Activity 3 - Advanced Statistical Concepts and Business Analytics
voyage
datafileforw5lecture1.xlsxRegression 1
| Company | Dividend | Price per Share |
Sharifzadeh Mamad: Javad Shakib: Below is information on the price per share and the dividend for a sample of 30 companies. a. Calculate the regression equation using selling price based on the annual dividend. Interpret the slope value. b. Determine the coefficient of determination. Interpret its value. c. Determine the coefficient of correlation. Can you conclude that it is greater than 0 using the .05 significance level? Price per share = a + b*Dividend + Error F test: H(0) : There is no correlation between price per share and dividend H(a): There is correlation between price per share and dividend t Test H(0) : Coefficients of regression are not different from zero H(a): Coefficients of regression are different from zero (significant) |
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| 1 | 3.14 | 20.00 | |||||||||
| 2 | 3.36 | 22.01 | |||||||||
| 3 | 0.46 | 31.39 | |||||||||
| 4 | 7.99 | 33.57 | |||||||||
| 5 | 0.77 | 35.86 | |||||||||
| 6 | 8.46 | 36.12 | |||||||||
| 7 | 7.62 | 36.16 | |||||||||
| 8 | 8.03 | 37.99 | |||||||||
| 9 | 6.33 | 38.85 | |||||||||
| 10 | 7.96 | 39.65 | |||||||||
| 11 | 8.95 | 43.44 | |||||||||
| 12 | 9.61 | 49.08 | |||||||||
| 13 | 11.11 | 53.73 | H0 | ||||||||
| 14 | 13.28 | 54.41 | |||||||||
| 15 | 10.22 | 55.10 | |||||||||
| 16 | 9.53 | 57.06 | |||||||||
| 17 | 12.60 | 57.40 | |||||||||
| 18 | 10.43 | 58.30 | |||||||||
| 19 | 7.97 | 59.51 | |||||||||
| 20 | 9.19 | 60.60 | |||||||||
| 21 | 16.50 | 64.01 | |||||||||
| 22 | 16.10 | 64.66 | |||||||||
| 23 | 13.76 | 64.74 | |||||||||
| 24 | 10.54 | 64.95 | |||||||||
| 25 | 21.15 | 66.43 | |||||||||
| 26 | 14.30 | 68.18 | |||||||||
| 27 | 24.42 | 69.56 | |||||||||
| 28 | 11.54 | 74.90 | |||||||||
| 29 | 17.65 | 77.91 | |||||||||
| 30 | 17.36 | 80.00 |
Regression 2
| Weekly Gross Revenue ($1000s) | Televison Advertising ($1000s) | Newspaper Advertising ($1000s) | Revenue = b0 + b1* TVAD + b2*PaperAD + Error |
Sharifzadeh Mamad: Javad Shakib: The owner of Showtime Movie Theaters, Inc., would like to predict weekly gross revenue as a function of advertising expenditures. historical data for a sample of eight weeks follow a. Find an estimated regression equation relating weekly gross revenue to television and newspaper advertising. b. Plot residuals. Does the residual plot support the assumptions about e? Explain. c. Predict the revenue for some values of the Ads that are not in the sample F - test: H(0) : The coefficient of multiple correlation is zero, or: All the regresiion coefficinets (betas) are zero H(a): The coefficient of multiple correlation is not zero or : Atleast one regression coefficient (beta) is not zero t - Test H(0) : Coefficients of regression are not different from zero H(a): Coefficients of regression are different from zero (significant) |
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| 96 | 5.0 | 1.5 | ||||||||
| 90 | 2.0 | 2.0 | ||||||||
| 95 | 4.0 | 1.5 | ||||||||
| 92 | 2.5 | 2.5 | ||||||||
| 95 | 3.0 | 3.3 | ||||||||
| 94 | 3.5 | 2.3 | ||||||||
| 94 | 2.5 | 4.2 | ||||||||
| 94 | 3.0 | 2.5 |
