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Regression Statistics

The regression analysis shows a very weak correlation between the independent and dependent variables. The R-squared value is 0.000898, indicating less than 1% of the variation in the dependent variable is explained by the independent variable. The F-statistic of 0.052123 suggests the relationship is not statistically significant. The large standard errors and wide confidence intervals around the coefficients further indicate a poor fit of the linear model to the data.

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16 views6 pages

Regression Statistics

The regression analysis shows a very weak correlation between the independent and dependent variables. The R-squared value is 0.000898, indicating less than 1% of the variation in the dependent variable is explained by the independent variable. The F-statistic of 0.052123 suggests the relationship is not statistically significant. The large standard errors and wide confidence intervals around the coefficients further indicate a poor fit of the linear model to the data.

Uploaded by

shuvoertiza
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.029964
R Square 0.000898
Adjusted R -0.016328
Standard Er108.5613
Observatio
60
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1 614.2941 614.2941 0.052123 0.820213
58 683562.2 11785.56
59 684176.5

Coefficients
Standard Error t Stat
P-value Lower 95%Upper 95%
Lower 95.0%
Intercept 17.67885 14.05185 1.258116 0.213391 -10.44897 45.80668 -10.44897
X Variable 0.345594 1.513748 0.228304 0.820213 -2.684502 3.375691 -2.684502

RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 16.52029 -24.46228
2 18.17066 -16.25348
3 18.87326 -8.70907
4 18.21891 -4.273568
5 18.41473 -15.16839
6 15.44459 -30.61413
7 14.61918 48.08916
8 18.97994 -20.12989
9 19.46797 -11.82813
10 14.76832 -28.34804
11 14.90129 -26.38771
12 21.49982 -5.502109
13 15.73252 -12.21106
14 16.50081 -13.73329
15 15.31876 -19.66659
16 19.25049 -1.196234
17 18.12814 -36.85504
18 23.17829 -7.915402
19 15.9318 1.417803
20 17.68191 -15.25633
21 19.24592 -13.73637
22 20.3458 -13.59298
23 27.75452 -26.22185
24 18.54995 -2.353557

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

23.72101
18.3725
17.77153
18.05291
20.60321
17.6861
18.37748
18.86649
19.32402
21.18877
20.52543
16.36049
14.26494
7.816023
22.30911
15.55522
16.33972
20.41347
19.37441
16.83435
16.05308
12.61218
18.09966
17.81645
9.699256
24.86452
20.99192
17.52145
14.59168
15.66822
15.90837
20.43502
18.38915
16.96031
15.56437
18.19265

-10.46019
-10.82533
815.1182
-21.71869
-8.54877
-16.46145
8.664397
-14.96703
-16.97125
-14.5758
-19.19888
-21.20112
-14.61899
-27.74089
-8.622767
-25.35021
-10.07081
-19.31526
-22.43515
-18.14621
-10.97754
-18.19025
-15.00269
-14.1505
-19.68649
-6.607184
-26.37864
-14.95735
-12.03146
-14.73255
-7.967045
-12.92247
-8.166214
-10.2777
-2.864756
-22.73245

X Variable 1 Line Fit Plot


1000
Axis Title

500

Linear (Y)
Linear (Y)

0
Predicted Y
f(x) = 0.3455944935x
+ 17.6788543776
-40-30-20-10
0 10 20 30 40
Linear (Predicted Y)
-500
R =
0.0008978592
Axis Title

Upper 95.0%
45.80668
3.375691

-3.352382
1.42306
3.456093
1.562681
2.129313
-6.464997
-8.853376
3.764768
5.176919
-8.421821
-8.037055
11.0562
-5.631836
-3.408737
-6.829077
4.547631
1.300031
15.91298
-5.055201
0.00884
4.534392
7.716986
29.1546
2.520558
17.48336
2.007099
0.268168
1.082346
8.461812
0.020967
2.021528
3.436506
4.760387
10.15617
8.236745
-3.814779
-9.878393
-28.53874
13.39796
-6.144864
-3.874879
7.912777
4.906196
-2.443621
-4.704283
-14.66076
1.217636
0.398147
-23.08948
20.79219
9.586562
-0.455466
-8.932951
-5.8179
-5.123011
7.975146
2.055294
-2.079166
-6.118408
1.486711

-7.94198895
1.917177914
10.16419077
13.94533987
3.246339911
-15.16954194
62.70833333
-1.149954002
7.639836289
-13.57971637
-11.48641722
15.99770642
3.521466474
2.767527675
-4.347826087
18.05425631
-18.72689938
15.26288923
17.34960767
2.425578831
5.509542672
6.752827141
1.532677848
16.19638826
13.26081925
7.547169811
832.8897338
-3.665779234
12.0544394
1.224646001
27.04187986
3.89946687
2.352769253
6.612971598
1.326544285
-4.840629546
-0.354057499
-19.92486635
13.68634749
-9.79498861
6.268907563
1.098201496
-3.06073649
-1.311856526
5.075538958
-5.578076861
3.096970723
3.665954299
-9.987236758
18.25733801
-5.386718122
2.564102564
2.560215597
0.935672515
7.94132524
7.512547051
10.22293928
6.682609273
12.69961021
-4.539793954

BATBC &

0.345594

0.345594

BATBC RETURN

-40

f(
-30 R

BATBC & DSE MONTHLY RETURN


900
800
700
600

BC RETURN

500

Column E

400

Linear (Column E)

300
200
100
-40

0
f(x) = 0.3455944935x + 17.6788543776
-30 R-20
-10
10
20
30
40
-100 0
= 0.0008978592
DSE RETURN

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