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ANOVA for Volatility in Minitab /Megastat

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Instructions: For each data set: (a) State the hypotheses. (b) Use Excel's Tools > Data Analysis (or MegaStat or MINITAB) to perform the two-factor ANOVA with replication, using α = .05. (c) State your conclusions about the main effects and interaction effects. (d) Interpret the p-values carefully. (e) Create interaction plots and interpret them.
11.17 A small independent stock broker has created four sector portfolios for her clients. Each portfolio always has five stocks that may change from year to year The volatility (coefficient of variation) of each stock is recorded for each year. Are the main effects significant? Is there an interaction? Volatility

Stock Portfolio Type
Year Health Energy Retail Leisure
2004
14.5
23.0
19.4
17.6

18.4
19.9
20.7
18.1

13.7
24.5
18.5
16.1

15.9
24.2
15.5
23.2

16.2
19.4
17.7
17.6

2005
21.6
22.1
21.4
25.5

25.6
31.6
26.5
24.1

21.4
22.4
21.5
25.9

26.6
31.3
22.8
25.5

19.0
32.5
27.4
26.3

2006
12.6
12.8
22.0
12.9

13.5
14.4
17.1
11.1

13.5
13.1
24.8
4.9

13.0
8.1
13.4
13.3

13.6
14.7
22.2
12.7

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The solution provides step by step method for the calculation of ANOVA for Volatility in Minitab /Megastat . Formula for the calculation and Interpretations of the results are also included.

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