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Date Sensex Midcap Bankex IT Teck

The document shows stock market indices for India on various dates from October 2010 to February 2011. It includes data for the Sensex, Midcap, Bankex, IT and Teck indices. There are 5 data points shown with the corresponding date and index values. Regression analysis was performed to find the correlation between the indices and time. The regression statistics, ANOVA table and coefficient table are displayed for the regression.

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Nishant Vora
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26 views9 pages

Date Sensex Midcap Bankex IT Teck

The document shows stock market indices for India on various dates from October 2010 to February 2011. It includes data for the Sensex, Midcap, Bankex, IT and Teck indices. There are 5 data points shown with the corresponding date and index values. Regression analysis was performed to find the correlation between the indices and time. The regression statistics, ANOVA table and coefficient table are displayed for the regression.

Uploaded by

Nishant Vora
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 XLSX, PDF, TXT or read online on Scribd
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Date Sensex Midcap Bankex IT Teck

31-Oct-10 20,032.34 8,302.56 14,016.21 5,992.77 3,681.00


30-Nov-10 19,521.25 7,764.02 13,618.77 6,094.00 3,725.24
31-Dec-10 20,509.09 7,802.71 13,379.73 6,824.82 4,046.74
31-Jan-11 18,327.76 6,868.35 12,064.01 6,371.10 3,733.58
28-Feb-11 17,823.40 6,373.23 11,840.34 6,106.81 3,572.85
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9205636
R Square 0.8474374
Adjusted R 0.7965832
Standard E 512.07839
Observatio 5

ANOVA
df SS MS F Significance F
Regression 1 4369720 4369720 16.664055 0.0265534
Residual 3 786672.83 262224.28
Total 4 5156393

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 9317.791 2442.065 3.816 0.032 1546.050 17089.531 1546.050 17089.531
X Variable 1.337 0.328 4.082 0.027 0.295 2.380 0.295 2.380
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.8965861
R Square 0.8038666
Adjusted R 0.7384889
Standard E 580.61479
Observatio 5

ANOVA
df SS MS F Significance F
Regression 1 4145052 4145052 12.295715 0.039296
Residual 3 1011341 337113.54
Total 4 5156393

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept 5645.249 3886.460 1.453 0.242 -6723.202 18013.700 -6723.202 18013.700
X Variable 1.047 0.299 3.507 0.039 0.097 1.998 0.097 1.998
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.3757673
R Square 0.141201
Adjusted R-0.1450653
Standard E 1214.9492
Observatio 5

ANOVA
df SS MS F Significance F
Regression 1 728088.04 728088 0.4932506 0.53306906
Residual 3 4428304.7 1476102
Total 4 5156392.7

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 11276.735 11355.493 0.993 0.394 -24861.512 47414.982 -24861.512 47414.982
X Variable 1.269 1.807 0.702 0.533 -4.481 7.019 -4.481 7.019
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.7233245
R Square 0.5231984
Adjusted R 0.3642645
Standard E 905.27647
Observatio 5

ANOVA
df SS MS F Significance F
Regression 1 2697816 2697816 3.2919248 0.16725906
Residual 3 2458576 819525.49
Total 4 5156393

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept 1817.020 9612.846 0.189 0.862 -28775.346 32409.386 -28775.346 32409.386
X Variable 4.645 2.560 1.814 0.167 -3.502 12.791 -3.502 12.791
Upper 95.0%

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