.0010854396 2.592908E-05
-0.0041821561 0.000140324
-0.0053663089 0.000230017
-0.0276800375 0.001447326
-0.010615199 0.000527171
0.01324880111 9.383775E-07
0.00826247393 6.050858E-05
-0.0232317607 0.001667029
0.0096114686 0.000100521
-0.0146026624 0.001129979
0.00532176191 0.000212852
0.00342047398 0.000338039
-0.0112003896 0.000996134
0.02068456045 1.323511E-06
0.01125854443 0.00015538
0.01654075547 4.292536E-05
0.00492842056 0.000376809
-0.0042036432 0.000770054
0.00179799875 0.000420791
-0.0022629731 0.000509313
-0.0071953699 0.00071331
0.02119111391 1.269934E-05
-0.0036257039 0.00042064
-0.0078971818 0.000623985
0.00788200406 5.744421E-05
0.00642663569 6.580559E-05
0.00961686413 2.481869E-05
-0.0089156443 0.00047407
0.00545901891 4.380429E-05
-0.0009941118 0.000173918
0.0002296387 0.000164682
0.01974439428 0.000154706
0.00315196998 4.941862E-06
0.01062317648 4.263276E-05
0.00199866755 1.413323E-06
0.00627955083 0.000281553
0.01020483078 0.000455495
0.02260174419 0.001534332
-0.0066093384 0.00010069
0.00178852482 0.000477603
0.01092623009 0.000947564
-0.0113732693 7.758141E-05
-0.0213647731 1.299083E-06
-0.0200058411 8.636619E-05
-0.0445537178 0.000588849
0.02074235808 0.001359202
0.07272727273 0.008883491
-0.0416607321 0.000825742
0.01040350747 0.000420652
0.01948959329 0.00065579
-0.0144279325 8.457989E-05
0.02137315181 0.000753061
0 1.72225E-05
-0.0012182887 7.883865E-07
0.00172203487 1.188205E-05
0.00759257933 8.210678E-05
0.01187175659 0.000177469
0.0027399185 2.406411E-05
-0.028375254 0.000704751
-0.0232910297 0.000470362
-0.0172019195 0.00024518
-0.0030799279 3.647825E-06
-0.0213246929 0.000413854
-0.0401139513 0.001574919
0.00048127055 2.630464E-06
0.02333039365 0.000684596
-0.0196646819 0.000272051
0.04315511868 0.002238361
0.00268137593 6.693491E-05
-0.0324724939 0.000761103
0.00150043434 3.592965E-05
0.01963412711 0.000657816
-0.0026293403 8.87718E-06
0.0236489106 0.000928385
0.01878503257 0.000817676
-0.0197769517 9.763913E-05
0.00796419903 0.00036176
-0.028369328 0.000272535
0.01084262701 0.000466946
-0.0212228011 0.00011311
0.01495107632 0.000653353
-0.006555607 4.222996E-06
-0.0258520301 0.000372684
-0.0049410265 1.361251E-06
0.00824923915 0.000112162
0.00436889348 3.130395E-05
-0.009886112 7.756698E-05
-0.0238836968 0.000527313
0 5.345072E-07
-0.0221767594 0.000559434
0.01498033308 0.00018024
0.01286279683 0.000129942
0.00537284272 1.47782E-05
0.01068825911 8.259645E-05
0.00857234418 4.909446E-05
0.04321232822 0.001745354
-0.0293154649 0.000948354
-0.009491685 0.000119124
0.01892769462 0.000307602
0.00575159335 1.933795E-05
0.00633693972 2.579563E-05
0.01128858854 0.000104638
-0.000835295 3.279341E-06
0.00425596595 1.110933E-05
0.0018919328 1.338494E-06
0.00876199109 7.141756E-05
0.01325346312 0.000184709 SUMMARY OUTPUT
-0.0053207213 2.435049E-05
0.0073551263 6.042771E-05 Regression Statistics
0.00081126927 1.983504E-06 Multiple R 0.1153674
0.00014738394 1.101417E-06 R Square 0.0133096
-0.0145151783 0.000187011 Adjusted R 0.0081973
-0.0011214953 3.403639E-06 Standard E 0.0181522
-0.0067365269 5.481369E-05 Observatio 195
-0.0140165787 0.000225735
-0.0152094161 0.00027868 ANOVA
0.00201785021 2.485523E-07 df SS MS F
0.01254744017 0.00012286 Regression 1 0.000858 0.000858 2.603413
-0.0116270175 0.000176043 Residual 193 0.063594 0.00033
-0.0474421484 0.002417969 Total 194 0.064452
-0.0114559636 0.000175678
0.108823893 Coefficients
Standard Error t Stat P-value
Intercept 0.0006579 0.001308 0.503047 0.615505
0.000425125 X Variable -0.1601364 0.099247 -1.613509 0.108268
0.01822706614
0.03 0.04
Significance F
0.108268

Lower 95%Upper 95%Lower 95.0%Upper 95.0%


-0.001922 0.003238 -0.001922 0.003238
-0.355885 0.035612 -0.355885 0.035612
Significance F
0.108268

Lower 95%Upper 95%Lower 95.0%Upper 95.0%


-0.001922 0.003238 -0.001922 0.003238
-0.355885 0.035612 -0.355885 0.035612

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