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8. Exhibit 8 contains the Excel output for regressing Anandarko Petroleum's monthly stock returns against the same period monthly returns for the S&P 500 for

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8. Exhibit 8 contains the Excel output for regressing Anandarko Petroleum's monthly stock returns against the same period monthly returns for the S&P 500 for 3 years (similar to what was done in class). If alpha is 5%, how well does this model fit the data? In your discussion, be sure to name the model, interpret its coefficients, discuss linearity, goodness of fit, and its statistical significance (whole model and its components). (10 pts) Regression Statistics for Anandarko Petroleum Multiple R R Square Adjusted R Square Standard Error Observations 0.5617 0.3155 0.2953 0.0905 36 ANOVA df SS MS F Significance F 0.00036 15.6719 Regression Residual Total 1 34 35 0.1285 0.2788 0.4073 0.1285 0.00820121 t Stat P-value Lower 95% Intercept Returns S&P 500 Coefficients Standard Error -0.0144 0.01578 2.2318 0.5637 -0.9144 3.9587 0.3669 0.00036 Upper 95% 0.0176 3.3776 -0.0465 1.0861 8. Exhibit 8 contains the Excel output for regressing Anandarko Petroleum's monthly stock returns against the same period monthly returns for the S&P 500 for 3 years (similar to what was done in class). If alpha is 5%, how well does this model fit the data? In your discussion, be sure to name the model, interpret its coefficients, discuss linearity, goodness of fit, and its statistical significance (whole model and its components). (10 pts) Regression Statistics for Anandarko Petroleum Multiple R R Square Adjusted R Square Standard Error Observations 0.5617 0.3155 0.2953 0.0905 36 ANOVA df SS MS F Significance F 0.00036 15.6719 Regression Residual Total 1 34 35 0.1285 0.2788 0.4073 0.1285 0.00820121 t Stat P-value Lower 95% Intercept Returns S&P 500 Coefficients Standard Error -0.0144 0.01578 2.2318 0.5637 -0.9144 3.9587 0.3669 0.00036 Upper 95% 0.0176 3.3776 -0.0465 1.0861

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