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Regression Analysis

A) What is the least square of y on x and interpret the slope of the fitted regression
b) Find and interpret the coefficient of determination for the fitted regression
c) What is the 95% confidence interval for the slope of the population line.
d) Find the point forcast of the rate of return on the stock of Ill. Power next month,if the rate of return on the market index is expected to be 0.04
e) Test at the 1% level against a two - sided alternative the null hypothesis that the intercept of the population regression line is zero and interpret your findings.

Data:
Y X

1 -0.0763 0.08
2 0.0595 0.0751
3 -0.0026 0.0588
4 -0.0997 -0.1042
5 -0.0615 0.0194
6 -0.0503 -0.0593
7 0.0746 0.1513
8 0.0498 0.0365
9 0.0428 0.0211
10 -0.0157 -0.0276
11 0.0522 0.1099
12 0.0615 0.0415
13 0.0493 0.0368
14 0.0149 -0.074
15 0.044 0.1118
16 0.034 -0.1207
17 -0.0364 -0.0458
18 0.0042 0.0103
19 -0.0406 -0.0678
20 0.0419 0.0146
21 -0.0057 0.0466
22 0.0396 -0.0685
23 0.0002 -0.0147

Please see attached data

Attachments

Solution Summary

Carries out regression analysis.

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