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Project 2

A multiple linear regression was conducted to predict stock market performance (LOGSENSEX) based on several economic indicators. The regression model was statistically significant and explained 83.6% of the variance in stock market performance. Of the predictors, only LOGIIP showed a significant relationship with the outcome variable, though none of the predictors were statistically significant on their own. Multicollinearity was detected between some of the predictor variables.

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Satyaranjan Sahu
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29 views2 pages

Project 2

A multiple linear regression was conducted to predict stock market performance (LOGSENSEX) based on several economic indicators. The regression model was statistically significant and explained 83.6% of the variance in stock market performance. Of the predictors, only LOGIIP showed a significant relationship with the outcome variable, though none of the predictors were statistically significant on their own. Multicollinearity was detected between some of the predictor variables.

Uploaded by

Satyaranjan Sahu
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Model Summary

Std. Error of the


Model

R Square
.914

Adjusted R Square

.836

Estimate

.754

.347438

a. Predictors: (Constant), LOGIIP, LOGINFLATION, LOGGDP, LOGFII,


LOGMONEYSUPPLY

ANOVA
Model
1

Sum of Squares

df

Mean Square

Regression

6.147

1.229

Residual

1.207

10

.121

Total

7.355

15

Sig.

10.185

.001

a. Predictors: (Constant), LOGIIP, LOGINFLATION, LOGGDP, LOGFII, LOGMONEYSUPPLY


b. Dependent Variable: LOGSENSEX

Coefficients

Standardized
Unstandardized Coefficients
Model
1

Std. Error

(Constant)

1.985

3.954

LOGFII

-.027

.134

.262

LOGMONEYSUPPLY

Coefficients
Beta

Sig.
.502

.627

-.059

-.204

.843

.541

.092

.485

.638

-.783

.960

-.770

-.816

.434

LOGINFLATION

-.176

.374

-.071

-.469

.649

LOGIIP

3.599

2.296

1.665

1.568

.148

LOGGDP

a. Dependent Variable: LOGSENSEX

Coefficient Correlations

LOGMONEYSUPP
Model
1

LOGIIP
Correlations

LOGGDP

LOGFII

LY

LOGIIP

1.000

-.148

.090

-.622

-.980

LOGINFLATION

-.148

1.000

.410

-.261

.159

.090

.410

1.000

-.471

-.117

LOGFII

-.622

-.261

-.471

1.000

.528

LOGMONEYSUPPLY

-.980

.159

-.117

.528

1.000

LOGIIP

5.270

-.127

.112

-.191

-2.161

LOGINFLATION

-.127

.140

.083

-.013

.057

.112

.083

.292

-.034

-.061

-.191

-.013

-.034

.018

.068

-2.161

.057

-.061

.068

.922

LOGGDP

Covariances

LOGINFLATION

LOGGDP
LOGFII
LOGMONEYSUPPLY
a. Dependent Variable: LOGSENSEX

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