How are returns on common stocks in overseas markets related to returns in one c

Question

How are returns on common stocks in overseas markets related to returns in one countries markets? Consider measuring the countries returns by the annual rate of return on the index A and overseas returns by the annual rate of return on index B. Both are recorded in percents. We will regress the B returns on the A returns for 29 years. Here is part of the output for this regression. The regression equation is B =-3.13 0.815A. Complete the analysis of variance table by filling in the missing boxes. (Round your answer for F to two decimal places and your answers for SS and MS to one decimal place.) Analysis of Variance Source Regression Residual Error 28 Total DF MS 5552.9 5552.9 34.36 4525.6 X161.6 29 10077.5

Explanation / Answer

here as total years N=29

hence total df =N-1=28

error df =N-2=27

source df SS MS F regression 1 5552.9 5552.9 33.14 residual 27 4524.6 167.6 total 28 10077.5

Related Questions

Navigate

• Browse (All)
• Browse H
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.