1.Problem -top-down betaYou run a regression of monthly returns of Textron, an industrial conglomerate, on the S&P s00 Index andget, the following output. Assuming the risk-free rate of return is 2.00% and the equity risk premium is6.00%, answer the following questionsRegression StatisticsMultiple RR SquareAdj R SquareStandard Error0.78967030.62357910.61708910.0613324Observations60ANOVASignificancedfSSMSRegressionResidual0.361431 96.08285 6.47407E-140.00376210.361431580.218176Total590.579607StandardUpper 95%0.0092Errort StatP-valueLower 95%Coefficients-0.00710.008147-0.8703970.388-0.0234Intercept0.0001.35912.0561.70780.1742319.802186SP500What is Textron's beta? What does beta represent?a.beta is The prstatitity of market risk.proporcadb.What is the 99% confidence interval for Beta?

From the above outputs X (independent variable) - proportion of market risk Y(dependent variable) -…

Answered: 1. ( You run a regression of monthly…

College Algebra

1st Edition

ISBN:9781938168383

Author:Jay Abramson

Publisher:Jay Abramson

Chapter6: Exponential And Logarithmic Functions

Section6.8: Fitting Exponential Models To Data

Problem 5SE: What does the y -intercept on the graph of a logistic equation correspond to for a population...

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Q1: Use regression to analyze the data below. GDP Growth is your dependent variable and Jobles Claims is your indepdendent variable. Year GDP Growth (%) Jobs_Created 2019 2.33% 88000 2018 3.18% -160000 2017 2.22% -213000 2016 1.57% -147000 2015 2.88% -215000 2014 2.45% -385000 2013 1.84% -320000 2012 2.25% -439000 2011 1.55% -522000 2010 2.56% -899000 2009 -2.54% 308000 2008 -0.14% 1919000 2007 1.88% 305000 2006 2.86% -205000 2005 3.51% -111000 2004 3.80% -487000 2003 2.86% -204000 2002…
Use the Financial database from “Excel Databases.xls” on Blackboard. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Identify observation 2 in the original dataset. Use the observed values from observation 2 to find the predicted value y-hat based on your final model selected. Write your answer as a number and round your final answer to a whole number. Company Type Total Revenues Total Assets Return on Equity Earnings per Share Average Yield Dividends per Share Average P/E Ratio AFLAC 6 7251 29454 17.1 2.08 0.9 0.22 11.5 Albertson's 4 14690 5219 21.4 2.08 1.6 0.63 19 Allstate 6 20106 80918 20.1 3.56 1 0.36 10.6 Amerada Hess 7 8340 7935 0.2 0.08 1.1 0.6 698.3 American General 6 3362 80620 7.1 2.19 3 1.4 21.2 American Stores 4 19139 8536 12.2 1.01 1.4 0.34 23.5…
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2) The following results are an autoregression for US Exports to Mexico where the dependent variable is the lagged value of US Exports. Based on these regression results, what is your forecast of US Exports to Mexico for March 2005?
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