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Output 1 1y Brka

The document provides instructions to: 1. Import an Excel file and extract data from a worksheet into a dataset. 2. Examine variables in the dataset to describe their distributions and check for normality. 3. Conduct a regression analysis with Return as the dependent variable and other stock values as independent variables.

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15 views14 pages

Output 1 1y Brka

The document provides instructions to: 1. Import an Excel file and extract data from a worksheet into a dataset. 2. Examine variables in the dataset to describe their distributions and check for normality. 3. Conduct a regression analysis with Return as the dependent variable and other stock values as independent variables.

Uploaded by

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

/TYPE=XLSX
/FILE='C:\Users\Asus\Downloads\BRK-A-_1_.xlsx'
/SHEET=name 'Worksheet'
/CELLRANGE=FULL
/READNAMES=ON
/DATATYPEMIN PERCENTAGE=95.0
/HIDDEN IGNORE=YES.
EXECUTE.
DATASET NAME DataSet6 WINDOW=FRONT.
DATASET ACTIVATE DataSet6.
DATASET CLOSE DataSet5.
EXAMINE VARIABLES=Return Returnln
/PLOT HISTOGRAM NPPLOT
/STATISTICS DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.

Explore

Notes
Output Created 24-SEP-2022 14:03:30
Comments
Input Active Dataset DataSet6
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 253
File
Missing Value Handling Definition of Missing User-defined missing values
for dependent variables are
treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any dependent variable or
factor used.
Syntax EXAMINE
VARIABLES=Return Returnln
/PLOT HISTOGRAM
NPPLOT
/STATISTICS
DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.
Resources Processor Time 00:00:01,16
Elapsed Time 00:00:02,17

Case Processing Summary


Cases
Valid Missing Total
N Percent N Percent N Percent
Return 252 99.6% 1 0.4% 253 100.0%
Returnln 252 99.6% 1 0.4% 253 100.0%

Descriptives
Statistic Std. Error
Return Mean -.000056365057 .0007866637399
748 36
95% Confidence Interval for Lower Bound -.001605668005
Mean 751
Upper Bound .001492937890
255
5% Trimmed Mean .000072394073
959
Median .000208717810
061
Variance .000
Std. Deviation .012487899727
815
Minimum -.036563736413
661
Maximum .037536664180
959
Range .074100400594
621
Interquartile Range .015342303486
222
Skewness -.099 .153
Kurtosis .474 .306
Returnln Mean -.000134124440 .0007873706355
075 52
95% Confidence Interval for Lower Bound -.001684819590
Mean 879
Upper Bound .001416570710
730
5% Trimmed Mean .000028514710
169
Median .000208694216
306
Variance .000
Std. Deviation .012499121347
835
Minimum -.037248944238
111
Maximum .0368493114679
09
Range .074098255706
020
Interquartile Range .015344862797
510
Skewness -.145 .153
Kurtosis .483 .306

Tests of Normality
Kolmogorov-Smirnova Shapiro-Wilk
Statistic df Sig. Statistic df Sig.
*
Return .036 252 .200 .994 252 .400
*
Returnln .037 252 .200 .993 252 .323

*. This is a lower bound of the true significance.


a. Lilliefors Significance Correction
Return
Returnln
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Return
/METHOD=ENTER Open High Low Close AdjClose Volume
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).
Regression

Notes
Output Created 24-SEP-2022 14:07:55
Comments
Input Active Dataset DataSet6
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 253
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT Return
/METHOD=ENTER Open
High Low Close AdjClose
Volume
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Resources Processor Time 00:00:00,39
Elapsed Time 00:00:00,70
Memory Required 5680 bytes
Additional Memory Required 560 bytes
for Residual Plots
Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 Volume, Low, . Enter
Adj Close, Open,
Highb

a. Dependent Variable: Return


b. Tolerance = .000 limit reached.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
a
1 .832 .692 .686 .0069949817446
12

a. Predictors: (Constant), Volume, Low, Adj Close, Open, High


b. Dependent Variable: Return

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .027 5 .005 110.796 .000b
Residual .012 246 .000
Total .039 251

a. Dependent Variable: Return


b. Predictors: (Constant), Volume, Low, Adj Close, Open, High

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.009 .006 -1.488 .138
Open -1.518E-6 .000 -4.142 -7.188 .000
High -4.349E-7 .000 -1.200 -1.862 .064
Low -3.711E-7 .000 -.999 -1.726 .086
Adj Close 2.358E-6 .000 6.423 13.504 .000
Volume -2.143E-6 .000 -.115 -2.780 .006

a. Dependent Variable: Return

Excluded Variablesa
Collinearity
Partial Statistics
Model Beta In t Sig. Correlation Tolerance
1 Close .b . . . .000

a. Dependent Variable: Return


b. Predictors in the Model: (Constant), Volume, Low, Adj Close, Open, High

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -.031150108203 .027847377583 -.000056365057 .010391947200 252
292 385 748 127
Residual -.025979550555 .0219249986112 .000000000000 .006924960144 252
348 12 000 415
Std. Predicted Value -2.992 2.685 .000 1.000 252
Std. Residual -3.714 3.134 .000 .990 252

a. Dependent Variable: Return

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Returnln
/METHOD=ENTER Open High Low Close AdjClose Volume
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).
Regression

Notes
Output Created 24-SEP-2022 14:09:02
Comments
Input Active Dataset DataSet6
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 253
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT Returnln
/METHOD=ENTER Open
High Low Close AdjClose
Volume
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Resources Processor Time 00:00:00,37
Elapsed Time 00:00:00,43
Memory Required 5680 bytes
Additional Memory Required 560 bytes
for Residual Plots
Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 Volume, Low, . Enter
Adj Close, Open,
Highb

a. Dependent Variable: Returnln


b. Tolerance = .000 limit reached.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
a
1 .832 .693 .686 .0069988740426
67

a. Predictors: (Constant), Volume, Low, Adj Close, Open, High


b. Dependent Variable: Returnln

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .027 5 .005 110.906 .000b
Residual .012 246 .000
Total .039 251

a. Dependent Variable: Returnln


b. Predictors: (Constant), Volume, Low, Adj Close, Open, High

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.009 .006 -1.515 .131
Open -1.514E-6 .000 -4.128 -7.165 .000
High -4.574E-7 .000 -1.261 -1.958 .051
Low -3.533E-7 .000 -.950 -1.642 .102
Adj Close 2.360E-6 .000 6.422 13.505 .000
Volume -2.157E-6 .000 -.116 -2.796 .006

a. Dependent Variable: Returnln

Excluded Variablesa
Collinearity
Partial Statistics
Model Beta In t Sig. Correlation Tolerance
1 Close .b . . . .000

a. Dependent Variable: Returnln


b. Predictors in the Model: (Constant), Volume, Low, Adj Close, Open, High

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -.031394746154 .027652265504 -.000134124440 .010402863943 252
547 003 075 818
Residual -.025809338316 .021716905757 .000000000000 .006928813479 252
321 785 000 546
Std. Predicted Value -3.005 2.671 .000 1.000 252
Std. Residual -3.688 3.103 .000 .990 252

a. Dependent Variable: Returnln

Charts

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