Mes

Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03
Nov-03
Dec-03
Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
Jul-05
Aug-05
Sep-05
Oct-05
Nov-05
Dec-05

Microsoft
-0.08201
0.00211
0.02152
0.05576
-0.03717
0.04185
0.03003
0.00417
0.04827
-0.05396
-0.01645
0.06457
0.01023
-0.04051
-0.06031
0.04813
0.00383
0.08883
-0.00245
-0.03896
0.01282
0.01157
0.06864
-0.00336
-0.01647
-0.03957
-0.03935
0.04675
0.02292
-0.03721
0.031
0.07224
-0.06026
-0.00117
0.08016
-0.05527

Exxon Caterpilla
Mobil r
-0.02261
-0.0304
0.00293
0.06867
0.02734
0.04681
0.00715
0.07622
0.04119 -0.00856
-0.01346
0.06731
-0.00919
0.21847
0.06661
0.06462
-0.02918 -0.04163
-0.00055
0.06987
-0.00355
0.0378
0.1326
0.09165
-0.00512 -0.05444
0.03996 -0.03046
-0.01375
0.04383
0.02308 -0.01227
0.0228 -0.03062
0.02682
0.05428
0.04256 -0.06974
0.00151 -0.01075
0.04837
0.1066
0.01842
0.00622
0.04673
0.1367
0.0002
0.0651
0.00663 -0.08204
0.23217
0.06678
-0.0586 -0.03798
-0.04312 -0.03259
-0.00947
0.06882
0.0226
0.01275
0.02227
0.1365
0.02451
0.02931
0.06077
0.05875
-0.11646
-0.1006
0.03883
0.09869
-0.03205 -0.00017

Johnson
&
Qualcom
Johnson McDonald's Sandisk
m
-0.00186
-0.11443 -0.24867
0.0349
-0.01781
-0.04424 0.09363 -0.08178
0.10334
0.06245 0.00839
0.04251
-0.02609
0.18257 0.43876 -0.11444
-0.03141
0.09532 0.50165
0.05395
-0.04876
0.17779
0.1164
0.07124
0.00174
0.04306 0.39734
0.04285
-0.03804
-0.02564 0.06633
0.10459
-0.00121
0.04996 0.05409
0.00823
0.01636
0.06202 0.26491
0.13967
-0.0157
0.0412 0.00273 -0.06043
0.04787
-0.03121 -0.24276
0.21055
0.03407
0.03665 -0.11275
0.08678
0.01367
0.09946 -0.06372
0.07763
-0.05917
0.00954 0.11566
0.05072
0.06526
-0.0469 -0.18371 -0.05778
0.03637
-0.03048 0.06479
0.07541
-0.00018
-0.01515 -0.12008
0.08812
-0.00772
0.05769 0.12125 -0.05166
0.05636
-0.01745 -0.03988
0.10157
-0.03046
0.03738 0.24711
0.02602
0.03639
0.03996 -0.28331
0.06557
0.03811
0.07341 0.08194
0.00048
0.05139
0.04294 0.10585
0.02042
0.02018
0.01029 -0.01081
-0.1217
0.01832
0.0213 0.08826 -0.03008
0.02378
-0.05865 0.03423
0.01609
0.02189
-0.05877 -0.14748
-0.0475
-0.01749
0.05561 0.09578
0.07079
-0.0313
-0.1031 -0.08625
-0.1143
-0.016
0.12324
0.4252
0.196
-0.00375
0.04107 0.14814
0.00811
-0.00174
0.03205 0.24234
0.12692
-0.01043
-0.05643 0.22056 -0.11151
-0.00862
0.0924 -0.13281
0.14361
-0.02672
-0.00384 0.23032 -0.05058

Procter
&
Gamble
0.000465
-0.04336
0.087833
0.013588
0.021925
-0.02875
-0.00959
-0.0066
0.063352
0.063833
-0.02086
0.037822
0.01657
0.014147
0.02312
0.013063
0.019574
0.009831
-0.03747
0.07325
-0.03305
-0.0497
0.044939
0.029918
-0.02905
-0.00263
-0.0017
0.026981
0.018467
-0.04352
0.059905
-0.0027
0.071738
-0.05365
0.021432
0.012065

S&P 500
-0.02742
-0.017
0.008358
0.081044
0.050899
0.011322
0.016224
0.017873
-0.01194
0.054962
0.007129
0.050765
0.017276
0.012209
-0.01636
-0.01679
0.012083
0.017989
-0.03429
0.002287
0.009364
0.014014
0.038595
0.032458
-0.02529
0.018903
-0.01912
-0.02011
0.029952
-0.00014
0.035968
-0.01122
0.006949
-0.01774
0.035186
-0.00095

Microsoft

Exxon Mobil

Media
0.005025556
Error tpico
0.00756193
Mediana
0.004
Moda
#N/A
Desviacin estndar
0.0454
Varianza de la muestra
0.002058581
Curtosis
-0.939971773
Coeficiente de asimetra
0.02437306
Rango
0.17084
Mnimo
-0.08201
Mximo
0.08883
Suma
0.18092
Cuenta
36

0.016637222
0.009223348
0.012785
#N/A
0.0553
0.003062526
6.584302068
1.518293912
0.34863
-0.11646
0.23217
0.59894
36

CV

9.028172547

3.326281879

BETA

0.458344807

0.73090713

r2

0.070745231

0.120927495

r2

cuanto es la relacion

Caterpillar Johnson & Johnson McDonald's

Sandisk

Qualcomm Procter & Gamble

0.030097222
0.011427209
0.040815
#N/A
0.0686
0.004700919
0.285743719
0.330594767
0.31907
-0.1006
0.21847
1.0835
36

0.005295556
0.005811
-0.001475
#N/A
0.0349
0.001215638
0.434491683
0.595957212
0.16251
-0.05917
0.10334
0.19064
36

0.024474167
0.011349395
0.037015
#N/A
0.0681
0.004637116
0.224421999
0.2101202
0.297
-0.11443
0.18257
0.88107
36

0.069261944
0.032566239
0.074135
#N/A
0.1954
0.038180157
-0.193161292
0.309347145
0.78496
-0.28331
0.50165
2.49343
36

0.028360278
0.014364491
0.038705
#N/A
0.0862
0.00742819
-0.489099945
0.002439868
0.33225
-0.1217
0.21055
1.02097
36

0.010588861
0.006177791
0.0133255
#N/A
0.0371
0.001373944
-0.555778224
0.156256397
0.141482
-0.053649
0.087833
0.381199
36

2.278059109

6.584011783

2.782377536

2.821137002

3.039002203

3.500541494

1.493204725

0.008757038

1.503201185
50%

2.604836177
160%

1.413894417

0.506533238

0.328803398

S&P
0.010095
0.004388
0.010343
#N/A
0.026329
0.000693
0.143491
0.531157
0.115335
-0.03429
0.081044
0.36343
36

EL MAS VOLATIL ES SANDISK

Resumen
Estadsticas de la regresin
Coeficiente de correlacin mltiple0.26597976
Coeficiente de determinacin R^2 0.07074523
R^2 ajustado
0.04341421
Error tpico
0.04437577
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
1 0.00509722 0.00509722 2.58845896 0.11689251
34 0.0669531 0.00196921
35 0.07205032

Regresin
Residuos
Total

Intercepcin
S&P 500

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

0.00039844 0.00793547 0.05020969 0.96024911 -0.0157284
0.45834481 0.28488637 1.60886885 0.11689251 -0.120614

Anlisis de los residuales

Observacin

Pronstico Microsoft
Residuos
1 -0.0121671 -0.0698429
2 -0.0073953 0.00950526
3 0.00422928 0.01729072
4 0.03754453 0.01821547
5 0.02372773 -0.0608977
6 0.00558782 0.03626218
7 0.00783462 0.02219538
8 0.00859043 -0.0044204
9 -0.005076 0.05334603
10 0.02558998
-0.07955
11 0.00366598 -0.020116
12 0.02366631 0.04090369
13 0.0083168 0.0019132
14 0.00599437 -0.0465044
15 -0.0070996 -0.0532104
16 -0.0072976 0.05542763
17 0.00593662 -0.0021066
18 0.0086436 0.0801864
19 -0.0153187 0.01286866
20 0.00144667 -0.0404067

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.00469038
0.00682168
0.01808826
0.01527539
-0.0111931
0.00906253
-0.0083642
-0.0088184
0.01412678
0.00033289
0.01688418
-0.0047451
0.00358348
-0.0077331
0.01652576
-3.791E-05

0.00812962
0.00474832
0.05055174
-0.0186354
-0.0052769
-0.0486325
-0.0309858
0.05556842
0.00879322
-0.0375429
0.01411582
0.07698511
-0.0638435
0.00656306
0.06363424
-0.0552321

S&P 500 Curva de regresin ajustada

Microsoft

0.1

-0.05

0.05
0
-0.05
-0.1

r crtico de F

Superior 95%Inferior 95.0%

Superior 95.0%
0.01652525 -0.0157284 0.01652525
1.03730357 -0.120614 1.03730357

0.05

S&P 500

e regresin ajustada

Microsoft
0.1

Pronstico Microsoft

Resumen
Estadsticas de la regresin
Coeficiente de correlacin mltiple0.34774631
Coeficiente de determinacin R^2 0.12092749
R^2 ajustado
0.09507242
Error tpico
0.05264375
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
1 0.01296202 0.01296202 4.67712822 0.0376909
34 0.09422637 0.00277136
35 0.1071884

Regresin
Residuos
Total

Intercepcin
S&P 500

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

0.00925851 0.00941398 0.98348493 0.33231598 -0.009873
0.73090713 0.33796565 2.16266692 0.0376909 0.0440783

Anlisis de los residuales

Observacin

Pronstico Exxon Mobil

Residuos
1 -0.0107793 -0.0118307
2 -0.0031698 0.00609983
3 0.01536743 0.01197257
4 0.06849415 -0.0613441
5 0.04646095 -0.005271
6 0.01753384 -0.0309938
7 0.02111675 -0.0303067
8 0.02232201 0.04428799
9 0.00052856 -0.0297086
10 0.04943063 -0.0499806
11 0.01446915 -0.0180191
12 0.04636301 0.08623699
13 0.02188566 -0.0270057
14 0.01818216 0.02177784
15 -0.0026984 -0.0110516
16 -0.0030141 0.02609415
17 0.01809006 0.00470994
18 0.0224068 0.0044132
19 -0.015805 0.05836502
20 0.0109301 -0.0094201

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.01610273
0.01950144
0.03746787
0.0329823
-0.0092261
0.02307485
-0.004715
-0.0054393
0.03115064
0.00915399
0.03554778
0.00105627
0.01433759
-0.0037085
0.03497621
0.00856269

0.03226727
-0.0010814
0.00926213
-0.0327823
0.01585613
0.20909515
-0.053885
-0.0376807
-0.0406206
0.01344601
-0.0132778
0.02345373
0.04643241
-0.1127515
0.00385379
-0.0406127

S&P 500 Curva de regresin ajustada

Exxon Mobil

0.3

-0.05

0.2
0.1
0
-0.1 0
-0.2

r crtico de F

Superior 95%Inferior 95.0%

Superior 95.0%
0.02839003 -0.009873 0.02839003
1.41773596 0.0440783 1.41773596

0.05
S&P 500

e regresin ajustada

Exxon Mobil
0.1

Pronstico Exxon Mobil

Resumen
Estadsticas de la regresin
Coeficiente de 0.57341381
correlacin mltiple
Coeficiente de determinacin
0.3288034 R^2
R^2 ajustado 0.30906232
Error tpico
0.0569916
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 0.05409874 0.05409874 16.6557988 0.00025646
Residuos
34 0.11043344 0.00324804
Total
35 0.16453218
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%
Intercepcin 0.01502291 0.01019149 1.47406424 0.14966385 -0.0056887 0.0357345
S&P 500
1.49320472 0.36587827 4.08115165 0.00025646 0.74965061 2.23675884

Anlisis de los residuales

Observacin
Pronstico Caterpillar
Residuos
1 -0.0259133 -0.0044867
2 -0.0103675 0.07903755
3 0.02750311 0.01930689
4 0.13603819 -0.0598182
5 0.09102553 -0.0995855
6 0.03192897 0.03538103
7 0.03924866 0.17922134
8 0.04171095 0.02290905
9 -0.0028119 -0.0388181
10 0.09709242 -0.0272224
11 0.02566796 0.01213204
12 0.09082544 0.00082456
13 0.04081951 -0.0952595
14 0.03325344 -0.0637134
15 -0.0094044 0.05323443
16 -0.0100495 -0.0022205
17 0.0330653 -0.0636853
18 0.04188417 0.01239583
19 -0.0361806 -0.0335594
20 0.01843786 -0.0291879

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.02900527
0.03594868
0.07265314
0.06348934
-0.0227402
0.04324895
-0.0135242
-0.0150039
0.05974737
0.01480938
0.06873049
-0.0017338
0.02539919
-0.011468
0.06756281
0.01360137

0.07759473
-0.0297287
0.06404686
0.00161066
-0.0592998
0.02353105
-0.0244558
-0.0175861
0.00907263
-0.0020594
0.06776951
0.03104384
0.03335081
-0.089132
0.03112719
-0.0137714

S&P 500 Curva de regresin ajustada

Caterpillar

0.3

-0.05

0.2
0.1
-0.1 0
-0.2

Inferior 95.0%
Superior 95.0%
-0.0056887 0.0357345
0.74965061 2.23675884

Caterpillar

0
0.05
S&P 500

0.1

Pronstico Caterpillar

n ajustada

Caterpillar
Pronstico Caterpillar

Resumen
Estadsticas de la regresin
Coeficiente de correlacin mltiple
0.00661295
Coeficiente de determinacin R^24.3731E-05
R^2 ajustado
-0.0293667
Error tpico
0.03537425
Observaciones
36
ANLISIS DE VARIANZA
Regresin
Residuos
Total

Intercepcin
S&P 500

Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
1 1.8606E-06 1.8606E-06 0.00148692 0.96946621
34 0.04254547 0.00125134
35 0.04254733
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%
0.00520715 0.00632578 0.82316382 0.41615138 -0.0076484
0.00875704 0.22709783 0.03856064 0.96946621 -0.4527613

Anlisis de los residuales

Observacin Pronstico Johnson & Johnson
Residuos
1 0.00496708 -0.0068271
2 0.00505825 -0.0228682
3 0.00528034 0.09805966
4 0.00591686 -0.0320069
5 0.00565288 -0.0370629
6 0.0053063 -0.0540663
7 0.00534923 -0.0036092
8 0.00536367 -0.0434037
9 0.00510256 -0.0063126
10 0.00568846 0.01067154
11 0.00526958 -0.0209696
12 0.0056517 0.0422183
13 0.00535844 0.02871156
14 0.00531407 0.00835593
15 0.00506389 -0.0642339
16 0.00506011 0.06019989
17 0.00531296 0.03105704
18 0.00536468 -0.0055447
19 0.00490686 -0.0126269
20 0.00522718 0.05113282

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.00528915
0.00532987
0.00554513
0.00549139
0.00498569
0.00537269
0.00503973
0.00503106
0.00546944
0.0052059
0.00552212
0.00510888
0.005268
0.00505179
0.00551528
0.00519881

-0.0357492
0.03106013
0.03256487
0.04589861
0.01519431
0.01294731
0.01874027
0.01685894
-0.0229594
-0.0365059
-0.0215221
-0.0088589
-0.007008
-0.0154818
-0.0141353
-0.0319188

Johnson & Johnson

S&P 500 Curva de regresin ajustada

-0.05

r crtico de F

Superior 95%Inferior 95.0%

Superior 95.0%
0.01806268 -0.0076484 0.01806268
0.47027535 -0.4527613 0.47027535

0.15
0.1
0.05
0
-0.05 0
-0.1

0.05
S&P 500

e regresin ajustada
Johnson & Johnson

0.1

Pronstico Johnson &

Johnson

Resumen
Estadsticas de la regresin
Coeficiente de 0.58121034
correlacin mltiple
Coeficiente de 0.33780546
determinacin R^2
R^2 ajustado 0.31832915
Error tpico 0.05622265
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 0.05482551 0.05482551 17.3444284 0.00020149
Residuos
34 0.10747355 0.00316099
Total
35 0.16229905
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%
Intercepcin 0.00929893 0.01005398 0.92490069 0.36153591 -0.0111332 0.02973108
S&P 500
1.50320119 0.36094174 4.16466426 0.00020149 0.76967931 2.23672306

Anlisis de los residuales

Observacin
Pronstico McDonald's
Residuos
1 -0.0319113 -0.0825187
2 -0.0162615 -0.0279785
3 0.02186269 0.04058731
4 0.13112437 0.05144563
5 0.08581037 0.00950963
6 0.02631818 0.15147182
7 0.03368687 0.00937313
8 0.03616565 -0.0618056
9 -0.0086553 0.0586153
10 0.09191788 -0.0298979
11 0.02001525 0.02118475
12 0.08560894 -0.1168189
13 0.03526824 0.00138176
14 0.02765152 0.07180848
15 -0.0152919 0.02483194
16 -0.0159413 -0.0309587
17 0.02746211 -0.0579421
18 0.03634002
-0.05149
19 -0.0422473 0.09993734
20 0.01273675 -0.0301868

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.02337491
0.03036479
0.06731498
0.05808984
-0.028717
0.03771395
-0.0194393
-0.0209289
0.05432282
0.00908398
0.06336607
-0.00757
0.01974468
-0.0173694
0.06219057
0.00786789

0.01400509
0.00959521
0.00609502
-0.0151498
0.03900702
-0.0164139
-0.0392107
-0.0378411
0.00128718
-0.112184
0.05987393
0.04863999
0.01230532
-0.0390606
0.03020943
-0.0117079

S&P 500 Curva de regresin ajustada

McDonald's

0.2

-0.05

0.1

-0.1
-0.2

Inferior 95.0%
Superior 95.0%
-0.0111332 0.02973108
0.76967931 2.23672306

McDonald's

0
0

0.05

S&P 500

0.1

Pronstico McDonald's

n ajustada

McDonald's
Pronstico McDonald's

Resumen
Estadsticas de la regresin
Coeficiente de 0.35099567
correlacin mltiple
Coeficiente de 0.12319796
determinacin R^2
R^2 ajustado 0.09740966
Error tpico 0.18563685
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 0.16463011 0.16463011 4.77728195 0.03582133
Residuos
34 1.1716754 0.03446104
Total
35 1.33630551
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%
Intercepcin 0.0429654 0.03319639 1.29427919 0.20429125 -0.0244978 0.11042859
S&P 500
2.60483618 1.19176322 2.18569942 0.03582133 0.18288192 5.02679044

Anlisis de los residuales

Observacin
Pronstico SandiskResiduos
1 -0.0284462 -0.2202238
2 -0.0013272 0.09495723
3 0.06473662 -0.0563466
4 0.25407174 0.18468826
5 0.17554896 0.32610104
6 0.07245735 0.04394265
7 0.08522626 0.31211374
8 0.08952164 -0.0231916
9 0.01185324 0.04223676
10 0.18613241 0.07877759
11 0.06153528 -0.0588053
12 0.17519991 -0.4179599
13 0.08796655 -0.2007165
14 0.07476784 -0.1384878
15 0.00035288 0.11530712
16 -0.0007724 -0.1829376
17 0.07443964 -0.0096496
18 0.0898238 -0.2099038
19 -0.046357 0.16760704
20 0.04892266 -0.0888027

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.06735709
0.07946957
0.14349905
0.12751317
-0.0229109
0.09220462
-0.0068339
-0.0094153
0.12098545
0.04259291
0.13665615
0.01373393
0.06106641
-0.003247
0.13461917
0.0404856

0.17975291
-0.3627796
-0.0615591
-0.0216632
0.01210091
-0.0039446
0.04106386
-0.1380647
-0.0252055
-0.1288429
0.28854385
0.13440607
0.18127359
0.223807
-0.2674292
0.1898344

S&P 500 Curva de regresin ajustada

Sandisk

1
0.5
Sandisk
0

-0.05
-0.5

Inferior 95.0%
Superior 95.0%
-0.0244978 0.11042859
0.18288192 5.02679044

Pronstico Sandisk
0

0.05
S&P 500

0.1

n ajustada

Sandisk
Pronstico Sandisk

Resumen
Estadsticas de la regresin
Coeficiente de correlacin
0.4319323 mltiple
Coeficiente de 0.18656551
determinacin R^2
R^2 ajustado 0.16264097
Error tpico 0.07886737
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 0.04850454 0.04850454 7.79808019 0.00852391
Residuos
34 0.2114821 0.00622006
Total
35 0.25998664
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%
Intercepcin 0.01408662 0.01410341 0.99880978 0.32494268 -0.014575 0.04274819
S&P 500
1.41389442 0.50631772 2.79250429 0.00852391
0.384933 2.44285583

Anlisis de los residuales

Observacin
Pronstico Qualcomm
Residuos
1 -0.0246753 0.05957529
2 -0.0099552 -0.0718248
3 0.02590395 0.01660605
4 0.12867428 -0.2431143
5 0.08605243 -0.0321024
6 0.03009473 0.04114527
7 0.03702564 0.00582436
8 0.03935716 0.06523284
9 -0.0028009 0.01103093
10 0.09179709 0.04787291
11 0.02416627 -0.0845963
12 0.08586297 0.12468703
13 0.03851306 0.04826694
14 0.03134886 0.04628114
15 -0.0090433 0.05976328
16 -0.0096541 -0.0481259
17 0.03117071 0.04423929
18 0.03952117 0.04859883
19 -0.0343972 -0.0172628
20 0.0173202 0.0842498

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.02732633
0.03390094
0.06865588
0.05997881
-0.0216708
0.04081347
-0.0129442
-0.0143454
0.05643559
0.01388443
0.06494158
-0.0017801
0.02391177
-0.0109973
0.06383591
0.01274059

-0.0013063
0.03166906
-0.0681759
-0.0395588
-0.1000292
-0.0708935
0.02903421
-0.0331546
0.01435441
-0.1281844
0.13105842
0.0098901
0.10300823
-0.1005127
0.07977409
-0.0633206

S&P 500 Curva de regresin ajustada

Qualcomm

0.3

-0.05

0.2
0.1
-0.1 0
-0.2

Inferior 95.0%
Superior 95.0%
-0.014575 0.04274819
0.384933 2.44285583

Qualcomm

0
0.05
S&P 500

0.1

Pronstico Qualcomm

n ajustada

Qualcomm
Pronstico Qualcomm

Resumen
Estadsticas de la regresin
Coeficiente de 0.35980207
correlacin mltiple
Coeficiente de 0.12945753
determinacin R^2
R^2 ajustado 0.10385334
Error tpico 0.03508925
Observaciones
36
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 0.00622536 0.00622536 5.05610729 0.03113117
Residuos
34 0.04186267 0.00123126
Total
35 0.04808803
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%
Intercepcin 0.00547527 0.00627481 0.87257872 0.38901358 -0.0072767 0.01822722
S&P 500
0.50653324 0.22526816 2.24857895 0.03113117 0.04873326 0.96433321

Anlisis de los residuales

Observacin
Pronstico Procter & Gamble
Residuos
1 -0.0084113 0.00887634
2 -0.0031378 -0.0402182
3 0.00970887 0.07812413
4 0.04652675 -0.0329387
5 0.0312573 -0.0093323
6 0.01121024 -0.0399622
7 0.01369326 -0.0232803
8 0.01452854 -0.0211295
9 -0.0005748 0.06392677
10 0.03331535 0.03051765
11 0.00908634 -0.0299433
12 0.03118943 0.00663257
13 0.01422614 0.00234386
14 0.01165953 0.00248747
15 -0.0028111 0.02593111
16 -0.0030299 0.01609293
17 0.01159571 0.00797829
18 0.01458729 -0.0047563
19 -0.0118943 -0.0255777
20 0.00663371 0.06661629

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

0.01021844
0.01257382
0.02502492
0.02191632
-0.007335
0.01505027
-0.0042086
-0.0047106
0.02064695
0.00540283
0.02369425
-0.000209
0.00899517
-0.0035111
0.02329815
0.00499305

-0.0432714
-0.0622778
0.01991408
0.00800168
-0.021714
-0.0176803
0.00251364
0.03169161
-0.00218
-0.0489208
0.03621075
-0.002487
0.06274283
-0.0501379
-0.0018661
0.00707195

S&P 500 Curva de regresin ajustada

Procter & Gamble

0.1

-0.05

0.05

-0.05
-0.1

Inferior 95.0%
Superior 95.0%
-0.0072767 0.01822722
0.04873326 0.96433321

Procter & Gamble

0
0

0.05

S&P 500

0.1

Pronstico Procter & Gamble

n ajustada

Procter & Gamble

Pronstico Procter & Gamble

permutacion

26
358800

8
336

permutaciones con repeticion

456976

combinaciones

14950

combinaciones

35

383
0.50998668