Statistic quiz (regressin & random variables & portfolio analysis) Essay Example

  • Category:
    Mathematics
  • Document type:
    Math Problem
  • Level:
    Undergraduate
  • Page:
    1
  • Words:
    173

Mathematics 5

Subject: Mathematics

Question 1

None of the regression coefficients is different from zero

Question 2

statistic quiz (regressin & random variables & portfolio analysis)

statistic quiz (regressin & random variables & portfolio analysis) 1

statistic quiz (regressin & random variables & portfolio analysis) 2

statistic quiz (regressin & random variables & portfolio analysis) 3

statistic quiz (regressin & random variables & portfolio analysis) 4

statistic quiz (regressin & random variables & portfolio analysis) 5

statistic quiz (regressin & random variables & portfolio analysis) 6

statistic quiz (regressin & random variables & portfolio analysis) 7

Question 3

Dummy variable

Question 4

statistic quiz (regressin & random variables & portfolio analysis) 8

statistic quiz (regressin & random variables & portfolio analysis) 9

statistic quiz (regressin & random variables & portfolio analysis) 10

statistic quiz (regressin & random variables & portfolio analysis) 11

Question 5

Both the dummy variable and the non-dummy variable are significant

Question 6

Question 7

Two or more of the independent variables

Question 8

The standard deviations of regression coefficients are underestimated

Question 9

Correlation matrix

-0.24121

0.620616

-0.35896

0.278395

-0.16089

0.243151

-0.72429

0.325018

-0.44185

-0.27783

Pairwise correlation:

statistic quiz (regressin & random variables & portfolio analysis) 12

statistic quiz (regressin & random variables & portfolio analysis) 13

Question 10

Residential Electricity (kWh)

Residential Natural Gas (1000 ft3)

Residential Fuel Oil (gal)

Leaded Regular Gasoline

Residential Electricity (kWh)

Residential Natural Gas (1000 ft3)

0.964109644

Residential Fuel Oil (gal)

0.497928021

0.570267926

Leaded Regular Gasoline

0.6876106

0.700889858

0.9338525

Correlation between natural gas and fuel oil equals 0.570

Correlation between natural gas and gasoline equals 0.701

Correlation between gasoline and fuel oil equals 0.934

Question 11

statistic quiz (regressin & random variables & portfolio analysis) 14

0

0

statistic quiz (regressin & random variables & portfolio analysis) 15

Question 12

statistic quiz (regressin & random variables & portfolio analysis) 16

statistic quiz (regressin & random variables & portfolio analysis) 17

0

0

0

statistic quiz (regressin & random variables & portfolio analysis) 18

statistic quiz (regressin & random variables & portfolio analysis) 19

statistic quiz (regressin & random variables & portfolio analysis) 20

Question 13

statistic quiz (regressin & random variables & portfolio analysis) 21

statistic quiz (regressin & random variables & portfolio analysis) 22

statistic quiz (regressin & random variables & portfolio analysis) 23

statistic quiz (regressin & random variables & portfolio analysis) 24

Question 14

statistic quiz (regressin & random variables & portfolio analysis) 25

statistic quiz (regressin & random variables & portfolio analysis) 26

statistic quiz (regressin & random variables & portfolio analysis) 27

Question 15

A^2p(A,B)

B^2p(A,B)

ABp(A,B)

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

statistic quiz (regressin & random variables & portfolio analysis) 28

statistic quiz (regressin & random variables & portfolio analysis) 29

statistic quiz (regressin & random variables & portfolio analysis) 30

Question 16

statistic quiz (regressin & random variables & portfolio analysis) 31

statistic quiz (regressin & random variables & portfolio analysis) 32

statistic quiz (regressin & random variables & portfolio analysis) 33

statistic quiz (regressin & random variables & portfolio analysis) 34

statistic quiz (regressin & random variables & portfolio analysis) 35

Question 17

statistic quiz (regressin & random variables & portfolio analysis) 36

statistic quiz (regressin & random variables & portfolio analysis) 37

statistic quiz (regressin & random variables & portfolio analysis) 38

statistic quiz (regressin & random variables & portfolio analysis) 39

statistic quiz (regressin & random variables & portfolio analysis) 40

statistic quiz (regressin & random variables & portfolio analysis) 41

statistic quiz (regressin & random variables & portfolio analysis) 42