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    Proiect 2003

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    Cristian Terescu
    This document contains output from regression analyses with three different dependent variables: SNO, EPT, and VNC. The regression with SNO as the dependent variable had a multiple R of 0.18, R square of 0.03, and was not statistically significant. The regression with EPT as the dependent variable had a multiple R of 0.44, R square of 0.20, and was statistically significant. The regression with VNC as the dependent variable had a multiple R of 0.23, R square of 0.05, and was not statistically significant.

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    Proiect 2003

    Uploaded by

    Cristian Terescu
    13 views10 pages
    This document contains output from regression analyses with three different dependent variables: SNO, EPT, and VNC. The regression with SNO as the dependent variable had a multiple R of 0.18, R square of 0.03, and was not statistically significant. The regression with EPT as the dependent variable had a multiple R of 0.44, R square of 0.20, and was statistically significant. The regression with VNC as the dependent variable had a multiple R of 0.23, R square of 0.05, and was not statistically significant.

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    proiect 2003

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    This document contains output from regression analyses with three different dependent variables: SNO, EPT, and VNC. The regression with SNO as the dependent variable had a multiple R of 0.18, R square of 0.03, and was not statistically significant. The regression with EPT as the dependent variable had a multiple R of 0.44, R square of 0.20, and was statistically significant. The regression with VNC as the dependent variable had a multiple R of 0.23, R square of 0.05, and was not statistically significant.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    13 views10 pages

    Proiect 2003

    Uploaded by

    Cristian Terescu
    This document contains output from regression analyses with three different dependent variables: SNO, EPT, and VNC. The regression with SNO as the dependent variable had a multiple R of 0.18, R square of 0.03, and was not statistically significant. The regression with EPT as the dependent variable had a multiple R of 0.44, R square of 0.20, and was statistically significant. The regression with VNC as the dependent variable had a multiple R of 0.23, R square of 0.05, and was not statistically significant.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    of 10

    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.2325589029
    R Square 0.0540836433
    Adjusted R Square 0.0214658379
    Standard Error 1.5128674219
    Observations 31

    ANOVA 1.840871689
    df SS MS F Significance F
    Regression 1 3.79501017136 3.7950101714 1.658101845 0.20804128076
    Residual 29 66.374267248 2.2887678361
    Total 30 70.1692774194

    Coefficients Standard Error t Stat P-value Lower 95%


    Intercept -0.378895263 0.27471731562 -1.379218714 0.178371957 -0.9407552513
    BET-C 0.3639083654 0.28260929254 1.2876730349 0.208041281 -0.2140925281
    2.0422724563
    Upper 95% Lower 95,0% Upper 95,0%
    0.182964726 -0.940755251 0.182964726
    0.941909259 -0.214092528 0.941909259
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.4444145143
    R Square 0.1975042605
    Adjusted R Square 0.1698319936
    Standard Error 3.317404728
    Observations 31

    ANOVA 1.840871689
    df SS MS F Significance F
    Regression 1 78.5468276732 78.546827673 7.137263505 0.0122536236
    Residual 29 319.150049746 11.005174129
    Total 30 397.696877419

    Coefficients Standard Error t Stat P-value Lower 95%


    Intercept -1.080347434 0.60239814047 -1.793410972 0.08334278 -2.312389949
    BET-C 1.6555789344 0.6197036103 2.6715657403 0.012253624 0.38814276049
    2.0422724563
    Upper 95% Lower 95,0% Upper 95,0%
    0.15169508 -2.312389949 0.15169508
    2.923015108 0.3881427605 2.923015108
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.1818719254
    R Square 0.0330773972
    Adjusted R Square -0.000264761
    Standard Error 1.9261752457
    Observations 31

    ANOVA 1.840871689
    df SS MS F Significance F
    Regression 1 3.68068972609 3.680689726 0.992059258 0.32747828754
    Residual 29 107.594381242 3.710151077
    Total 30 111.275070968

    Coefficients Standard Error t Stat P-value Lower 95%


    Intercept 0.3596377202 0.34976871422 1.028215806 0.312348492 -0.3557196111
    BET-C 0.3583852866 0.35981673981 0.996021716 0.327478288 -0.3775225643
    2.042272456
    Upper 95% Lower 95,0% Upper 95,0%
    1.074995052 -0.355719611 1.074995052
    1.094293137 -0.377522564 1.094293137
    SNO EPT VNC
    SNO 1
    EPT 0.025414 1
    VNC 0.586031 0.181071 1

    rminim 0.025414
    Data SNO EPT VNC BET-C portofoliu riscofili
    1/7/2011 -1.83 -2 0 0.67 -2.3748548268415
    1/10/2011 2.33 -3.41 1.05 0.56 2.71110064391098
    1/11/2011 0 5.88 1.17 1.12 -0.3483498073249
    1/12/2011 0 0 1.29 1.63 -0.3840779926915
    1/14/2011 -2.27 -5.22 0.13 -0.17 -2.9845637073331
    1/18/2011 -4.42 -2.03 -3.81 0.37 -4.6016182756138
    1/19/2011 -0.24 0 0.26 0.5 -0.3888674390277
    1/21/2011 -0.02 0 -0.13 -1.17 0.0127508365861
    1/24/2011 0 -4.02 -2.98 0.26 0.88724993660525
    1/25/2011 1.22 0.72 0 0.17 1.58323655122765
    1/26/2011 -1.2 -2.97 -2.13 -0.53 -0.9231065634084
    1/28/2011 -1.22 0.12 0 -0.55 -1.5832365512277
    2/2/2011 2.96 -0.24 3.31 1.91 2.85579279268059
    2/7/2011 1.65 0.94 5.14 0.71 0.61090527558647
    2/14/2011 -3.06 1.23 -1.2 0.38 -3.6137868731831
    2/18/2011 0 -2.44 3.51 0.82 -1.0450494219746
    2/22/2011 0 0 -1.44 -0.27 0.42873822439985
    2/23/2011 -1.22 0 -1.59 1.57 -1.1098380951195
    3/1/2011 1.23 -6.87 0.93 -1.14 1.31932046341664
    3/4/2011 -1.25 0 -0.13 0.1 -1.5834630634221
    3/9/2011 0.25 1.39 2.83 0.49 -0.5181559853831
    3/15/2011 -0.76 -4.38 1.35 -2.57 -1.388220592697
    3/17/2011 0 -1.18 0 0.46 0
    3/18/2011 -1.01 0.66 0 -1.1 -1.310712226836
    3/22/2011 1.53 3.72 2.29 0.78 1.30372149267786
    3/24/2011 0.98 0 2.18 0.98 0.62271814633346
    3/29/2011 -0.47 0.53 0.14 -0.77 -0.6516182756138
    4/4/2011 -2.02 0 2.56 -0.8 -3.383625741494
    4/5/2011 -0.77 7.06 -0.66 0.63 -0.8027508365861
    4/6/2011 -0.52 -0.6 -0.66 0.62 -0.4783171170722
    4/11/2011 0 -13.03 -0.67 -1.22 0.19948236829715

    SNO EPT VNC BET-C


    media -0.326774194 -0.843225806 0.410967742 0.143225806 -0.5464256987461
    nr zile 31 31 31 31
    abaterea medie
    patratica 1.529371084 3.640956273 1.925920308 0.9773583 1.71290021777592
    varianta 2.338975914 13.25656258 3.709169032 0.955229247 2.93402715605679
    rand total -10.13 -26.14 12.74 4.44

    covarianta (SNO-
    EPT) 0.136952341
    alfa 0.850022754
    1-alfa 0.149977246
    coef de corelatie
    (SNO-VNC) 0.586031098
    alfa 1.297734878
    1-alfa -0.297734878
    portofoliu riscofobi portofoliu risc minim
    -2.79495212440806 -1.85549613182728
    -4.59200746588014 1.46913060771419
    7.29721801954395 0.881866206731801
    -0.485307851230387 0
    -6.72356113418003 -2.71243287582633
    -2.74456370733308 -4.06155438195765
    -0.148867439027726 -0.204005460949722
    0.348349807324879 -0.017000455079144
    -5.29430527807733 -0.60290852909215
    0.883754182930498 1.14501137697859
    -3.6964731024553 -1.4654597254958
    0.319482368297153 -1.01903049030262
    -0.880129987819221 2.48007281266297
    1.00847902195275 1.5435161553096
    1.48307464634713 -2.41659761447629
    -3.41061570246077 -0.365944480344489
    0.080388417074972 0
    -0.467443758547059 -1.03702775982776
    -8.57602085125774 0.015184307053131
    -0.029773487805545 -1.06252844244647
    1.65796139024991 0.420974060488819
    -4.91890012928037 -1.30291763067502
    -1.66828520001094 -0.176973150330532
    1.1840133853776 -0.759537999108485
    4.59534054148303 1.85845016883378
    -0.291780180494343 0.833022298878033
    0.917055341472087 -0.320022753957177
    0.238187902444361 -1.7170459629935
    8.97443526589656 0.404321836515307
    -0.963236551227651 -0.531998179683426
    -16.5462489098349 -1.95420351593799

    -1.13692685712696 -0.404230184165987

    4.60306137149291 1.42276673475121
    21.1881739897302 2.02426518151463

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