beta analysis techniques
DESCRIPTION
Simple techniques to get beta regressions from stock data.TRANSCRIPT
AURIZON (AZJ.AX) S&P200 (AXJO.AX)Date Open High Low Close Volume Adj Close Date
8/3/2015 5.32 5.35 4.98 5.24 6603600 5.24 8/3/20157/1/2015 5.15 5.605 5.14 5.3 6779300 5.3 7/1/20156/1/2015 5.32 5.39 5.01 5.13 6568600 5.13 6/1/20155/1/2015 4.83 5.37 4.8 5.34 5956600 5.34 5/1/20154/1/2015 4.87 5.04 4.58 4.85 7980400 4.85 4/1/20153/2/2015 4.7 5.06 4.63 4.85 8563600 4.85 3/2/20152/2/2015 4.95 5.15 4.73 4.73 10365000 4.73 2/2/20151/1/2015 4.62 5 4.5 4.95 4795300 4.848 1/2/2015
12/1/2014 4.58 4.75 4.36 4.62 5797100 4.525 12/1/201411/3/2014 4.68 4.85 4.58 4.61 6541600 4.515 11/3/201410/1/2014 4.52 4.71 4.15 4.68 9386900 4.583 10/1/2014
9/1/2014 4.77 4.8 4.425 4.53 8485200 4.436 9/1/20148/1/2014 5.03 5.07 4.69 4.77 6592300 4.671 8/1/20147/1/2014 5 5.13 4.96 5.02 4851300 4.83 7/1/20146/2/2014 4.94 5.12 4.745 4.98 9344000 4.791 6/2/20145/1/2014 5.18 5.2 4.845 4.94 6612000 4.753 5/1/20144/1/2014 5.16 5.265 5.05 5.18 4264500 4.984 4/1/20143/3/2014 5.08 5.25 5.03 5.14 5222100 4.945 3/3/20142/3/2014 4.97 5.255 4.75 5.09 5436400 4.897 2/3/20141/1/2014 4.88 5.08 4.79 4.92 3347400 4.634 1/2/2014
12/2/2013 4.68 4.98 4.62 4.88 12366800 4.597 12/2/201311/1/2013 4.8 4.825 4.615 4.67 5196000 4.399 11/1/201310/1/2013 4.65 4.82 4.61 4.79 5253300 4.512 10/1/2013
9/2/2013 4.53 4.775 4.45 4.68 6354600 4.408 9/2/20138/1/2013 4.6 4.65 4.42 4.55 6238800 4.179 8/1/20137/1/2013 4.2 4.58 4.125 4.54 8548200 4.17 7/1/20136/3/2013 4.32 4.33 4.01 4.16 6404900 3.821 6/3/20135/1/2013 4.14 4.57 4.07 4.3 10663600 3.949 5/1/20134/1/2013 4.03 4.18 3.77 4.15 9383700 3.811 4/2/20133/1/2013 4.03 4.13 3.94 4.03 18771300 3.701 3/1/20132/1/2013 4 4.24 3.87 4.03 15084200 3.652 2/1/20131/1/2013 3.74 4.105 3.73 3.97 4952700 3.598 1/2/2013
12/3/2012 3.63 3.84 3.56 3.74 3925800 3.39 12/3/201211/1/2012 3.71 3.76 3.46 3.61 6901300 3.272 11/1/201210/1/2012 3.39 3.85 3.39 3.74 15714700 3.39 10/1/2012
9/3/2012 3.44 3.54 3.35 3.41 7367100 3.09 9/3/20128/1/2012 3.2 3.62 3.18 3.5 9596300 3.143 8/1/20127/2/2012 3.42 3.43 3.07 3.2 7380200 2.873 7/2/20126/1/2012 3.37 3.52 3.25 3.4 6425400 3.053 6/1/20125/1/2012 3.61 3.74 3.24 3.41 8533300 3.062 5/1/20124/2/2012 3.72 3.75 3.55 3.64 5758700 3.269 4/2/20123/1/2012 3.85 4.03 3.63 3.73 11586500 3.349 3/1/20122/1/2012 3.7 3.96 3.63 3.91 8291900 3.511 2/1/20121/2/2012 3.42 3.78 3.42 3.71 5397500 3.309 1/3/2012
12/1/2011 3.44 3.55 3.35 3.42 6558000 3.05 12/1/201111/1/2011 3.26 3.53 3.17 3.38 8312500 3.015 11/1/2011
10/3/2011 3.1 3.375 2.85 3.31 11812500 2.952 10/3/20119/1/2011 3.3 3.36 3.09 3.16 8417700 2.819 9/1/20118/1/2011 3.38 3.53 2.94 3.29 13170200 2.911 8/1/20117/1/2011 3.4 3.52 3.34 3.36 5575500 2.973 7/1/20116/1/2011 3.45 3.45 3.12 3.38 11352100 2.991 6/1/20115/2/2011 3.45 3.59 3.29 3.45 8545600 3.053 5/2/20114/1/2011 3.37 3.59 3.35 3.43 10627900 3.035 4/1/20113/1/2011 3.21 3.42 3.09 3.35 24024900 2.964 3/1/20112/1/2011 2.8 3.22 2.75 3.21 10792400 2.841 2/1/20111/4/2011 2.73 2.85 2.6 2.8 6925600 2.478 1/4/2011
12/1/2010 2.78 2.9 2.6 2.75 8507900 2.433 12/1/2010
S&P200 (AXJO.AX) AZJ Return AXJO ReturnOpen High Low Close Volume Adj Close 0.011450381679 0.06397838047
5699.2 5727.7 5351.5 5356.5 0 5356.5 -0.0320754717 -0.042146298925459 5718.9 5383.7 5699.2 0 5699.2 0.040935672515 0.05828909965
5777.2 5777.2 5390.5 5459 0 5459 -0.09176029963 0.002215572355790 5901.8 5574.6 5777.2 0 5777.2 0 0.01753022453
5891.5 5996.4 5749.9 5790 0 5790 -0.02474226804 0.006331121965928.8 5996.9 5748.7 5891.5 0 5891.5 0.024947145877 -0.05743152265588.3 5955.5 5588.3 5928.8 0 5928.8 -0.06662541254 -0.03172696727
5411 5619.5 5267.4 5588.3 0 5588.3 -0.00220994475 -0.018111254855313 5486.7 5142.8 5411 2.55E+08 5411 0.015060908084 0.04020329343
5526.6 5550.3 5292.9 5313 5.8E+08 5313 -0.03207506 -0.042304543275292.8 5526.6 5122 5526.6 6.58E+08 5526.6 0.052975653742 0.062934573255625.9 5672.7 5253.1 5292.8 6.21E+08 5292.8 0.034039820167 0.001244245395632.9 5679.5 5425.2 5625.9 6.43E+08 5625.9 -0.00807453416 -0.04210969685395.7 5644.2 5370.9 5632.9 5.5E+08 5632.9 -0.0079315383 0.017940174865484.1 5526 5373.6 5395.7 6.48E+08 5395.7 0.048600883652 -0.00061900815489.1 5541.7 5372.1 5492.5 6.11E+08 5492.5 -0.00782504013 -0.017179554275394.8 5554.5 5350.5 5489.1 5.88E+08 5489.1 -0.00970677452 0.00185363695404.8 5462.3 5288.5 5394.8 7.03E+08 5394.8 -0.05370635083 -0.03974241651
5190 5461.7 5052.2 5404.8 7.35E+08 5404.8 -0.00798446267 0.031252446055352.2 5383.4 5158.9 5190 5.2E+08 5190 -0.04307156841 -0.00599755163
5320 5367.4 5028.2 5352.2 6.35E+08 5352.2 0.025687656286 0.019811638895425.5 5439.2 5284.9 5320.1 6.23E+08 5320.1 -0.02304964539 -0.038079457755218.9 5457.3 5118.9 5425.5 5.42E+08 5425.5 -0.05195099819 -0.01607616616
5135 5314.3 5115.1 5218.9 6.51E+08 5218.9 -0.00215362527 -0.016163583255052 5168.2 5007.9 5135 7.17E+08 5135 -0.08369304556 -0.04936656809
4802.6 5098.5 4702.7 5052 1.09E+08 5052 0.033499084009 0.025819347334926.6 4933.3 4632.3 4802.6 0 4802.6 -0.03494555584 0.053708458525187.3 5249.6 4897.9 4926.6 0 4926.6 -0.02886381527 -0.043284825584966.5 5195.1 4883.7 5191.2 0 5191.2 -0.01323966496 0.027705647445104.1 5163.5 4927.9 4966.5 0 4966.5 -0.0147864184 -0.044141041264878.8 5112.5 4869.5 5104.1 0 5104.1 -0.05780989439 -0.047101708244648.9 4906.2 4648.9 4878.8 0 4878.8 -0.03480825959 -0.03075930308
4506 4688.6 4500.2 4649 0 4649 0.036063569682 0.002441189534517 4519.3 4334.3 4506 0 4506 -0.08849557522 -0.028780163834387 4581.8 4375 4517 0 4517 0.01715210356 -0.016161363574310 4421 4261.2 4387 0 4387 -0.08590518613 -0.01086626861
4269.2 4403.9 4212.7 4316.1 0 4316.1 0.062652279847 -0.040897612914094.6 4288.1 4062.3 4269.2 0 4269.2 0.002947920079 -0.004469312894076.3 4159.3 3985 4094.6 0 4094.6 0.067602873939 0.078576170834398.6 4448.5 4024.8 4076.3 0 4076.3 0.024472315693 -0.013965314484349.4 4397.9 4248.9 4396.6 0 4396.6 0.048372648552 -0.00846562866
4291 4361.1 4143.7 4335.2 0 4335.2 -0.05753346625 -0.008328441324258.9 4318.8 4170.2 4298.5 0 4298.5 -0.07827138108 -0.04834965814069.9 4315.6 4069.1 4262.7 0 4262.7 -0.01147540984 0.015579476774157.5 4335.2 4038.1 4056.6 0 4056.6 -0.02089552239 0.043278873114278.1 4365 3973.8 4119.8 0 4119.8 -0.04505420054 -0.06735534152
3990.6 4417.6 3840.2 4298.1 0 4298.1 0.032635686414 0.071820559544297.9 4354.6 3862.4 4008.6 0 4008.6 0.021298522844 0.029814988484440.9 4517.4 3765.9 4296.5 0 4296.5 0.006054490414 0.041450051524612.2 4657.4 4421.1 4424.6 0 4424.6 0.020728853226 0.021766450744711.3 4724.8 4451.7 4608 0 4608 -0.00589584016 0.024403796444826.3 4835.5 4582.7 4708.3 0 4708.3 -0.0233937397 0.003047708244836.1 4976.4 4788.6 4823.2 40169400 4823.2 -0.04149797571 -0.001281487244839.7 4864.3 4477.4 4837.9 0 4837.9 -0.1277719113 -0.016102053084759.1 4944.4 4751.8 4831.7 76887100 4831.7 -0.0181598063 -0.001830014764758.3 4839.2 4686.5 4753.9 43505300 4753.94581.4 4811.9 4557 4745.2 53885700 4745.2
Slope() Linest()Beta: 0.5608322245 Beta
0.560832224500087Regression
Beta: 0.5608322245 Linest() & extra data
SUMMARY OUTPUT VariableRegression Statistics Std Error
Multiple R 0.4675650225 AccuracyR Square 0.2186170502Adjusted R Square 0.2041469956Standard Error 0.0382002237Observations 56
ANOVAdf SS MS
Regression 1 0.022046805596 0.0220468055958034Residual 54 0.078799883037 0.00145925709328447Total 55 0.100846688633
Coefficients Standard Error t StatIntercept -0.0118199846 0.005109548572 -2.31331289041364X Variable 1 0.5608322245 0.144286609974 3.88693188231777
RESIDUAL OUTPUT
Observation Predicted Y Residuals Standard Residuals1 0.0240611529 -0.01261077118 -0.3331656389286412 -0.0354569872 0.003381515454 0.08933670591537573 0.0208704208 0.020065251669 0.5301065489807894 -0.0105774202 -0.08118287942 -2.144781274321225 -0.0019884698 0.00198846976 0.05253364670437566 -0.0082692874 -0.01647298067 -0.4352018644429047 -0.0440294332 0.068976579031 1.822301403119168 -0.0296134902 -0.03701192234 -0.9778228922209959 -0.0219773599 0.019767415172 0.522237966996633
10 0.0107273179 0.004333590173 0.1144896943897211 -0.0355457357 0.003470675682 0.091692241840506912 0.0234757521 0.029499901607 0.7793618188442113 -0.0111221717 0.045161991835 1.1931406608657414 -0.0354364595 0.027361925346 0.72287834003239315 -0.0017585564 -0.0061729819 -0.163084828740316 -0.0121671443 0.06076802792 1.6054386010266317 -0.0214548322 0.013629792082 0.36008728737928218 -0.0107804053 0.001073630749 0.028364393366501419 -0.0341088124 -0.01959753839 -0.51774996981042
20 0.0057073943 -0.01369185693 -0.3617269868396721 -0.0151836048 -0.02788796362 -0.73677581494684922 -0.0007089791 0.026396635352 0.6973762154625123 -0.0331761716 0.010126526182 0.26753404023258424 -0.0208360166 -0.03111498158 -0.82203083114798425 -0.0208850429 0.018731417658 0.49486781108783326 -0.0395063468 -0.04418669879 -1.1673742643183827 0.0026603374 0.03083874659 0.81473294225864628 0.0183014497 -0.05324700553 -1.4067397114397329 -0.0360955096 0.007231694323 0.1910550928531930 0.0037182353 -0.01695790026 -0.44801301945093631 -0.0365757029 0.021789284535 0.57565400225182832 -0.0382361404 -0.019573754 -0.51712160669303633 -0.0290707929 -0.00573746664 -0.15157889329902934 -0.0104508868 0.046514456507 1.2288716046617835 -0.0279608279 -0.06053474735 -1.5992755305451136 -0.0208837981 0.03803590162 1.0048755369714437 -0.0179141382 -0.06799104796 -1.7962645267715838 -0.0347566838 0.097408963647 2.573460348781939 -0.0143265193 0.017274439345 0.45637570751683940 0.0322480641 0.035354809836 0.93404341701280341 -0.019652183 0.044124498653 1.1657309906932142 -0.0165677819 0.064940430479 1.7156698584382143 -0.0164908428 -0.0410426234 -1.0843105190882344 -0.0389360309 -0.0393353502 -1.039205841616245 -0.003082512 -0.00839289787 -0.22173308371463946 0.0124522021 -0.03334772449 -0.88101796271293547 -0.0495950306 0.004540830053 0.11996479228680848 0.0284592996 0.00417638682 0.11033651811371749 0.0049012217 0.016397301109 0.43320247593455150 0.01142654 -0.00537204961 -0.1419248921098451 0.0003873424 0.020341510816 0.53740507607532952 0.0018664509 -0.00776229102 -0.20507299753028953 -0.0101107316 -0.01328300812 -0.35092555585947754 -0.0125386839 -0.02895929179 -0.76507937632178255 -0.0208505348 -0.10692137648 -2.8247700467691556 -0.0128463158 -0.00531349047 -0.140377810455166
Intercept (Rf)-0.01181998458
Beta Intercept (Rf)0.5608 -0.01180.1443 0.00510.2186 0.0382
15.1082 54.00000.0220 0.0788
F Significance F15.10823945778 0.000279796778454275
P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%0.024542069436 -0.0220640126808143 -0.0015759565 -0.0220640127 -0.00157595650.000279796778 0.271554988600038 0.8501094604 0.2715549886 0.8501094604
PROBABILITY OUTPUT
Percentile Y0.892857142857143 -0.1277719113
2.67857142857143 -0.09176029964.46428571428571 -0.0884955752
6.25 -0.08590518618.03571428571429 -0.08369304569.82142857142857 -0.078271381111.6071428571429 -0.066625412513.3928571428571 -0.057809894415.1785714285714 -0.057533466216.9642857142857 -0.0537063508
18.75 -0.051950998220.5357142857143 -0.045054200522.3214285714286 -0.043071568424.1071428571429 -0.041497975725.8928571428571 -0.034945555827.6785714285714 -0.034808259629.4642857142857 -0.0320754717
31.25 -0.0320750633.0357142857143 -0.0288638153
-0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1
-0.15-0.1
-0.050
0.050.1
0.15
X Variable 1 Residual Plot
X Variable 1
Resid
uals
34.8214285714286 -0.02474226836.6071428571429 -0.023393739738.3928571428571 -0.023049645440.1785714285714 -0.020895522441.9642857142857 -0.0181598063
43.75 -0.014786418445.5357142857143 -0.01323966547.3214285714286 -0.011475409849.1071428571429 -0.009706774550.8928571428571 -0.008074534252.6785714285714 -0.007984462754.4642857142857 -0.0079315383
56.25 -0.007825040158.0357142857143 -0.005895840259.8214285714286 -0.002209944861.6071428571429 -0.002153625363.3928571428571 065.1785714285714 0.002947920166.9642857142857 0.0060544904
68.75 0.011450381770.5357142857143 0.015060908172.3214285714286 0.017152103674.1071428571429 0.020728853275.8928571428571 0.021298522877.6785714285714 0.024472315779.4642857142857 0.0249471459
81.25 0.025687656383.0357142857143 0.032635686484.8214285714286 0.03349908486.6071428571429 0.034039820288.3928571428571 0.036063569790.1785714285714 0.040935672591.9642857142857 0.0483726486
93.75 0.048600883795.5357142857143 0.052975653797.3214285714286 0.062652279899.1071428571429 0.0676028739
-0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1
-0.15-0.1
-0.050
0.050.1
0.15
X Variable 1 Residual Plot
X Variable 1
Resid
uals
-0.1 -0.05 0 0.05 0.1
-0.15-0.1
-0.050
0.050.1
X Variable 1 Line Fit Plot
YPredicted Y
X Variable 1
Y
0 20 40 60 80 100 120
-0.15-0.1
-0.050
0.050.1
Normal Probability Plot
Sample Percentile
Y
JB Hi Fi (JBH.AX) S&P200 (AXJO.AX)Date Open High Low Close Volume Adj Close Date Open
8/3/2015 19.55 22.37 19.28 20.35 1678800 20.35 8/3/2015 5699.27/1/2015 19.49 21.19 18.77 19.31 807500 19.31 7/1/2015 54596/1/2015 21.7 21.92 19.35 19.48 754900 19.48 6/1/2015 5777.25/1/2015 19.55 21.94 18.55 21.85 691300 21.85 5/1/2015 57904/1/2015 18.66 19.69 18.06 19.59 464600 19.59 4/1/2015 5891.53/2/2015 17.5 18.89 16.92 18.67 736700 18.67 3/2/2015 5928.82/2/2015 17.01 18.07 16.55 17.48 932500 17.48 2/2/2015 5588.31/1/2015 15.79 16.88 15.59 16.75 721700 16.2 1/2/2015 5411
12/1/2014 15.5 16.4 15.06 15.79 613800 15.272 12/1/2014 531311/3/2014 15.59 16.29 15.25 15.47 779700 14.962 11/3/2014 5526.610/1/2014 15.25 16.48 14.35 15.61 1011400 15.097 10/1/2014 5292.8
9/1/2014 16.82 17.32 15.03 15.4 838400 14.894 9/1/2014 5625.98/1/2014 19.5 20.05 16.48 16.87 1079900 16.316 8/1/2014 5632.97/1/2014 18.31 19.96 18.18 19.92 499600 18.798 7/1/2014 5395.76/2/2014 18.16 19.74 17.56 18.3 853800 17.27 6/2/2014 5484.15/1/2014 19.3 20.06 17.88 18.14 755900 17.119 5/1/2014 5489.14/1/2014 18.65 21.45 18.52 19.3 789100 18.213 4/1/2014 5394.83/3/2014 18.29 20.18 17.6 18.75 876300 17.694 3/3/2014 5404.82/3/2014 18.1 19.22 17.5 18.38 1226700 17.345 2/3/2014 51901/1/2014 21.5 22.5 17.48 18 948700 16.285 1/2/2014 5352.2
12/2/2013 20.2 21.7 18.64 21.5 517400 19.451 12/2/2013 532011/1/2013 21.6 23.13 19.94 20.4 531400 18.456 11/1/2013 5425.510/1/2013 20.84 22.07 20.29 21.8 492800 19.723 10/1/2013 5218.9
9/2/2013 18.88 21.69 18.48 20.95 569700 18.954 9/2/2013 51358/1/2013 18.45 19.345 18.11 18.86 837100 17.063 8/1/2013 50527/1/2013 16.75 18.93 16.11 18.58 616800 16.526 7/1/2013 4802.66/3/2013 15.14 17.23 14.9 16.81 600900 14.952 6/3/2013 4926.65/1/2013 16 17.55 14.54 15.08 619400 13.413 5/1/2013 5187.34/1/2013 14.76 16.66 14.51 16 532400 14.232 4/2/2013 4966.53/1/2013 12.95 15.65 12.93 14.76 991000 13.129 3/1/2013 5104.12/1/2013 9.95 13.04 9.9 12.95 1541100 11.519 2/1/2013 4878.81/1/2013 10.35 10.91 9.74 9.9 813200 8.311 1/2/2013 4648.9
12/3/2012 9.95 10.57 9.93 10.35 936300 8.688 12/3/2012 450611/1/2012 10.27 10.87 9.65 9.93 1017300 8.336 11/1/2012 451710/1/2012 8.97 10.58 8.92 10.25 951600 8.604 10/1/2012 4387
9/3/2012 9.16 9.18 8.47 9.07 534600 7.614 9/3/2012 43108/1/2012 8.87 10 8.7 9.13 623300 7.664 8/1/2012 4269.27/2/2012 8.95 9.15 8.34 8.84 422700 7.247 7/2/2012 4094.66/1/2012 9.09 9.21 7.83 8.86 1002000 7.263 6/1/2012 4076.35/1/2012 9.66 10.02 8.9 9.17 683600 7.517 5/1/2012 4398.64/2/2012 11 11 9.63 9.66 900500 7.919 4/2/2012 4349.43/1/2012 11.4 11.44 10.27 10.96 1054900 8.985 3/1/2012 42912/1/2012 12.59 12.86 11.11 11.4 982300 9.345 2/1/2012 4258.91/2/2012 11.29 12.62 11.11 12.6 713400 9.717 1/3/2012 4069.9
12/1/2011 15.8 16.29 11.1 11.29 1322000 8.707 12/1/2011 4157.511/1/2011 15.8 16.75 14.99 15.55 753700 11.992 11/1/2011 4278.1
10/3/2011 15.05 16.82 13.41 15.82 1222900 12.2 10/3/2011 3990.69/1/2011 14.94 15.63 14.13 15.2 781000 11.722 9/1/2011 4297.98/1/2011 15.15 16.05 13.35 14.8 1198100 11.413 8/1/2011 4440.97/1/2011 17.07 17.34 14.95 15 1033500 11.258 7/1/2011 4612.26/1/2011 17.2 17.28 16.02 17.07 1269600 12.812 6/1/2011 4711.35/2/2011 18.91 19.52 16.33 17.1 1455100 12.835 5/2/2011 4826.34/1/2011 19.46 20.21 18.87 18.91 575400 14.193 4/1/2011 4836.13/1/2011 19.54 20.5 17.32 20.13 1396000 15.109 3/1/2011 4839.72/1/2011 18.42 19.74 18.36 19.56 714700 14.681 2/1/2011 4759.11/3/2011 17.9 19.92 17.51 18.45 689000 13.355 1/4/2011 4758.3
12/1/2010 18.58 18.95 17.33 17.9 861500 12.957 12/1/2010 4581.4
S&P200 (AXJO.AX) JBH Return AXJO ReturnHigh Low Close Volume Adj Close -0.0511056511 0.063978380472
5727.7 5351.5 5356.5 0 5356.5 0.00880372864 -0.0421462989165718.9 5383.7 5699.2 0 5699.2 0.12166324435 0.0582890996525777.2 5390.5 5459 0 5459 -0.1034324943 0.0022155723485901.8 5574.6 5777.2 0 5777.2 -0.0469627361 0.0175302245255996.4 5749.9 5790 0 5790 -0.0637386181 0.0063311219555996.9 5748.7 5891.5 0 5891.5 -0.0732265446 -0.0574315226015955.5 5588.3 5928.8 0 5928.8 -0.0572839506 -0.0317269672695619.5 5267.4 5588.3 0 5588.3 -0.0202985856 -0.0181112548515486.7 5142.8 5411 2.55E+08 5411 0.00902285791 0.0402032934315550.3 5292.9 5313 5.8E+08 5313 -0.0134463801 -0.0423045432735526.6 5122 5526.6 6.58E+08 5526.6 0.09547468779 0.0629345732455672.7 5253.1 5292.8 6.21E+08 5292.8 0.1521206178 0.0012442453875679.5 5425.2 5625.9 6.43E+08 5625.9 -0.0812852431 -0.0421096968045644.2 5370.9 5632.9 5.5E+08 5632.9 -0.0087434858 0.017940174862
5526 5373.6 5395.7 6.48E+08 5395.7 0.06390560196 -0.0006190081025541.7 5372.1 5492.5 6.11E+08 5492.5 -0.0284961291 -0.0171795542655554.5 5350.5 5489.1 5.88E+08 5489.1 -0.0197242003 0.0018536369025462.3 5288.5 5394.8 7.03E+08 5394.8 -0.0611127126 -0.0397424165095461.7 5052.2 5404.8 7.35E+08 5404.8 0.19441203562 0.031252446055383.4 5158.9 5190 5.2E+08 5190 -0.0511541823 -0.0059975516295367.4 5028.2 5352.2 6.35E+08 5352.2 0.0686497616 0.019811638895439.2 5284.9 5320.1 6.23E+08 5320.1 -0.0389900117 -0.0380794577465457.3 5118.9 5425.5 5.42E+08 5425.5 -0.099767859 -0.0160761661615314.3 5115.1 5218.9 6.51E+08 5218.9 -0.0314716052 -0.0161635832525168.2 5007.9 5135 7.17E+08 5135 -0.0952438582 -0.0493665680925098.5 4702.7 5052 1.09E+08 5052 -0.102929374 0.0258193473264933.3 4632.3 4802.6 0 4802.6 0.06106016551 0.0537084585185249.6 4897.9 4926.6 0 4926.6 -0.0775014053 -0.0432848255825195.1 4883.7 5191.2 0 5191.2 -0.1226292939 0.0277056474385163.5 4927.9 4966.5 0 4966.5 -0.2784963973 -0.0441410412565112.5 4869.5 5104.1 0 5104.1 0.045361569 -0.0471017082454906.2 4648.9 4878.8 0 4878.8 -0.0405156538 -0.0307593030764688.6 4500.2 4649 0 4649 0.03214971209 0.0024411895254519.3 4334.3 4506 0 4506 -0.1150627615 -0.0287801638264581.8 4375 4517 0 4517 0.00656685054 -0.016161363574
4421 4261.2 4387 0 4387 -0.0544102296 -0.0108662686074403.9 4212.7 4316.1 0 4316.1 0.00220781013 -0.0408976129084288.1 4062.3 4269.2 0 4269.2 0.03497177475 -0.0044693128914159.3 3985 4094.6 0 4094.6 0.05347878143 0.0785761708294448.5 4024.8 4076.3 0 4076.3 0.13461295618 -0.0139653144774397.9 4248.9 4396.6 0 4396.6 0.04006677796 -0.0084656286564361.1 4143.7 4335.2 0 4335.2 0.03980738363 -0.0083284413174318.8 4170.2 4298.5 0 4298.5 -0.1039415457 -0.0483496580974315.6 4069.1 4262.7 0 4262.7 0.37728264615 0.0155794767724335.2 4038.1 4056.6 0 4056.6 0.0173448966 0.04327887311
4365 3973.8 4119.8 0 4119.8 -0.0391803279 -0.067355341523
4417.6 3840.2 4298.1 0 4298.1 -0.0263606893 0.0718205595374354.6 3862.4 4008.6 0 4008.6 -0.0135810041 0.0298149884794517.4 3765.9 4296.5 0 4296.5 0.13803517499 0.0414500515164657.4 4421.1 4424.6 0 4424.6 0.00179519201 0.0217664507384724.8 4451.7 4608 0 4608 0.10580444098 0.0244037964364835.5 4582.7 4708.3 0 4708.3 0.06453885718 0.0030477082454976.4 4788.6 4823.2 40169400 4823.2 -0.0283274869 -0.0012814872414864.3 4477.4 4837.9 0 4837.9 -0.0903208228 -0.0161020530794944.4 4751.8 4831.7 76887100 4831.7 -0.0298015724 -0.0018300147624839.2 4686.5 4753.9 43505300 4753.94811.9 4557 4745.2 53885700 4745.2
Slope (): Linest():Beta: 1.09424081157386 Beta: Intercept (Rf):
1.09424081157386 -0.00187651803323Linest() + extra:
Beta Intercept (Rf)Variable 1.09424081157 -0.00187651803323Std Error 0.33829912703 0.01198001548321Accuracy 0.16230009347 0.08956549983208
10.4622251704 540.0839277481 0.4331868530492
Regression:
SUMMARY OUTPUT
Regression StatisticsMultiple R 0.40286485757R Square 0.16230009347Adjusted R Square 0.14678713224Standard Error 0.08956549983Observations 56
ANOVAdf SS MS
Regression 1 0.08392774810075 0.083927748100752Residual 54 0.4331868530492 0.00802197876017Total 55 0.51711460114995
Coefficients Standard Error t StatIntercept -0.001876518 0.01198001548321 -0.15663736293687X Variable 1 1.09424081157 0.33829912703104 3.23453631458367
RESIDUAL OUTPUT
Observation Predicted Y Residuals Standard Residuals1 0.06813123694 -0.11923688804364 -1.34355157950932 -0.0479947184 0.05679844700181 0.6400002921497613 0.06190579368 0.05975745067735 0.6733421054701454 0.00054785165 -0.10398034592995 -1.171642100899025 0.01730576908 -0.06426850516796 -0.724172301440146 0.00505125399 -0.06878987209728 -0.775118697132767 -0.0647204339 -0.00850611068792 -0.095846165039588 -0.0365934604 -0.02069049017135 -0.233138764409619 -0.0216945922 0.00139600659333 0.015730089020634
10 0.0421155664 -0.03309270849218 -0.372885954123811 -0.0481678758 0.03472149572235 0.391238996472392
12 0.06698906047 0.02848562732308 0.32097373733232413 -0.000515014 0.1526356317498 1.7198859135923914 -0.0479546668 -0.0333305762719 -0.3755662289649215 0.01775435347 -0.02649783928084 -0.2985755029628716 -0.002553862 0.06645946392382 0.74885984692517317 -0.0206750874 -0.00782104170381 -0.0881268633135718 0.00015180712 -0.01987600740918 -0.2239612387331519 -0.0453642921 -0.01574842046895 -0.1774519240060620 0.0323211839 0.1620908517193 1.8264265650054721 -0.0084392838 -0.04271489850869 -0.4813080104784922 0.01980218578 0.04884757581082 0.55041052070911323 -0.0435446148 0.00455460311981 0.05132089839026924 -0.0194677151 -0.08030014388733 -0.9048155057113625 -0.0195633705 -0.01190823473863 -0.1341810227922426 -0.0558954316 -0.03934842659623 -0.4433748781267927 0.02637606554 -0.12930543953629 -1.4570032007590628 0.0568934692 0.00416669630679 0.04694999589617229 -0.0492405407 -0.02826086457734 -0.3184411289506730 0.0284401321 -0.15106942603379 -1.7022380346674731 -0.0501774468 -0.22831895041592 -2.5726794073235932 -0.0534171295 0.09877869849449 1.1130303596617133 -0.0355346028 -0.00498105098084 -0.0561260782860334 0.00079473117 0.03135498091824 0.35330538082110835 -0.0333689479 -0.08169381365135 -0.9205192635289136 -0.0195609416 0.02612779216528 0.2944058420906737 -0.0137668326 -0.04064339703245 -0.4579664999273238 -0.0466283552 0.04883616530097 0.55028194800990839 -0.0067670226 0.04173879734659 0.47030938178549240 0.0841047349 -0.03062595347617 -0.3450907587576841 -0.0171579351 0.15177089126222 1.7101420879440142 -0.0111399544 0.05120673236746 0.57699330536560943 -0.0109898384 0.05079722204641 0.57237897629606244 -0.0547826871 -0.04915885859551 -0.5539180298692945 0.01517118127 0.36211146487314 4.0802426042073346 0.0454809912 -0.02813609460514 -0.3170352310278547 -0.0755794816 0.03639915373613 0.41014271084535948 0.07671246932 -0.10307315862482 -1.1614199879546349 0.03074825916 -0.0443292632752 -0.4994985416768150 0.04347981998 0.09455535500921 1.0654420679546751 0.02194122069 -0.02014602867974 -0.2270038165001252 0.02482711198 0.08097732899752 0.91244597258560753 0.00145840871 0.06308044847326 0.71078537500400954 -0.0032787737 -0.02504871325594 -0.2822468684974555 -0.0194960417 -0.07082478117022 -0.7980478874525856 -0.0038789949 -0.02592257757266 -0.29209350071224
F Significance F10.46222517 0.0020814096783
P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%0.876114818 -0.0258950029477 0.0221419669 -0.0258950029 0.02214196688
0.00208141 0.4159918985772 1.7724897246 0.4159918986 1.77248972457
PROBABILITY OUTPUT
Percentile Y0.8928571428571 -0.2784963972.6785714285714 -0.1226292944.4642857142857 -0.115062762
6.25 -0.1039415468.0357142857143 -0.1034324949.8214285714286 -0.10292937411.607142857143 -0.09976785913.392857142857 -0.09524385815.178571428571 -0.09032082316.964285714286 -0.081285243
18.75 -0.077501405
-0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1
-0.3-0.2-0.1
00.10.20.30.4
X Variable 1 Residual Plot
X Variable 1
Resid
uals
-0.1 -0.05 0 0.05 0.1
-0.4-0.2
00.20.40.6
X Variable 1 Line Fit Plot
YPredicted Y
X Variable 1
Y
0 20 40 60 80 100 120
-0.4-0.2
00.20.40.6
Normal Probability Plot
Sample Percentile
Y
20.535714285714 -0.07322654522.321428571429 -0.06373861824.107142857143 -0.06111271325.892857142857 -0.05728395127.678571428571 -0.0544102329.464285714286 -0.051154182
31.25 -0.05110565133.035714285714 -0.04696273634.821428571429 -0.04051565436.607142857143 -0.03918032838.392857142857 -0.03899001240.178571428571 -0.03147160541.964285714286 -0.029801572
43.75 -0.02849612945.535714285714 -0.02832748747.321428571429 -0.02636068949.107142857143 -0.02029858650.892857142857 -0.019724252.678571428571 -0.01358100454.464285714286 -0.01344638
56.25 -0.00874348658.035714285714 0.00179519259.821428571429 0.002207810161.607142857143 0.006566850563.392857142857 0.008803728665.178571428571 0.009022857966.964285714286 0.0173448966
68.75 0.032149712170.535714285714 0.034971774772.321428571429 0.039807383674.107142857143 0.04006677875.892857142857 0.04536156977.678571428571 0.053478781479.464285714286 0.0610601655
81.25 0.06390560283.035714285714 0.064538857284.821428571429 0.068649761686.607142857143 0.095474687888.392857142857 0.10580444190.178571428571 0.121663244491.964285714286 0.1346129562
93.75 0.13803517595.535714285714 0.152120617897.321428571429 0.194412035699.107142857143 0.3772826461
-0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1
-0.3-0.2-0.1
00.10.20.30.4
X Variable 1 Residual Plot
X Variable 1
Resid
uals
-0.1 -0.05 0 0.05 0.1
-0.4-0.2
00.20.40.6
X Variable 1 Line Fit Plot
YPredicted Y
X Variable 1
Y
0 20 40 60 80 100 120
-0.4-0.2
00.20.40.6
Normal Probability Plot
Sample Percentile
Y