A B Type 8536 1 Company 2 AFLAC 3 Albertson's 4 Allstate 5 Amerada Hess 6 American General 7 American Stores 8 Amoco 9 Arco Chemical 10 Ashland 11 Atlantic Richfield 12 Bausch & Lomb 13 Baxter International 14 Bristol-Myers Squibb 15 Burlington Coat 16 Central Maine Power 17 Chevron 18 CIGNA 19 Cinergy 20 Dayton Hudson 21 Dillard's 22 Dominion Resources 23 Dow Chemical 24 DPL 25 E. I. DuPont DeNemours 26 Eastman Chemical 27 Edison International 28 Engelhard 29 Entergy 30 Equitable 31 Ethyl 32 Exxon 33 FPL Group 34 The GAP 35 Georgia Gulf 36 GIANT Food 37 A & P D E E F G H Total Revenues Total Assets Return on Equity Earnings per Share Average Yield Dividends per Share Average P/E Ratio 6 7251 29454 17.1 2.08 0.9 0.22 11.5 4 14690 5219 21.4 2.08 1.6 0.63 19 6 20106 80918 20.1 3.56 1 0.36 10.6 7 8340 7935 0.2 0.08 1.1 0.6 698.3 6 3362 80620 7.1 2.19 3 1.4 21.2 4 19139 12.2 1.01 1.4 0.34 23.5 7 36287 32489 16.7 2.76 3.1 1.4 16.1 2 3995 4116 6.2 1.14 6.1 2.8 40.4 7 14319 7777 9.5 3.8 2.3 1.1 12.4 7 7 19272 25322 21.8 5.41 3.8 2.83 3.8 5 1916 2773 6 0.89 2.6 1.04 2.6 5 6138 8707 11.5 1.06 2.3 1.13 47.2 5 16701 14977 44.4 3.14 2 1.52 24.1 1 1777 775 12.3 1.18 0.1 0.02 12.9 3 3 954 2299 2.4 0.16 7.8 0.9 79.6 7 41950 35473 18.6 4.95 3 2.28 15.2 6 14935 108199 13.7 4.88 2 1.1 11.4 3 4353 8858 13.3 1.59 5.1 1.8 22.4 1 27757 14191 18 1.7 1.2 0.33 16.2 1 6817 5592 9.2 2.31 0.4 0.16 15.7 3 7678 20193 7.9 2.15 6.8 2.58 17.7 2 20018 24040 23.6 7.7 3.6 3.24 11.6 3 1356 3585 13.9 1.2 5.3 0.91 14.3 2 46653 42942 21.3 2.08 2.1 1.23 27.9 2 4678 5778 16.3 3.63 3 1.76 16 3 9235 25101 12.3 1.73 4.2 1 13.6 2 2 3631 2586 6.1 0.33 1.9 61.8 3 9562 27001 4.2 1.03 6.9 1.8 25.4 6 9666 151438 12.3 2.86 0.5 0.2 13.4 7 1064 1067 53.6 0.71 5.6 0.5 12.6 7 137242 96064 19.4 3.37 2.8 1.63 17.1 3 6369 12449 12.2 3.57 3.7 1.92 14.4 1 6508 3338 33.7 1.3 0.7 0.2 22 2 966 613 228 2.39 1.1 0.32 11.8 4 4231 1522 7.9 1.18 2.4 26.9 4 10262 2995 6.9 1.66 1.2 0.35 17.8 0.38 0.78 4 6.9 1.66 1.2 17.8 2995 2270 2 5.5 1.3 10262 1311 179 3226 40.5 0.35 0.62 1.61 1.19 1.57 3 326 8.3 7.3 14 26.6 4 9.9 1.4 1.5 0.54 1227 2411 2 47 3.18 2.2 1866 6873 2578 1 1.5 14.5 13.7 3 18415 8 1.66 6.6 6 14.5 2.3 1.04 23131 21453 3.47 2.41 13.3 24.1 5 22629 1.5 0.85 6 6 3185 26.7 11.1 10.6 1.8 0.77 660 9189 12.7 3.34 0.79 4301 2.3 0.48 26.7 1 6 6 4899 0.4 0.21 3.1 77175 1462 2 1674 2.66 2.6 19 46.2 1.96 1.01 0.9 0.66 300.2 14.5 6.4 7 3.58 3.9 3010 1868 1559 2988 5 14.8 2.47 1.7 16 1 9930 20.5 3.11 2.4 16.2 12685 20857 1.2 0.5 5 5608 1.59 1.2 26 11 7.9 1 2178 2.1 1.19 16.3 3144 23637 3.53 3.74 25812 36.6 1.7 5 2 2 3048 12.6 2.47 2.9 37 A&P 38 Great Lakes Chemicals 39 Green Mountain Power Co 40 Hannaford Bros. 41 Hercules 42 Houston Industries 43 Jefferson-Pilot 44 Johnson & Johnson 45 Liberty 46 The Limited 47 Lincoln National 48 Lubrizol 49 Lyondell Petrochemical 50 Mallinkrodt 51 May Department Stores 52 McKesson 53 Mercantile Stores 54 Merck 55 Millennium Chemicals 56 Mobil 57 Monsanto 58 Morton 59 Murphy Oil 60 Mylan Laboratories 61 NALCO Chemical 62 Nevada Power 63 NIPSCO 64 Olin 65 Orion Capital 66 Owens & Minor 67 Pacific Corporation 68 J. C. Penney 69 Pennzoil 70 Pfizer 71 Pharmacia & Upjohn 72 Phillips Petroleum 73 Poe & Brown 74 PPG 4326 43559 1.69 0.6 2.12 7 65906 4.01 3.1 26.6 8.3 17.2 90.7 25.2 2 7514 16.8 7.2 12.3 10774 1.1 0.48 1.48 0.5 0.36 2 2805 1 2388 2138 7 12.3 2.6 1.35 18 5 555 2238 848 1441 13.5 2.94 0.82 2.1 0.9 0.16 22.4 2 25 2.6 1 18.3 1434 799 2339 1.65 6.8 1.6 3 3 3 10.1 14.1 14.2 14.4 2587 4937 1.53 4.1 0.9 2 2410 17.4 3 2.8 1.2 14.5 9.8 6 1591 16 4.15 1.5 0.6 5 3117 1946 3884 713 13880 23493 9.4 0.6 1.4 0.18 21.7 3 5.2 0.68 4.6 1.08 34.2 6278 30546 1 7.7 2.1 3.8 2.13 7 2654 4406 15.8 3.76 1.6 1 26.9 17.1 35.4 56.2 5 15336 1.7 1.1 0.68 12504 6710 0.61 3.1 1.08 5 7 6 6 10380 13860 194 27.9 5.8 19.9 25.1 28.5 3.61 15424 129 3 12.4 1.34 0.35 1.48 1.5 16.3 2 7379 6868 3.94 2.3 1.33 14.7 6 129 194 1.48 1.5 16.3 25.1 28.5 0.35 1.33 2 7379 6868 3.94 2.3 14.7 3 3 3049 9485 11.4 1.8 7.7 1.67 12 6 6 4190 18.7 0.3 0.24 17 2 3999 19.8 5.31 2.13 1.02 2.2 0.63 13.4 4 2300 1.8 0.32 17 5 1.95 12.5 51.2 20.3 1.5 24.6 7560 3900 885 6507 38700 985 4667 35637 6778 41296 980 0.74 0.92 1 1.8 17.4 2.99 1.28 5 20.5 0.11 27.2 0.3 2.8 7 10531 18 2.7 1 13 6 6 2114 14.7 19.5 0.9 3.1 7 29600 1 0.6 1.7 73 Poe & Brown 74 PPG 75 PP&L Resources 76 Progressive 77 Rohm & Haas 78 Ruddick 79 Schering-Plough 80 Sears, Roebuck 81 Stryker 82 Sun 83 Sunamerica 84 Texaco 85 The TJX Companies 86 Torchmark 87 Tosco 88 Travelers 89 Ultramar Diamond Shamro 90 Union Carbide 91 United States Surgical Corp 92 UNOCAL 93 UNUM 94 USX-Marathon 95 Valero Energy 96 Warner-Lambert 97 WEIS Markets 98 Wellman 99 Winn-Dixie Stores 100 WITCO 101 Zenith Nation Insurance 1.8 4.87 1.75 2.39 1.37 2.54 46667 7389 2283 13282 37609 10882 6 0.3 1.75 0.09 0.59 0.24 0.4 7 0.8 11.5 8.2 14.2 23 17 16.1 10.7 29 0.9 6 7 7 2 3.5 1.6 0.5 20.9 26.3 17.5 10.9 14.9 9.5 28.8 7.5 28.9 15.2 12.6 9.6 30.7 9.2 4.8 5 6502 1172 6064 4077 15754 2610 10967 5975 386555 5595 6964 1726 7530 13200 10565 2493 8031 972 1319 2921 7 1.1 0.79 0.16 0.8 1.94 4.53 1.21 2.65 2.59 1.58 2.03 2 6 1.3 0.56 0.76 7 2.4 15.5 17 19.8 17.2 35.7 7 5756 1.2 0.42 5 8180 1.04 1.4 0.51 4 1819 1.87 3 16.9 0.94 0.35 2 1.8 20.5 1083 13219 0.97 1.36 4 15.3 2.7 0.98 27.2 2 2187 14 1.55 2.9 1.12 24.9 2298 1252 6 601 7.8 1.57 3.7 1 17 QUESTION 6 Use the Financial database from "Excel Databases.xls" on Blackboard. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Based on your final model, what is the p-value from the test of the overall model? Write your answer as a number and round to 3 decimal places. 0.003 QUESTION 7 Use the Financial database from "Excel Databases.xls" on Blackboard. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Identify observation 2 in the original dataset. Use the observed values from observation 2 to find the predicted value y-hat based on your final model selected. Write your answer as a number and round your final answer to a whole number. QUESTION 8 Use the Manufacturing database from "Excel Databases.xls" on Blackboard. Use Excel to develop a multiple regression model to predict Cost of Materials by Number of Employees, Number of Production Workers, Value Added by Manufacture, New Capital Expenditures, and End-of-Year Inventories. Use Excel to perform a backward elimination regression analysis at a 5% level of significance. What is the test statistic of the independent variable that is dropped from the linear model in the first step. Write your answer as a number and round to 2 decimal places. A B Type 8536 1 Company 2 AFLAC 3 Albertson's 4 Allstate 5 Amerada Hess 6 American General 7 American Stores 8 Amoco 9 Arco Chemical 10 Ashland 11 Atlantic Richfield 12 Bausch & Lomb 13 Baxter International 14 Bristol-Myers Squibb 15 Burlington Coat 16 Central Maine Power 17 Chevron 18 CIGNA 19 Cinergy 20 Dayton Hudson 21 Dillard's 22 Dominion Resources 23 Dow Chemical 24 DPL 25 E. I. DuPont DeNemours 26 Eastman Chemical 27 Edison International 28 Engelhard 29 Entergy 30 Equitable 31 Ethyl 32 Exxon 33 FPL Group 34 The GAP 35 Georgia Gulf 36 GIANT Food 37 A & P D E E F G H Total Revenues Total Assets Return on Equity Earnings per Share Average Yield Dividends per Share Average P/E Ratio 6 7251 29454 17.1 2.08 0.9 0.22 11.5 4 14690 5219 21.4 2.08 1.6 0.63 19 6 20106 80918 20.1 3.56 1 0.36 10.6 7 8340 7935 0.2 0.08 1.1 0.6 698.3 6 3362 80620 7.1 2.19 3 1.4 21.2 4 19139 12.2 1.01 1.4 0.34 23.5 7 36287 32489 16.7 2.76 3.1 1.4 16.1 2 3995 4116 6.2 1.14 6.1 2.8 40.4 7 14319 7777 9.5 3.8 2.3 1.1 12.4 7 7 19272 25322 21.8 5.41 3.8 2.83 3.8 5 1916 2773 6 0.89 2.6 1.04 2.6 5 6138 8707 11.5 1.06 2.3 1.13 47.2 5 16701 14977 44.4 3.14 2 1.52 24.1 1 1777 775 12.3 1.18 0.1 0.02 12.9 3 3 954 2299 2.4 0.16 7.8 0.9 79.6 7 41950 35473 18.6 4.95 3 2.28 15.2 6 14935 108199 13.7 4.88 2 1.1 11.4 3 4353 8858 13.3 1.59 5.1 1.8 22.4 1 27757 14191 18 1.7 1.2 0.33 16.2 1 6817 5592 9.2 2.31 0.4 0.16 15.7 3 7678 20193 7.9 2.15 6.8 2.58 17.7 2 20018 24040 23.6 7.7 3.6 3.24 11.6 3 1356 3585 13.9 1.2 5.3 0.91 14.3 2 46653 42942 21.3 2.08 2.1 1.23 27.9 2 4678 5778 16.3 3.63 3 1.76 16 3 9235 25101 12.3 1.73 4.2 1 13.6 2 2 3631 2586 6.1 0.33 1.9 61.8 3 9562 27001 4.2 1.03 6.9 1.8 25.4 6 9666 151438 12.3 2.86 0.5 0.2 13.4 7 1064 1067 53.6 0.71 5.6 0.5 12.6 7 137242 96064 19.4 3.37 2.8 1.63 17.1 3 6369 12449 12.2 3.57 3.7 1.92 14.4 1 6508 3338 33.7 1.3 0.7 0.2 22 2 966 613 228 2.39 1.1 0.32 11.8 4 4231 1522 7.9 1.18 2.4 26.9 4 10262 2995 6.9 1.66 1.2 0.35 17.8 0.38 0.78 4 6.9 1.66 1.2 17.8 2995 2270 2 5.5 1.3 10262 1311 179 3226 40.5 0.35 0.62 1.61 1.19 1.57 3 326 8.3 7.3 14 26.6 4 9.9 1.4 1.5 0.54 1227 2411 2 47 3.18 2.2 1866 6873 2578 1 1.5 14.5 13.7 3 18415 8 1.66 6.6 6 14.5 2.3 1.04 23131 21453 3.47 2.41 13.3 24.1 5 22629 1.5 0.85 6 6 3185 26.7 11.1 10.6 1.8 0.77 660 9189 12.7 3.34 0.79 4301 2.3 0.48 26.7 1 6 6 4899 0.4 0.21 3.1 77175 1462 2 1674 2.66 2.6 19 46.2 1.96 1.01 0.9 0.66 300.2 14.5 6.4 7 3.58 3.9 3010 1868 1559 2988 5 14.8 2.47 1.7 16 1 9930 20.5 3.11 2.4 16.2 12685 20857 1.2 0.5 5 5608 1.59 1.2 26 11 7.9 1 2178 2.1 1.19 16.3 3144 23637 3.53 3.74 25812 36.6 1.7 5 2 2 3048 12.6 2.47 2.9 37 A&P 38 Great Lakes Chemicals 39 Green Mountain Power Co 40 Hannaford Bros. 41 Hercules 42 Houston Industries 43 Jefferson-Pilot 44 Johnson & Johnson 45 Liberty 46 The Limited 47 Lincoln National 48 Lubrizol 49 Lyondell Petrochemical 50 Mallinkrodt 51 May Department Stores 52 McKesson 53 Mercantile Stores 54 Merck 55 Millennium Chemicals 56 Mobil 57 Monsanto 58 Morton 59 Murphy Oil 60 Mylan Laboratories 61 NALCO Chemical 62 Nevada Power 63 NIPSCO 64 Olin 65 Orion Capital 66 Owens & Minor 67 Pacific Corporation 68 J. C. Penney 69 Pennzoil 70 Pfizer 71 Pharmacia & Upjohn 72 Phillips Petroleum 73 Poe & Brown 74 PPG 4326 43559 1.69 0.6 2.12 7 65906 4.01 3.1 26.6 8.3 17.2 90.7 25.2 2 7514 16.8 7.2 12.3 10774 1.1 0.48 1.48 0.5 0.36 2 2805 1 2388 2138 7 12.3 2.6 1.35 18 5 555 2238 848 1441 13.5 2.94 0.82 2.1 0.9 0.16 22.4 2 25 2.6 1 18.3 1434 799 2339 1.65 6.8 1.6 3 3 3 10.1 14.1 14.2 14.4 2587 4937 1.53 4.1 0.9 2 2410 17.4 3 2.8 1.2 14.5 9.8 6 1591 16 4.15 1.5 0.6 5 3117 1946 3884 713 13880 23493 9.4 0.6 1.4 0.18 21.7 3 5.2 0.68 4.6 1.08 34.2 6278 30546 1 7.7 2.1 3.8 2.13 7 2654 4406 15.8 3.76 1.6 1 26.9 17.1 35.4 56.2 5 15336 1.7 1.1 0.68 12504 6710 0.61 3.1 1.08 5 7 6 6 10380 13860 194 27.9 5.8 19.9 25.1 28.5 3.61 15424 129 3 12.4 1.34 0.35 1.48 1.5 16.3 2 7379 6868 3.94 2.3 1.33 14.7 6 129 194 1.48 1.5 16.3 25.1 28.5 0.35 1.33 2 7379 6868 3.94 2.3 14.7 3 3 3049 9485 11.4 1.8 7.7 1.67 12 6 6 4190 18.7 0.3 0.24 17 2 3999 19.8 5.31 2.13 1.02 2.2 0.63 13.4 4 2300 1.8 0.32 17 5 1.95 12.5 51.2 20.3 1.5 24.6 7560 3900 885 6507 38700 985 4667 35637 6778 41296 980 0.74 0.92 1 1.8 17.4 2.99 1.28 5 20.5 0.11 27.2 0.3 2.8 7 10531 18 2.7 1 13 6 6 2114 14.7 19.5 0.9 3.1 7 29600 1 0.6 1.7 73 Poe & Brown 74 PPG 75 PP&L Resources 76 Progressive 77 Rohm & Haas 78 Ruddick 79 Schering-Plough 80 Sears, Roebuck 81 Stryker 82 Sun 83 Sunamerica 84 Texaco 85 The TJX Companies 86 Torchmark 87 Tosco 88 Travelers 89 Ultramar Diamond Shamro 90 Union Carbide 91 United States Surgical Corp 92 UNOCAL 93 UNUM 94 USX-Marathon 95 Valero Energy 96 Warner-Lambert 97 WEIS Markets 98 Wellman 99 Winn-Dixie Stores 100 WITCO 101 Zenith Nation Insurance 1.8 4.87 1.75 2.39 1.37 2.54 46667 7389 2283 13282 37609 10882 6 0.3 1.75 0.09 0.59 0.24 0.4 7 0.8 11.5 8.2 14.2 23 17 16.1 10.7 29 0.9 6 7 7 2 3.5 1.6 0.5 20.9 26.3 17.5 10.9 14.9 9.5 28.8 7.5 28.9 15.2 12.6 9.6 30.7 9.2 4.8 5 6502 1172 6064 4077 15754 2610 10967 5975 386555 5595 6964 1726 7530 13200 10565 2493 8031 972 1319 2921 7 1.1 0.79 0.16 0.8 1.94 4.53 1.21 2.65 2.59 1.58 2.03 2 6 1.3 0.56 0.76 7 2.4 15.5 17 19.8 17.2 35.7 7 5756 1.2 0.42 5 8180 1.04 1.4 0.51 4 1819 1.87 3 16.9 0.94 0.35 2 1.8 20.5 1083 13219 0.97 1.36 4 15.3 2.7 0.98 27.2 2 2187 14 1.55 2.9 1.12 24.9 2298 1252 6 601 7.8 1.57 3.7 1 17 QUESTION 6 Use the Financial database from "Excel Databases.xls" on Blackboard. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Based on your final model, what is the p-value from the test of the overall model? Write your answer as a number and round to 3 decimal places. 0.003 QUESTION 7 Use the Financial database from "Excel Databases.xls" on Blackboard. Use Total Revenues, Total Assets, Return on Equity, Earnings Per Share, Average Yield, and Dividends Per Share to predict the average P/E ratio for a company. Use Excel to perform a forward selection regression analysis. Assume a 5% level of significance. Identify observation 2 in the original dataset. Use the observed values from observation 2 to find the predicted value y-hat based on your final model selected. Write your answer as a number and round your final answer to a whole number. QUESTION 8 Use the Manufacturing database from "Excel Databases.xls" on Blackboard. Use Excel to develop a multiple regression model to predict Cost of Materials by Number of Employees, Number of Production Workers, Value Added by Manufacture, New Capital Expenditures, and End-of-Year Inventories. Use Excel to perform a backward elimination regression analysis at a 5% level of significance. What is the test statistic of the independent variable that is dropped from the linear model in the first step. Write your answer as a number and round to 2 decimal places