xchange makt auto saved) finalz
TRANSCRIPT
8/3/2019 Xchange Makt Auto Saved) Finalz
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.991378
R Square 0.98283
Adjusted R 0.981113
Standard E 0.006537
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.024463 0.024463 572.4044 3.7E-10
Residual 10 0.000427 4.27E-05
Total 11 0.02489
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept -0.32281 0.092577 -3.48697 0.005853 -0.52908 -0.11654 -0.52908 -0.11654
X Variable 1.200439 0.050175 23.92498 3.7E-10 1.088642 1.312236 1.088642 1.312236
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 1.796981 -0.00436
2 1.803412 -0.00192
3 1.875875 -0.00696
4 1.881378 0.013389
5 1.887486 0.008314
6 1.896352 0.007416
7 1.917843 -0.00121
8 1.926756 -0.003439 1.925954 -0.0028
10 1.926735 -0.00498
11 1.929453 -0.00244
12 1.931218 -0.00101
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.926248
R Square 0.857935
Adjusted R 0.843729
Standard E 0.011906
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.00856 0.00856 60.39048 1.52E-05
Residual 10 0.001417 0.000142
Total 11 0.009977
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.404258 0.219111 1.844991 0.09482 -0.08395 0.892468 -0.08395 0.892468
X Variable 0.824838 0.106141 7.771131 1.52E-05 0.58834 1.061335 0.58834 1.061335
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 2.108799 -0.02179
2 2.119221 -0.02038
3 2.153613 -0.00745
4 2.06799 -0.00034
5 2.06037 -0.00337
6 2.06758 0.00348
7 2.125325 0.010203
8 2.124605 0.0092669 2.12244 0.009015
10 2.103987 0.003219
11 2.113852 0.008223
12 2.113701 0.009931
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.966914
R Square 0.934922
Adjusted R 0.928415
Standard E 0.014385
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.029729 0.029729 143.6626 2.95E-07
Residual 10 0.002069 0.000207
Total 11 0.031798
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.071017 0.149174 0.476072 0.644253 -0.26136 0.403397 -0.26136 0.403397
X Variable 0.986648 0.082317 11.98594 2.95E-07 0.803234 1.170062 0.803234 1.170062
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 1.809575 -0.0214
2 1.815909 -0.02029
3 1.860357 -0.01313
4 1.799816 0.00342
5 1.805786 0.003061
6 1.784182 0.030866
7 1.877189 0.003526
8 1.896766 0.0030349 1.901349 0.003325
10 1.917756 0.001739
11 1.908156 0.002396
12 1.922889 0.003456
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.990388
R Square 0.980868
Adjusted R 0.978955
Standard E 0.010627
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.057902 0.057902 512.6895 6.36E-10
Residual 10 0.001129 0.000113
Total 11 0.059032
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.034683 0.078858 0.439814 0.669425 -0.14102 0.21039 -0.14102 0.21039
X Variable 0.99765 0.044061 22.64265 6.36E-10 0.899477 1.095823 0.899477 1.095823
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 1.751723 -0.01421
2 1.789061 -0.01912
3 1.829843 -0.01403
4 1.712153 0.008127
5 1.723006 0.005641
6 1.744967 0.012861
7 1.830743 0.007753
8 1.874999 0.0035579 1.878768 0.004076
10 1.887891 0.000472
11 1.879768 0.002077
12 1.923717 0.002798
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.998646
R Square 0.997294
Adjusted R 0.997023
Standard E 0.004366
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.070238 0.070238 3685.384 3.58E-14
Residual 10 0.000191 1.91E-05
Total 11 0.070429
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.057282 0.002648 21.62847 9.97E-10 0.051381 0.063183 0.051381 0.063183
X Variable 1.05321 0.017349 60.70737 3.58E-14 1.014554 1.091866 1.014554 1.091866
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 -0.24095 -0.00015
2 -0.20386 -0.00502
3 -0.16881 -0.00098
4 -0.07309 0.007676
5 -0.06465 0.004583
6 -0.09873 0.007049
7 -0.06049 -0.00044
8 -0.02684 -0.00289 -0.03517 -0.00242
10 -0.04536 -0.00331
11 -0.00223 -0.00287
12 0.010612 -0.00132
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SUMMARY OUTPUT
Regression Statistics
Multiple R 0.958878
R Square 0.919447
Adjusted R 0.911392
Standard E 0.010525
Observatio 12
ANOVA
df SS MS F gnificance F
Regression 1 0.012644 0.012644 114.1418 8.64E-07
Residual 10 0.001108 0.000111
Total 11 0.013752
Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept -0.20773 0.210182 -0.98835 0.346294 -0.67605 0.260582 -0.67605 0.260582
X Variable 1.126331 0.105425 10.68372 8.64E-07 0.891429 1.361232 0.891429 1.361232
RESIDUAL OUTPUT
bservatio Predicted Y Residuals1 1.969723 -0.00969
2 2.016532 -0.01736
3 2.063276 -0.01856
4 2.016599 0.007652
5 2.01424 0.00729
6 2.01232 0.012305
7 2.068128 0.002546
8 2.088679 -0.000839 2.077242 0.000778
10 2.048011 0.002309
11 2.031399 0.006767
12 2.044552 0.006787
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DOLLAR
Years Months Spot exchange Forward exchange Intrest rate(d) Interaest rate(f) st+1 f t ut ut-1 ut-ut-1 dw
2008 jan 62.03232 58.324 0.1065 0.04037 1.792618 1.765847 -0.00436 -0.00436 1.321378
2008 april 63.3122 59.048 0.1002 0.0261 1.801487 1.771205 -0.00192 0.002438 -0.00436
2008 aug 73.94692 67.853 0.1135 0.02175 1.86892 1.831569 -0.00696 -0.00503 -0.00192
2008 dec 78.48157 68.573 0.1477 0.0028 1.894768 1.836153 0.013389 0.020345 -0.00696
2009 jan 78.66834 69.381 0.1382 0.00383 1.8958 1.841241 0.008314 -0.00507 0.013389
2009 april 80.12488 70.571 0.1406 0.00461 1.903767 1.848626 0.007416 -0.0009 0.008314
2009 aug 82.53334 73.541 0.1253 0.0027 1.916629 1.86653 -0.00121 -0.00863 0.007416
2009 dec 83.81526 74.809 0.123 0.00233 1.923323 1.873954 -0.00343 -0.00222 -0.00121
2010 jan 83.78213 74.694 0.1236 0.00172 1.923151 1.873286 -0.0028 0.00063 -0.00343
2010 april 83.51372 74.806 0.1191 0.00242 1.921758 1.873936 -0.00498 -0.00217 -0.0028
2010 aug 84.53023 75.197 0.1267 0.00231 1.927012 1.876201 -0.00244 0.002536 -0.00498
2010 dec 85.1546 75.452 0.1313 0.0024 1.930208 1.877671 -0.00101 0.001431 -0.00244
EURO
2008 jan 91.2089 85.749 0.1065 0.04027 1.960037 1.933229 -0.00969 -0.00969 0.27
2008 april 99.80965 94.36 0.1002 0.04013 1.999173 1.974788 -0.01736 -0.00767 -0.00969
2008 aug 110.84479 103.822 0.1135 0.04296 2.044715 2.016289 -0.01856 -0.0012 -0.01736
2008 dec 105.74288 94.373 0.1477 0.0243 2.024251 1.974848 0.007652 0.026213 -0.01856
2009 jun 105.08253 93.919 0.1382 0.01729 2.021531 1.972753 0.00729 -0.00036 0.007652
2009 april 105.83402 93.551 0.1406 0.00823 2.024625 1.971048 0.012305 0.005015 0.00729
2009 aug 117.67232 104.857 0.1253 0.00275 2.070674 2.020597 0.002546 -0.00976 0.012305
2009 dec 122.41928 109.356 0.123 0.00317 2.08785 2.038843 -0.00083 -0.00337 0.002546
2010 jan 119.67966 106.829 0.1236 0.00296 2.07802 2.028689 0.000778 0.001607 -0.000832010 april 112.28446 100.632 0.1191 0.00297 2.05032 2.002736 0.002309 0.001531 0.000778
2010 aug 109.18577 97.272 0.1267 0.00377 2.038166 1.987988 0.006767 0.004458 0.002309
2010 dec 112.54829 99.923 0.1313 0.0044 2.051339 1.999665 0.006787 2E-05 0.006767
STERLING
2008 jan 122.18106 116.551 0.1065 0.05552 2.087004 2.066516 -0.02179 -0.02179 0.270576
2008 april 125.55584 119.992 0.1002 0.05145 2.098837 2.079152 -0.02038 0.00141 -0.02179
2008 aug 140.01114 132.083 0.1135 0.05045 2.146163 2.120847 -0.00745 0.012934 -0.02038
2008 dec 116.85531 104.002 0.1477 0.02147 2.067648 2.017042 -0.00034 0.007108 -0.00745
2009 jun 114.02608 101.813 0.1382 0.01629 2.057004 2.007803 -0.00337 -0.00302 -0.00034
2009 april 117.77688 103.883 0.1406 0.00605 2.07106 2.016544 0.00348 0.006846 -0.00337
2009 aug 136.62421 122.054 0.1253 0.0053 2.135528 2.086552 0.010203 0.006723 0.003482009 dec 136.10419 121.809 0.123 0.00505 2.133871 2.085679 0.009266 -0.00094 0.010203
2010 jan 135.34905 121.075 0.1236 0.00511 2.131455 2.083054 0.009015 -0.00025 0.009266
2010 april 127.99871 114.996 0.1191 0.00542 2.107206 2.060683 0.003219 -0.0058 0.009015
2010 aug 132.45728 118.207 0.1267 0.00549 2.122076 2.072643 0.008223 0.005005 0.003219
2010 dec 132.93271 118.157 0.1313 0.00556 2.123632 2.072459 0.009931 0.001708 0.008223
CANIDIAN DOLLAR
2008 jan 61.40097 57.821 0.1065 0.04199 1.788175 1.762086 -0.0214 -0.0214 0.894757
2008 april 62.46181 58.682 0.1002 0.03364 1.795615 1.768505 -0.02029 0.001106 -0.0214
2008 aug 70.34405 65.096 0.1135 0.03044 1.847227 1.813554 -0.01313 0.007165 -0.02029
2008 dec 63.56769 56.519 0.1477 0.02044 1.803236 1.752194 0.00342 0.01655 -0.01313
2009 jan 64.39431 57.312 0.1382 0.01302 1.808847 1.758246 0.003061 -0.00036 0.00342
2009 april 65.32023 54.494 0.1406 0.00395 1.815048 1.736349 0.030866 0.027805 0.003061
2009 aug 75.98264 67.704 0.1253 0.0027 1.880714 1.830614 0.003526 -0.02734 0.030866
2009 dec 79.39626 70.869 0.123 0.0024 1.8998 1.850456 0.003034 -0.00049 0.003526
2010 jan 80.2922 71.631 0.1236 0.00241 1.904673 1.855101 0.003325 0.000291 0.003034
2010 april 83.07968 74.427 0.1191 0.00255 1.919495 1.871731 0.001739 -0.00159 0.003325
2010 aug 81.38637 72.778 0.1267 0.00754 1.910552 1.862 0.002396 0.000657 0.001739
2010 dec 84.40061 75.324 0.1313 0.00964 1.926346 1.876933 0.003456 0.00106 0.002396
AUSTARLIAN DOLLAR
2008 jan 54.64005 52.612 0.1065 0.06544 1.737511 1.721085 -0.01421 -0.01421 0.583805
2008 april 58.87659 57.347 0.1002 0.07162 1.769943 1.758511 -0.01912 -0.00491 -0.01421
2008 aug 65.4351 63.007 0.1135 0.07219 1.815811 1.799389 -0.01403 0.005086 -0.01912
2008 dec 52.51469 48.02 0.1477 0.04947 1.720281 1.681422 0.008127 0.022159 -0.014032009 jan 53.53609 49.238 0.1382 0.04683 1.728647 1.6923 0.005641 -0.00249 0.008127
2009 april 57.25685 51.798 0.1406 0.03186 1.757827 1.714313 0.012861 0.00722 0.005641
2009 aug 68.94391 63.138 0.1253 0.03054 1.838496 1.800291 0.007753 -0.00511 0.012861
2009 dec 75.60595 69.928 0.123 0.03867 1.878556 1.844651 0.003557 -0.0042 0.007753
2010 jan 76.35611 70.539 0.1236 0.03801 1.882844 1.848429 0.004076 0.000519 0.003557
2010 april 77.33262 72.04 0.1191 0.04252 1.888363 1.857574 0.000472 -0.0036 0.004076
2010 aug 76.18078 70.702 0.1267 0.04567 1.881845 1.849432 0.002077 0.001606 0.000472
2010 dec 84.4336 78.25 0.1313 0.04845 1.926515 1.893484 0.002798 0.000721 0.002077
YEN
2008 jan 0.57399 0.521 0.1065 0.00576 -0.2411 -0.28316 -0.00015 -0.00015 1.027154
2008 a ril 0.61819 0.565 0.1002 0.00578 -0.20888 -0.24795 -0.00502 -0.00487 -0.00015
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2008 aug 0.67641 0.61 0.1135 0.00549 -0.16979 -0.21467 -0.00098 0.004036 -0.00502
2008 dec 0.86018 0.752 0.1477 0.00441 -0.06541 -0.12378 0.007676 0.008655 -0.00098
2009 jan 0.87083 0.766 0.1382 0.00249 -0.06007 -0.11577 0.004583 -0.00309 0.00767
2009 april 0.80969 0.711 0.1406 0.00183 -0.09168 -0.14813 0.007049 0.002466 0.004583
2009 aug 0.8691 0.773 0.1253 0.00122 -0.06093 -0.11182 -0.00044 -0.00749 0.007049
2009 dec 0.93401 0.832 0.123 0.00116 -0.02965 -0.07988 -0.0028 -0.00236 -0.0004
2010 jan 0.91709 0.817 0.1236 0.00116 -0.03759 -0.08778 -0.00242 0.000382 -0.0028
2010 april 0.89399 0.799 0.1191 0.00118 -0.04867 -0.09745 -0.00331 -0.00089 -0.00242
2010 aug 0.98833 0.878 0.1267 0.00108 -0.0051 -0.05651 -0.00287 0.000443 -0.00331
2010 dec 1.02163 0.903 0.1313 0.00096 0.009294 -0.04431 -0.00132 0.00155 -0.00287
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r2
0.981113
0.911392
0.843729
0.928415
0.978955