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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.91
R Square 0.83
Adjusted R Square 0.82
Standard Error 3.53
Observations 68

ANOVA
df SS MS
Regression 2 3841.82 1920.91
Residual 65 809.96 12.46
Total 67 4651.77

Coefficients Standard Error t Stat


Intercept -22.82 3.1 -7.35
X Variable 1 -0.2 0.03 -6.37
X Variable 2 0.06 0 14.28

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 19.88 -5.98
2 19.41 -6.01
3 17.48 -5.76
4 16.6 -3.12
5 15.19 -2.54
6 12.78 -2.67
7 10.36 -1.85
8 14.62 -2.49
9 15.19 1.01
10 18.05 -0.88
11 22.25 -2.74
12 27.06 -1.56
13 30.92 -2.82
14 27.44 0.85
15 30.48 -3.79
16 36.86 -6.14
17 35.03 -2.33
18 33.25 3.76
19 29.9 3.24
20 32.25 3.11
21 32 5.07
22 33.89 4.4
23 41.07 0.09
24 39.55 1.85
25 38.87 0
26 37.49 1.27
27 36.98 1.3
28 40.85 -3.27
29 40.24 -3.38
30 39.41 -4.05
31 38.9 -3.99
32 39.72 -3.67
33 41.02 -3.81
34 40.61 -5.33
35 40.41 -5.3
36 38.48 -3.18
37 37 -2.94
38 36.27 -3.58
39 34.65 -1.69
40 34.79 -0.53
41 35.45 -0.86
42 34.81 -0.03
43 34.22 -1.35
44 34.26 -1.51
45 33.6 1.45
46 35.72 0
47 33.44 0.47
48 34.13 -0.46
49 33.8 -0.19
50 34.52 -0.02
51 32.87 1.78
52 32.76 3.72
53 30.65 5.55
54 30.93 5.13
55 32.5 2.7
56 30.9 5.23
57 31.64 4.86
58 30.37 4.99
59 28.83 5.29
60 28.11 5.47
61 28.45 4.34
62 28.06 5.19
63 29.91 2.49
64 29.07 2.05
65 28.16 1.79
66 28.73 1.79
67 29.07 3.45
68 27.53 6.1
F Significance F
154.16 0

P-value Lower 95% Upper 95% Lower 95.0%


0 -29.02 -16.62 -29.02
0 -0.27 -0.14 -0.27
0 0.05 0.07 0.05
Upper 95.0%
-16.62
-0.14
0.07
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.53
R Square 0.28
Adjusted R Square0.27
Standard Error 7.12
Observations 68

ANOVA
df SS MS F Significance F
Regression 1 1301.56 1301.56 25.64 0
Residual 66 3350.22 50.76
Total 67 4651.77

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%
Intercept 14.67 3.34 4.39 0 8 21.35
X Variable 1 0.18 0.04 5.06 0 0.11 0.25

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 30.18 -16.28
2 28.87 -15.47
3 27.03 -15.31
4 27.79 -14.31
5 26.63 -13.98
6 24.85 -14.74
7 23.71 -15.2
8 24.68 -12.55
9 28.2 -12
10 25.33 -8.16
11 25.42 -5.91
12 31.44 -5.94
13 34.1 -6
14 36.35 -8.06
15 34.34 -7.65
16 35 -4.28
17 35.83 -3.13
18 34.13 2.88
19 37.47 -4.33
20 37.9 -2.54
21 42.78 -5.71
22 41.78 -3.49
23 39.03 2.13
24 39.19 2.21
25 37.05 1.82
26 37.29 1.47
27 40.22 -1.94
28 38.25 -0.67
29 36.28 0.58
30 33.82 1.54
31 33.54 1.37
32 34.45 1.6
33 32.27 4.94
34 31.72 3.56
35 30.71 4.4
36 30.23 5.07
37 29.86 4.2
38 29.09 3.6
39 30.18 2.78
40 30.05 4.21
41 31.57 3.02
42 31.31 3.47
43 31.1 1.77
44 31.03 1.72
45 29.96 5.09
46 28.17 7.55
47 27.96 5.95
48 28.48 5.19
49 28.34 5.27
50 28.42 6.08
51 27.65 7
52 27.75 8.73
53 27.8 8.4
54 28.79 7.27
55 28.61 6.59
56 28.85 7.28
57 29.79 6.71
58 28.93 6.43
59 28.02 6.1
60 27.84 5.74
61 27 5.79
62 27.22 6.03
63 27.62 4.78
64 27.32 3.8
65 27.42 2.53
66 27.9 2.62
67 28.57 3.95
68 29.21 4.42
0.11
8
Lower 95.0%

0.25
21.35
Upper 95.0%
Y
0
20
40

Row 3
Row 7
Row 11
Row 15
Row 19
Row 23
Row 27
Row 31
Row 35
Row 39
Row 43
X Variable 1

Row 47
Row 51
Row 55
Row 59
Row 63
Row 67
X Variable 1 Line Fit Plot

Column B
Plot

Column B
Row 67
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.85
R Square 0.72
Adjusted R Square0.71
Standard Error 4.47
Observations 68

ANOVA
df SS MS F Significance F
Regression 1 3335.71 3335.71 167.28 0
Residual 66 1316.06 19.94
Total 67 4651.77

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%
Intercept -14.38 3.55 -4.05 0 -21.47 -7.29
X Variable 1 0.04 0 12.93 0 0.03 0.04

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 23.44 -9.54
2 22.21 -8.81
3 19.69 -7.97
4 19.68 -6.2
5 17.96 -5.31
6 15.19 -5.08
7 12.86 -4.35
8 16.22 -4.09
9 19.09 -2.89
10 18.83 -1.66
11 21.52 -2.01
12 28.84 -3.34
13 33.16 -5.06
14 32.58 -4.29
15 33.05 -6.36
16 37.51 -6.79
17 36.96 -4.26
18 34.63 2.38
19 34.93 -1.79
20 36.7 -1.34
21 40.03 -2.96
22 40.51 -2.22
23 43.03 -1.87
24 42.2 -0.8
25 40.24 -1.37
26 39.55 -0.79
27 41.33 -3.05
28 42.34 -4.76
29 40.55 -3.69
30 38.27 -2.91
31 37.75 -2.84
32 38.92 -2.87
33 38.18 -0.97
34 37.52 -2.24
35 36.68 -1.57
36 35.12 0.18
37 33.93 0.13
38 32.93 -0.24
39 32.69 0.27
40 32.69 1.57
41 34.19 0.4
42 33.6 1.18
43 33.08 -0.21
44 33.06 -0.31
45 31.88 3.17
46 31.92 3.8
47 30.35 3.56
48 31.16 2.51
49 30.84 2.77
50 31.35 3.15
51 29.77 4.88
52 29.77 6.71
53 28.49 7.71
54 29.37 6.69
55 30.22 4.98
56 29.39 6.74
57 30.53 5.97
58 29.12 6.24
59 27.5 6.62
60 26.92 6.66
61 26.54 6.25
62 26.45 6.8
63 27.9 4.5
64 27.15 3.97
65 26.65 3.3
66 27.35 3.17
67 28.05 4.47
68 27.54 6.09
-21.47
0.03
Lower 95.0%
-7.29
0.04
Upper 95.0%
Y
0
20
40

Row 3
Row 7
Row 11
Row 15
Row 19
Row 23
Row 27
Row 31
Row 35
Row 39
Row 43
X Variable 1

Row 47
Row 51
Row 55
Row 59
Row 63
Row 67
X Variable 1 Line Fit Plot

Column B
Plot

Column B
Row 67
Column1

Mean 31.13
Standard Error 1.6
Median 34.12
Mode 19.51
Standard Deviation 8.01
Sample Variance 64.14
Kurtosis 1.05
Skewness -1.58
Range 26.15
Minimum 12.13
Maximum 38.28
Sum 778.35
Count 25
Ho= the mean share price is 35 at which an investor will invest
H1=the mean share price is >35 at which an investor will invest

x
34.78
34.12
33.63
19.51
35.72
33.67
12.65
33.58
33.91
35.28
35.2
12.13
35.28
31.12
38.28
16.2
34.26
19.51
37.01
33.14
33.58
37.07
37.21
36.86
34.65

Population mean 35
Sample mean 31.13
Sample std dev 8.01
standard error 0.16

T actual -24.14
degree of freedom 24
significance level 0.05
Tcritical 1.71

Since T actual is less than T critical


Therefore we accept the null hypothesis
dependent independent 1 independent 2
Date GE SIEMENS S & P 500
Aug-09 13.9 86.84 1020.62
Jul-09 13.4 79.48 987.48
Jun-09 11.72 69.19 919.32
May-09 13.48 73.44 919.14
Apr-09 12.65 66.93 872.81
Mar-09 10.11 56.97 797.87
Feb-09 8.51 50.62 735.09
Jan-09 12.13 56.06 825.88
Dec-08 16.2 75.75 903.25
Nov-08 17.17 59.7 896.24
Oct-08 19.51 60.15 968.75
Sep-08 25.5 93.89 1166.36
Aug-08 28.1 108.8 1282.83
Jul-08 28.29 121.38 1267.38
Jun-08 26.69 110.13 1280
May-08 30.72 113.79 1400.38
Apr-08 32.7 118.45 1385.59
Mar-08 37.01 108.94 1322.7
Feb-08 33.14 127.66 1330.63
Jan-08 35.36 130.05 1378.55
Dec-07 37.07 157.36 1468.36
Nov-07 38.29 151.77 1481.14
Oct-07 41.16 136.37 1549.38
Sep-07 41.4 137.25 1526.75
Aug-07 38.87 125.3 1473.99
Jul-07 38.76 126.63 1455.27
Jun-07 38.28 143.06 1503.35
May-07 37.58 132 1530.62
Apr-07 36.86 120.97 1482.37
Mar-07 35.36 107.2 1420.86
Feb-07 34.91 105.64 1406.82
Jan-07 36.05 110.73 1438.24
Dec-06 37.21 98.55 1418.3
Nov-06 35.28 95.45 1400.63
Oct-06 35.11 89.81 1377.94
Sep-06 35.3 87.1 1335.85
Aug-06 34.06 85.05 1303.82
Jul-06 32.69 80.73 1276.66
Jun-06 32.96 86.82 1270.2
May-06 34.26 86.08 1270.09
Apr-06 34.59 94.64 1310.61
Mar-06 34.78 93.17 1294.87
Feb-06 32.87 91.98 1280.66
Jan-06 32.75 91.6 1280.08
Dec-05 35.05 85.59 1248.29
Nov-05 35.72 75.57 1249.48
Oct-05 33.91 74.42 1207.01
Sep-05 33.67 77.33 1228.81
Aug-05 33.61 76.5 1220.33
Jul-05 34.5 76.97 1234.18
Jun-05 34.65 72.65 1191.33
May-05 36.48 73.22 1191.5
Apr-05 36.2 73.52 1156.85
Mar-05 36.06 79.06 1180.59
Feb-05 35.2 78.04 1203.6
Jan-05 36.13 79.41 1181.27
Dec-04 36.5 84.67 1211.92
Nov-04 35.36 79.82 1173.82
Oct-04 34.12 74.74 1130.2
Sep-04 33.58 73.7 1114.58
Aug-04 32.79 69.05 1104.24
Jul-04 33.25 70.24 1101.72
Jun-04 32.4 72.52 1140.84
May-04 31.12 70.8 1120.68
Apr-04 29.95 71.38 1107.3
Mar-04 30.52 74.05 1126.21
Feb-04 32.52 77.8 1144.94
Jan-04 33.63 81.38 1131.13

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