Explore BrainMass
Share

ANOVA -volatility for sector stocks over a period of time

This content was STOLEN from BrainMass.com - View the original, and get the already-completed solution here!

Samples are shown of volatility (coefficient of variation) for sector stocks over a certain period of time.

(a) At α = .05, is there a difference in median volatility in these four portfolios? Use Mega-Stat, MINITAB, or a similar computer package for the calculations.

(b) Use one-factor ANOVA to compare the means. Do you reach the same conclusion?

(c) Make a histogram or other display of each sample. Would you be willing to assume normality?

Health Energy Retail Leisure
14.5 23.0 19.4 17.6
18.4 19.9 20.7 18.1
13.7 24.5 18.5 16.1
16.9 24.2 15.5 23.2
16.2 19.4 17.7 17.6
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
12.6 12.8 22.0 12.9
13.5 14.4 17.1 11.1
13.5 24.8 4.9
13.0 13.4
13.6

© BrainMass Inc. brainmass.com December 20, 2018, 4:35 am ad1c9bdddf
https://brainmass.com/statistics/analysis-of-variance/anova-volatility-sector-stocks-period-time-292945

Solution Preview

question
Samples are shown of volatility (coefficient of variation) for sector stocks over a certain period of time. (a) At α = .05, is there a difference in median volatility in these four portfolios? Use Mega- Stat, MINITAB, or a similar computer package for the calculations. (b) Use one-factor ANOVA to compare the means. Do you reach the same conclusion? (c) Make a histogram or other display of each sample. Would you be willing to assume normality?

Health Energy Retail Leisure
14.5 23.0 19.4 17.6
18.4 19.9 20.7 18.1
13.7 24.5 18.5 16.1
16.9 24.2 15.5 23.2
16.2 19.4 17.7 17.6
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
12.6 12.8 22.0 ...

Solution Summary

Step by step method for computing test statistic for One way ANOVA in Minitab

$2.19