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Estimating the regression statistics

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Reference no: EM131509053

Regression Statistics

Multiple R 0.583484877

R Square 0.340454602

Adjusted R Square 0.327771036

Standard Error 6.576804038

Observations 54

ANOVA

df SS MS F Significance F

Regression 1 1161.041282 1161.041282 26.84218455 3.64553E-06

Residual 52 2249.226271 43.25435136

Total 53 3410.267552

RESIDUAL OUTPUT

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%

Intercept 1.28392405 0.9633 1.3328 0.1883 -0.6490 3.2169 -0.6490 3.2169

Xt MKT 1.523646216 0.2940 5.1809 3.64553E-06 0.9335 2.1137 0.9335 2.1137

Above is my data from excel (regression about Ecess return of Yahoo(Y) against (Xt MKT)Market Excess return). I want to perform below hypothesis, what would be the following steps? I need CI.

Step 1: State the null alternative hypothesis

Ho: β=1 (neutral stock)

H1: β ≠1 (two side test)

Reference no: EM131509053

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