REGRESSION

/DESCRIPTIVES MEAN STDDEV CORR SIG N

/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorA SectorC SectorE SectorB SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED) (MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression

Notes

Output Created 24-APR-2019 12:07:54

Comments
Active Dataset DataSet1
Filter <none>
Input Weight <none>
Split File <none>
N of Rows in Working Data File 249
User-defined missing values are treated as
Definition of Missing
missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
 REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR
SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R
ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
Syntax
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorA SectorC
SectorE SectorB SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED)
(MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Processor Time 00:00:00.94

Elapsed Time 00:00:00.95

Resources Memory Required 2764 bytes

Additional Memory Required for 1136 bytes

Residual Plots

[DataSet1]

Descriptive Statistics

Mean Std. Deviation N

MarketIndex1 36228.1314 1325.04160 249

SectorA 26923.8343 1330.06056 249
SectorC 29692.7811 1109.40309 249
SectorE 3289.8408 291.56599 249
SectorB 9770.4747 1146.66908 249
SectorD 14784.5556 833.32870 249

Correlations

MarketIndex1 SectorA SectorC SectorE SectorB SectorD

 MarketIndex1 1.000 .878 .808 -.190 -.055 .656

SectorA .878 1.000 .636 -.435 -.247 .468

SectorC .808 .636 1.000 -.187 -.020 .494

Pearson Correlation
SectorE -.190 -.435 -.187 1.000 .813 -.421

SectorB -.055 -.247 -.020 .813 1.000 -.513

SectorD .656 .468 .494 -.421 -.513 1.000

MarketIndex1 . .000 .000 .001 .195 .000
SectorA .000 . .000 .000 .000 .000
SectorC .000 .000 . .001 .376 .000
Sig. (1-tailed)
SectorE .001 .000 .001 . .000 .000
SectorB .195 .000 .376 .000 . .000
SectorD .000 .000 .000 .000 .000 .
MarketIndex1 249 249 249 249 249 249

SectorA 249 249 249 249 249 249

SectorC 249 249 249 249 249 249

N
SectorE 249 249 249 249 249 249

SectorB 249 249 249 249 249 249

SectorD 249 249 249 249 249 249

Variables Entered/Removeda

Model Variables Entered Variables Method

Removed

SectorD, SectorE, . Enter

1 SectorC, SectorA,
SectorBb

a. Dependent Variable: MarketIndex1

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Square Std. Error of the Change Statistics Durbin-Watson
Estimate R Square Change F Change df1 df2 Sig. F Change
a
1 .992 .985 .984 165.97485 .985 3112.630 5 243 .000 .338

a. Predictors: (Constant), SectorD, SectorE, SectorC, SectorA, SectorB

b. Dependent Variable: MarketIndex1
 ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 428728259.944 5 85745651.989 3112.630 .000b

1 Residual 6694079.502 243 27547.652

Total 435422339.446 248

a. Dependent Variable: MarketIndex1

b. Predictors: (Constant), SectorD, SectorE, SectorC, SectorA, SectorB

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. 95.0% Confidence Interval for B Collinearity Statistics
Coefficients

B Std. Error Beta Lower Bound Upper Bound Tolerance VIF

(Constant) -3221.253 378.523 -8.510 .000 -3966.858 -2475.648

SectorA .660 .011 .663 57.707 .000 .638 .683 .479 2.086

SectorC .262 .014 .219 18.718 .000 .234 .289 .462 2.166
1
SectorE .651 .070 .143 9.263 .000 .513 .790 .264 3.784

SectorB .235 .019 .203 12.395 .000 .198 .272 .235 4.251

SectorD .640 .018 .402 34.806 .000 .604 .676 .473 2.113

a. Dependent Variable: MarketIndex1

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) SectorA SectorC SectorE SectorB SectorD

1 5.977 1.000 .00 .00 .00 .00 .00 .00

2 .018 18.136 .00 .01 .00 .02 .08 .01

3 .003 48.764 .00 .09 .01 .34 .29 .07

1
4 .001 77.198 .11 .21 .00 .17 .40 .70

5 .001 98.704 .63 .60 .06 .33 .03 .05

6 .000 112.222 .26 .10 .92 .14 .21 .17

a. Dependent Variable: MarketIndex1

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 33220.9688 39441.3086 36228.1314 1314.81671 249

Residual -466.90375 414.31995 .00000 164.29320 249
Std. Predicted Value -2.287 2.444 .000 1.000 249
Std. Residual -2.813 2.496 .000 .990 249

a. Dependent Variable: MarketIndex1

Charts
REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorA SectorC SectorE SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED) (MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression
 Notes

Output Created 24-APR-2019 12:08:22

Comments
Active Dataset DataSet1
Filter <none>
Input Weight <none>
Split File <none>
N of Rows in Working Data File 249
User-defined missing values are treated as
Definition of Missing
missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR
SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R
ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
Syntax
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorA SectorC
SectorE SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED)
(MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Processor Time 00:00:01.09

Elapsed Time 00:00:01.35

Resources Memory Required 2404 bytes

Additional Memory Required for 1144 bytes

Residual Plots

[DataSet1]

Descriptive Statistics
 Mean Std. Deviation N

MarketIndex1 36228.1314 1325.04160 249

SectorA 26923.8343 1330.06056 249
SectorC 29692.7811 1109.40309 249
SectorE 3289.8408 291.56599 249
SectorD 14784.5556 833.32870 249

Correlations

MarketIndex1 SectorA SectorC SectorE SectorD

MarketIndex1 1.000 .878 .808 -.190 .656

SectorA .878 1.000 .636 -.435 .468

Pearson Correlation SectorC .808 .636 1.000 -.187 .494

SectorE -.190 -.435 -.187 1.000 -.421

SectorD .656 .468 .494 -.421 1.000

MarketIndex1 . .000 .000 .001 .000
SectorA .000 . .000 .000 .000
Sig. (1-tailed) SectorC .000 .000 . .001 .000
SectorE .001 .000 .001 . .000
SectorD .000 .000 .000 .000 .
MarketIndex1 249 249 249 249 249

SectorA 249 249 249 249 249

N SectorC 249 249 249 249 249

SectorE 249 249 249 249 249

SectorD 249 249 249 249 249

Variables Entered/Removeda

Model Variables Entered Variables Method

Removed

SectorD, SectorE, . Enter

1 b
SectorC, SectorA

a. Dependent Variable: MarketIndex1

b. All requested variables entered.
 Model Summaryb

Model R R Square Adjusted R Square Std. Error of the Change Statistics Durbin-Watson
Estimate R Square Change F Change df1 df2 Sig. F Change

1 .987a .975 .974 211.61601 .975 2369.825 4 244 .000 .230

a. Predictors: (Constant), SectorD, SectorE, SectorC, SectorA

b. Dependent Variable: MarketIndex1

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 424495693.119 4 106123923.280 2369.825 .000b

1 Residual 10926646.327 244 44781.337

Total 435422339.446 248

a. Dependent Variable: MarketIndex1

b. Predictors: (Constant), SectorD, SectorE, SectorC, SectorA

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. 95.0% Confidence Interval for B Collinearity Statistics
Coefficients

B Std. Error Beta Lower Bound Upper Bound Tolerance VIF

(Constant) -3709.986 479.987 -7.729 .000 -4655.433 -2764.539

SectorA .680 .014 .682 47.044 .000 .651 .708 .489 2.046

1 SectorC .319 .017 .267 18.972 .000 .286 .352 .518 1.929

SectorE 1.342 .055 .295 24.581 .000 1.235 1.450 .712 1.404

SectorD .524 .020 .329 25.976 .000 .484 .563 .640 1.562

a. Dependent Variable: MarketIndex1

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) SectorA SectorC SectorE SectorD

1 1 4.988 1.000 .00 .00 .00 .00 .00

2 .009 22.918 .00 .01 .00 .43 .03

3 .002 56.594 .00 .26 .02 .02 .79

4 .001 88.946 .91 .31 .00 .52 .13

 5 .001 96.227 .09 .41 .98 .03 .05

a. Dependent Variable: MarketIndex1

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 33466.4336 39508.8203 36228.1314 1308.31043 249

Residual -469.68137 770.56616 .00000 209.90250 249
Std. Predicted Value -2.111 2.508 .000 1.000 249
Std. Residual -2.219 3.641 .000 .992 249

a. Dependent Variable: MarketIndex1

Charts
REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorC SectorE SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED) (MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression
 Notes

Output Created 24-APR-2019 13:21:41

Comments
Active Dataset DataSet1
Filter <none>
Input Weight <none>
Split File <none>
N of Rows in Working Data File 249
User-defined missing values are treated as
Definition of Missing
missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR
SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R
ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
Syntax
/DEPENDENT MarketIndex1
/METHOD=ENTER SectorC SectorE
SectorD
/SCATTERPLOT=(MarketIndex1 ,*ZPRED)
(MarketIndex1 ,*ZRESID)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Processor Time 00:00:01.09

Elapsed Time 00:00:01.41

Resources Memory Required 2076 bytes

Additional Memory Required for 1152 bytes

Residual Plots

[DataSet1]

Descriptive Statistics
 Mean Std. Deviation N

MarketIndex1 36228.1314 1325.04160 249

SectorC 29692.7811 1109.40309 249
SectorE 3289.8408 291.56599 249
SectorD 14784.5556 833.32870 249

Correlations

MarketIndex1 SectorC SectorE SectorD

MarketIndex1 1.000 .808 -.190 .656

SectorC .808 1.000 -.187 .494

Pearson Correlation
SectorE -.190 -.187 1.000 -.421

SectorD .656 .494 -.421 1.000

MarketIndex1 . .000 .001 .000
SectorC .000 . .001 .000
Sig. (1-tailed)
SectorE .001 .001 . .000
SectorD .000 .000 .000 .
MarketIndex1 249 249 249 249

SectorC 249 249 249 249

N
SectorE 249 249 249 249

SectorD 249 249 249 249

Variables Entered/Removeda

Model Variables Entered Variables Method

Removed

SectorD, SectorE, . Enter

1 b
SectorC

a. Dependent Variable: MarketIndex1

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Square Std. Error of the Change Statistics Durbin-Watson
Estimate R Square Change F Change df1 df2 Sig. F Change
a
1 .864 .747 .744 670.16905 .747 241.496 3 245 .000 .076
a. Predictors: (Constant), SectorD, SectorE, SectorC
b. Dependent Variable: MarketIndex1

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 325386333.327 3 108462111.109 241.496 .000b

1 Residual 110036006.119 245 449126.556

Total 435422339.446 248

a. Dependent Variable: MarketIndex1

b. Predictors: (Constant), SectorD, SectorE, SectorC

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. 95.0% Confidence Interval for B Collinearity Statistics
Coefficients

B Std. Error Beta Lower Bound Upper Bound Tolerance VIF

(Constant) 3372.492 1443.371 2.337 .020 529.494 6215.491

SectorC .763 .044 .639 17.286 .000 .676 .850 .756 1.323
1
SectorE .403 .161 .089 2.501 .013 .086 .720 .822 1.216

SectorD .601 .064 .378 9.448 .000 .476 .726 .644 1.552

a. Dependent Variable: MarketIndex1

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) SectorC SectorE SectorD

1 3.990 1.000 .00 .00 .00 .00

2 .008 21.790 .00 .01 .52 .06

1
3 .001 60.845 .12 .29 .32 .94

4 .001 82.584 .88 .70 .17 .00

a. Dependent Variable: MarketIndex1

Residuals Statisticsa
 Minimum Maximum Mean Std. Deviation N

Predicted Value 34137.4492 39442.4648 36228.1314 1145.44387 249

Residual -1212.82300 1895.73816 .00000 666.10328 249
Std. Predicted Value -1.825 2.806 .000 1.000 249
Std. Residual -1.810 2.829 .000 .994 249

a. Dependent Variable: MarketIndex1

Charts