Hypothesis
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SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations
0.91 0.83 0.82 3.53 68
ANOVA df Regression Residual Total
2 65 67
SS 3841.82 809.96 4651.77
Coefficients Standard Error -22.82 3.1 -0.2 0.03 0.06 0
Intercept X Variable 1 X Variable 2
RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
Predicted Y 19.88 19.41 17.48 16.6 15.19 12.78 10.36 14.62 15.19 18.05 22.25 27.06 30.92 27.44 30.48 36.86 35.03 33.25 29.9 32.25 32 33.89 41.07 39.55 38.87
Residuals -5.98 -6.01 -5.76 -3.12 -2.54 -2.67 -1.85 -2.49 1.01 -0.88 -2.74 -1.56 -2.82 0.85 -3.79 -6.14 -2.33 3.76 3.24 3.11 5.07 4.4 0.09 1.85 0
MS 1920.91 12.46
t Stat -7.35 -6.37 14.28
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 61 62 63 64 65 66 67 68
37.49 36.98 40.85 40.24 39.41 38.9 39.72 41.02 40.61 40.41 38.48 37 36.27 34.65 34.79 35.45 34.81 34.22 34.26 33.6 35.72 33.44 34.13 33.8 34.52 32.87 32.76 30.65 30.93 32.5 30.9 31.64 30.37 28.83 28.11 28.45 28.06 29.91 29.07 28.16 28.73 29.07 27.53
1.27 1.3 -3.27 -3.38 -4.05 -3.99 -3.67 -3.81 -5.33 -5.3 -3.18 -2.94 -3.58 -1.69 -0.53 -0.86 -0.03 -1.35 -1.51 1.45 0 0.47 -0.46 -0.19 -0.02 1.78 3.72 5.55 5.13 2.7 5.23 4.86 4.99 5.29 5.47 4.34 5.19 2.49 2.05 1.79 1.79 3.45 6.1
F
Significance F 154.16
P-value 0 0 0
0
Lower 95% -29.02 -0.27 0.05
Upper 95% -16.62 -0.14 0.07
Lower 95.0% -29.02 -0.27 0.05
Upper 95.0% -16.62 -0.14 0.07
SUMMARY OUTPUT Regression Statistics Multiple R 0.53 R Square 0.28 Adjusted R Square0.27 Standard Error 7.12 Observations 68 ANOVA df Regression Residual Total
1 66 67
SS 1301.56 3350.22 4651.77
MS 1301.56 50.76
Coefficients Standard Error t Stat Intercept 14.67 3.34 4.39 X Variable 1 0.18 0.04 5.06
RESIDUAL OUTPUT ObservationPredicted Y Residuals 1 30.18 -16.28 2 28.87 -15.47 3 27.03 -15.31 4 27.79 -14.31 5 26.63 -13.98 6 24.85 -14.74 7 23.71 -15.2 8 24.68 -12.55 9 28.2 -12 10 25.33 -8.16 11 25.42 -5.91 12 31.44 -5.94 13 34.1 -6 14 36.35 -8.06 15 34.34 -7.65 16 35 -4.28 17 35.83 -3.13 18 34.13 2.88 19 37.47 -4.33 20 37.9 -2.54 21 42.78 -5.71 22 41.78 -3.49 23 39.03 2.13 24 39.19 2.21 25 37.05 1.82 26 37.29 1.47
F Significance F 25.64 0
P-value 0 0
Lower 95% Upper 95% 8 21.35 0.11 0.25
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 61 62 63 64 65 66 67 68
40.22 38.25 36.28 33.82 33.54 34.45 32.27 31.72 30.71 30.23 29.86 29.09 30.18 30.05 31.57 31.31 31.1 31.03 29.96 28.17 27.96 28.48 28.34 28.42 27.65 27.75 27.8 28.79 28.61 28.85 29.79 28.93 28.02 27.84 27 27.22 27.62 27.32 27.42 27.9 28.57 29.21
-1.94 -0.67 0.58 1.54 1.37 1.6 4.94 3.56 4.4 5.07 4.2 3.6 2.78 4.21 3.02 3.47 1.77 1.72 5.09 7.55 5.95 5.19 5.27 6.08 7 8.73 8.4 7.27 6.59 7.28 6.71 6.43 6.1 5.74 5.79 6.03 4.78 3.8 2.53 2.62 3.95 4.42
Row 3 Row 7 Row 11 Row 15 Row 19 Row 23 Row 27 Row 31 Row 35 Row 39 Row 43 Row 47 Row 51 Row 55 Row 59 Row 63 Row 67
Y
X Variable 1 Line Fit Plot
40
Lower 95.0% Upper 95.0% 8 21.35 0.11 0.25 20 0 Column B
X Variable 1
Plot
Row 67
Column B
SUMMARY OUTPUT Regression Statistics Multiple R 0.85 R Square 0.72 Adjusted R Square0.71 Standard Error 4.47 Observations 68 ANOVA df Regression Residual Total
1 66 67
SS 3335.71 1316.06 4651.77
MS 3335.71 19.94
Coefficients Standard Error t Stat Intercept -14.38 3.55 -4.05 X Variable 1 0.04 0 12.93
RESIDUAL OUTPUT ObservationPredicted Y Residuals 1 23.44 -9.54 2 22.21 -8.81 3 19.69 -7.97 4 19.68 -6.2 5 17.96 -5.31 6 15.19 -5.08 7 12.86 -4.35 8 16.22 -4.09 9 19.09 -2.89 10 18.83 -1.66 11 21.52 -2.01 12 28.84 -3.34 13 33.16 -5.06 14 32.58 -4.29 15 33.05 -6.36 16 37.51 -6.79 17 36.96 -4.26 18 34.63 2.38 19 34.93 -1.79 20 36.7 -1.34 21 40.03 -2.96 22 40.51 -2.22 23 43.03 -1.87 24 42.2 -0.8 25 40.24 -1.37 26 39.55 -0.79
F Significance F 167.28 0
P-value 0 0
Lower 95% Upper 95% -21.47 -7.29 0.03 0.04
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 61 62 63 64 65 66 67 68
41.33 42.34 40.55 38.27 37.75 38.92 38.18 37.52 36.68 35.12 33.93 32.93 32.69 32.69 34.19 33.6 33.08 33.06 31.88 31.92 30.35 31.16 30.84 31.35 29.77 29.77 28.49 29.37 30.22 29.39 30.53 29.12 27.5 26.92 26.54 26.45 27.9 27.15 26.65 27.35 28.05 27.54
-3.05 -4.76 -3.69 -2.91 -2.84 -2.87 -0.97 -2.24 -1.57 0.18 0.13 -0.24 0.27 1.57 0.4 1.18 -0.21 -0.31 3.17 3.8 3.56 2.51 2.77 3.15 4.88 6.71 7.71 6.69 4.98 6.74 5.97 6.24 6.62 6.66 6.25 6.8 4.5 3.97 3.3 3.17 4.47 6.09
Row 3 Row 7 Row 11 Row 15 Row 19 Row 23 Row 27 Row 31 Row 35 Row 39 Row 43 Row 47 Row 51 Row 55 Row 59 Row 63 Row 67
Y
X Variable 1 Line Fit Plot
40
Lower 95.0% Upper 95.0% -21.47 -7.29 0.03 0.04 20 0 Column B
X Variable 1
Plot
Row 67
Column B
Column1 Mean Standard Error Median Mode Standard Deviation Sample Variance Kurtosis Skewness Range Minimum Maximum Sum Count
31.13 1.6 34.12 19.51 8.01 64.14 1.05 -1.58 26.15 12.13 38.28 778.35 25
Ho= the mean share price is 35 at which an investor will invest H1=the mean share price is >35 at which an investor will invest x 34.78 34.12 33.63 19.51 35.72 33.67 12.65 33.58 33.91 35.28 35.2 12.13 35.28 31.12 38.28 16.2 34.26 19.51 37.01 33.14 33.58 37.07 37.21 36.86 34.65 Population mean Sample mean Sample std dev standard error T actual degree of freedom significance level Tcritical Since T actual is less than T critical Therefore we accept the null hypothesis
35 31.13 8.01 0.16 -24.14 24 0.05 1.71
Date Aug-09 Jul-09 Jun-09 May-09 Apr-09 Mar-09 Feb-09 Jan-09 Dec-08 Nov-08 Oct-08 Sep-08 Aug-08 Jul-08 Jun-08 May-08 Apr-08 Mar-08 Feb-08 Jan-08 Dec-07 Nov-07 Oct-07 Sep-07 Aug-07 Jul-07 Jun-07 May-07 Apr-07 Mar-07 Feb-07 Jan-07 Dec-06 Nov-06 Oct-06 Sep-06 Aug-06 Jul-06 Jun-06 May-06 Apr-06 Mar-06 Feb-06 Jan-06 Dec-05 Nov-05 Oct-05 Sep-05
dependent GE
independent 1 independent 2 SIEMENS S & P 500 13.9 86.84 1020.62 13.4 79.48 987.48 11.72 69.19 919.32 13.48 73.44 919.14 12.65 66.93 872.81 10.11 56.97 797.87 8.51 50.62 735.09 12.13 56.06 825.88 16.2 75.75 903.25 17.17 59.7 896.24 19.51 60.15 968.75 25.5 93.89 1166.36 28.1 108.8 1282.83 28.29 121.38 1267.38 26.69 110.13 1280 30.72 113.79 1400.38 32.7 118.45 1385.59 37.01 108.94 1322.7 33.14 127.66 1330.63 35.36 130.05 1378.55 37.07 157.36 1468.36 38.29 151.77 1481.14 41.16 136.37 1549.38 41.4 137.25 1526.75 38.87 125.3 1473.99 38.76 126.63 1455.27 38.28 143.06 1503.35 37.58 132 1530.62 36.86 120.97 1482.37 35.36 107.2 1420.86 34.91 105.64 1406.82 36.05 110.73 1438.24 37.21 98.55 1418.3 35.28 95.45 1400.63 35.11 89.81 1377.94 35.3 87.1 1335.85 34.06 85.05 1303.82 32.69 80.73 1276.66 32.96 86.82 1270.2 34.26 86.08 1270.09 34.59 94.64 1310.61 34.78 93.17 1294.87 32.87 91.98 1280.66 32.75 91.6 1280.08 35.05 85.59 1248.29 35.72 75.57 1249.48 33.91 74.42 1207.01 33.67 77.33 1228.81
Aug-05 Jul-05 Jun-05 May-05 Apr-05 Mar-05 Feb-05 Jan-05 Dec-04 Nov-04 Oct-04 Sep-04 Aug-04 Jul-04 Jun-04 May-04 Apr-04 Mar-04 Feb-04 Jan-04
33.61 34.5 34.65 36.48 36.2 36.06 35.2 36.13 36.5 35.36 34.12 33.58 32.79 33.25 32.4 31.12 29.95 30.52 32.52 33.63
76.5 76.97 72.65 73.22 73.52 79.06 78.04 79.41 84.67 79.82 74.74 73.7 69.05 70.24 72.52 70.8 71.38 74.05 77.8 81.38
1220.33 1234.18 1191.33 1191.5 1156.85 1180.59 1203.6 1181.27 1211.92 1173.82 1130.2 1114.58 1104.24 1101.72 1140.84 1120.68 1107.3 1126.21 1144.94 1131.13
0.91 0.83 0.82 3.53 68
ANOVA df Regression Residual Total
2 65 67
SS 3841.82 809.96 4651.77
Coefficients Standard Error -22.82 3.1 -0.2 0.03 0.06 0
Intercept X Variable 1 X Variable 2
RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
Predicted Y 19.88 19.41 17.48 16.6 15.19 12.78 10.36 14.62 15.19 18.05 22.25 27.06 30.92 27.44 30.48 36.86 35.03 33.25 29.9 32.25 32 33.89 41.07 39.55 38.87
Residuals -5.98 -6.01 -5.76 -3.12 -2.54 -2.67 -1.85 -2.49 1.01 -0.88 -2.74 -1.56 -2.82 0.85 -3.79 -6.14 -2.33 3.76 3.24 3.11 5.07 4.4 0.09 1.85 0
MS 1920.91 12.46
t Stat -7.35 -6.37 14.28
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 61 62 63 64 65 66 67 68
37.49 36.98 40.85 40.24 39.41 38.9 39.72 41.02 40.61 40.41 38.48 37 36.27 34.65 34.79 35.45 34.81 34.22 34.26 33.6 35.72 33.44 34.13 33.8 34.52 32.87 32.76 30.65 30.93 32.5 30.9 31.64 30.37 28.83 28.11 28.45 28.06 29.91 29.07 28.16 28.73 29.07 27.53
1.27 1.3 -3.27 -3.38 -4.05 -3.99 -3.67 -3.81 -5.33 -5.3 -3.18 -2.94 -3.58 -1.69 -0.53 -0.86 -0.03 -1.35 -1.51 1.45 0 0.47 -0.46 -0.19 -0.02 1.78 3.72 5.55 5.13 2.7 5.23 4.86 4.99 5.29 5.47 4.34 5.19 2.49 2.05 1.79 1.79 3.45 6.1
F
Significance F 154.16
P-value 0 0 0
0
Lower 95% -29.02 -0.27 0.05
Upper 95% -16.62 -0.14 0.07
Lower 95.0% -29.02 -0.27 0.05
Upper 95.0% -16.62 -0.14 0.07
SUMMARY OUTPUT Regression Statistics Multiple R 0.53 R Square 0.28 Adjusted R Square0.27 Standard Error 7.12 Observations 68 ANOVA df Regression Residual Total
1 66 67
SS 1301.56 3350.22 4651.77
MS 1301.56 50.76
Coefficients Standard Error t Stat Intercept 14.67 3.34 4.39 X Variable 1 0.18 0.04 5.06
RESIDUAL OUTPUT ObservationPredicted Y Residuals 1 30.18 -16.28 2 28.87 -15.47 3 27.03 -15.31 4 27.79 -14.31 5 26.63 -13.98 6 24.85 -14.74 7 23.71 -15.2 8 24.68 -12.55 9 28.2 -12 10 25.33 -8.16 11 25.42 -5.91 12 31.44 -5.94 13 34.1 -6 14 36.35 -8.06 15 34.34 -7.65 16 35 -4.28 17 35.83 -3.13 18 34.13 2.88 19 37.47 -4.33 20 37.9 -2.54 21 42.78 -5.71 22 41.78 -3.49 23 39.03 2.13 24 39.19 2.21 25 37.05 1.82 26 37.29 1.47
F Significance F 25.64 0
P-value 0 0
Lower 95% Upper 95% 8 21.35 0.11 0.25
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 61 62 63 64 65 66 67 68
40.22 38.25 36.28 33.82 33.54 34.45 32.27 31.72 30.71 30.23 29.86 29.09 30.18 30.05 31.57 31.31 31.1 31.03 29.96 28.17 27.96 28.48 28.34 28.42 27.65 27.75 27.8 28.79 28.61 28.85 29.79 28.93 28.02 27.84 27 27.22 27.62 27.32 27.42 27.9 28.57 29.21
-1.94 -0.67 0.58 1.54 1.37 1.6 4.94 3.56 4.4 5.07 4.2 3.6 2.78 4.21 3.02 3.47 1.77 1.72 5.09 7.55 5.95 5.19 5.27 6.08 7 8.73 8.4 7.27 6.59 7.28 6.71 6.43 6.1 5.74 5.79 6.03 4.78 3.8 2.53 2.62 3.95 4.42
Row 3 Row 7 Row 11 Row 15 Row 19 Row 23 Row 27 Row 31 Row 35 Row 39 Row 43 Row 47 Row 51 Row 55 Row 59 Row 63 Row 67
Y
X Variable 1 Line Fit Plot
40
Lower 95.0% Upper 95.0% 8 21.35 0.11 0.25 20 0 Column B
X Variable 1
Plot
Row 67
Column B
SUMMARY OUTPUT Regression Statistics Multiple R 0.85 R Square 0.72 Adjusted R Square0.71 Standard Error 4.47 Observations 68 ANOVA df Regression Residual Total
1 66 67
SS 3335.71 1316.06 4651.77
MS 3335.71 19.94
Coefficients Standard Error t Stat Intercept -14.38 3.55 -4.05 X Variable 1 0.04 0 12.93
RESIDUAL OUTPUT ObservationPredicted Y Residuals 1 23.44 -9.54 2 22.21 -8.81 3 19.69 -7.97 4 19.68 -6.2 5 17.96 -5.31 6 15.19 -5.08 7 12.86 -4.35 8 16.22 -4.09 9 19.09 -2.89 10 18.83 -1.66 11 21.52 -2.01 12 28.84 -3.34 13 33.16 -5.06 14 32.58 -4.29 15 33.05 -6.36 16 37.51 -6.79 17 36.96 -4.26 18 34.63 2.38 19 34.93 -1.79 20 36.7 -1.34 21 40.03 -2.96 22 40.51 -2.22 23 43.03 -1.87 24 42.2 -0.8 25 40.24 -1.37 26 39.55 -0.79
F Significance F 167.28 0
P-value 0 0
Lower 95% Upper 95% -21.47 -7.29 0.03 0.04
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 61 62 63 64 65 66 67 68
41.33 42.34 40.55 38.27 37.75 38.92 38.18 37.52 36.68 35.12 33.93 32.93 32.69 32.69 34.19 33.6 33.08 33.06 31.88 31.92 30.35 31.16 30.84 31.35 29.77 29.77 28.49 29.37 30.22 29.39 30.53 29.12 27.5 26.92 26.54 26.45 27.9 27.15 26.65 27.35 28.05 27.54
-3.05 -4.76 -3.69 -2.91 -2.84 -2.87 -0.97 -2.24 -1.57 0.18 0.13 -0.24 0.27 1.57 0.4 1.18 -0.21 -0.31 3.17 3.8 3.56 2.51 2.77 3.15 4.88 6.71 7.71 6.69 4.98 6.74 5.97 6.24 6.62 6.66 6.25 6.8 4.5 3.97 3.3 3.17 4.47 6.09
Row 3 Row 7 Row 11 Row 15 Row 19 Row 23 Row 27 Row 31 Row 35 Row 39 Row 43 Row 47 Row 51 Row 55 Row 59 Row 63 Row 67
Y
X Variable 1 Line Fit Plot
40
Lower 95.0% Upper 95.0% -21.47 -7.29 0.03 0.04 20 0 Column B
X Variable 1
Plot
Row 67
Column B
Column1 Mean Standard Error Median Mode Standard Deviation Sample Variance Kurtosis Skewness Range Minimum Maximum Sum Count
31.13 1.6 34.12 19.51 8.01 64.14 1.05 -1.58 26.15 12.13 38.28 778.35 25
Ho= the mean share price is 35 at which an investor will invest H1=the mean share price is >35 at which an investor will invest x 34.78 34.12 33.63 19.51 35.72 33.67 12.65 33.58 33.91 35.28 35.2 12.13 35.28 31.12 38.28 16.2 34.26 19.51 37.01 33.14 33.58 37.07 37.21 36.86 34.65 Population mean Sample mean Sample std dev standard error T actual degree of freedom significance level Tcritical Since T actual is less than T critical Therefore we accept the null hypothesis
35 31.13 8.01 0.16 -24.14 24 0.05 1.71
Date Aug-09 Jul-09 Jun-09 May-09 Apr-09 Mar-09 Feb-09 Jan-09 Dec-08 Nov-08 Oct-08 Sep-08 Aug-08 Jul-08 Jun-08 May-08 Apr-08 Mar-08 Feb-08 Jan-08 Dec-07 Nov-07 Oct-07 Sep-07 Aug-07 Jul-07 Jun-07 May-07 Apr-07 Mar-07 Feb-07 Jan-07 Dec-06 Nov-06 Oct-06 Sep-06 Aug-06 Jul-06 Jun-06 May-06 Apr-06 Mar-06 Feb-06 Jan-06 Dec-05 Nov-05 Oct-05 Sep-05
dependent GE
independent 1 independent 2 SIEMENS S & P 500 13.9 86.84 1020.62 13.4 79.48 987.48 11.72 69.19 919.32 13.48 73.44 919.14 12.65 66.93 872.81 10.11 56.97 797.87 8.51 50.62 735.09 12.13 56.06 825.88 16.2 75.75 903.25 17.17 59.7 896.24 19.51 60.15 968.75 25.5 93.89 1166.36 28.1 108.8 1282.83 28.29 121.38 1267.38 26.69 110.13 1280 30.72 113.79 1400.38 32.7 118.45 1385.59 37.01 108.94 1322.7 33.14 127.66 1330.63 35.36 130.05 1378.55 37.07 157.36 1468.36 38.29 151.77 1481.14 41.16 136.37 1549.38 41.4 137.25 1526.75 38.87 125.3 1473.99 38.76 126.63 1455.27 38.28 143.06 1503.35 37.58 132 1530.62 36.86 120.97 1482.37 35.36 107.2 1420.86 34.91 105.64 1406.82 36.05 110.73 1438.24 37.21 98.55 1418.3 35.28 95.45 1400.63 35.11 89.81 1377.94 35.3 87.1 1335.85 34.06 85.05 1303.82 32.69 80.73 1276.66 32.96 86.82 1270.2 34.26 86.08 1270.09 34.59 94.64 1310.61 34.78 93.17 1294.87 32.87 91.98 1280.66 32.75 91.6 1280.08 35.05 85.59 1248.29 35.72 75.57 1249.48 33.91 74.42 1207.01 33.67 77.33 1228.81
Aug-05 Jul-05 Jun-05 May-05 Apr-05 Mar-05 Feb-05 Jan-05 Dec-04 Nov-04 Oct-04 Sep-04 Aug-04 Jul-04 Jun-04 May-04 Apr-04 Mar-04 Feb-04 Jan-04
33.61 34.5 34.65 36.48 36.2 36.06 35.2 36.13 36.5 35.36 34.12 33.58 32.79 33.25 32.4 31.12 29.95 30.52 32.52 33.63
76.5 76.97 72.65 73.22 73.52 79.06 78.04 79.41 84.67 79.82 74.74 73.7 69.05 70.24 72.52 70.8 71.38 74.05 77.8 81.38
1220.33 1234.18 1191.33 1191.5 1156.85 1180.59 1203.6 1181.27 1211.92 1173.82 1130.2 1114.58 1104.24 1101.72 1140.84 1120.68 1107.3 1126.21 1144.94 1131.13
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