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Calculate a 95% confidence interval for the: mean[model] and explain what this CI represents. The model is a fitted multi regresion model: model=log_return_2020(log_return_2019 = 0.02,
Calculate a 95% confidence interval for the: mean[model] and explain what this CI represents.
The model is a fitted multi regresion model:
model=log_return_2020(log_return_2019 = 0.02, marketCap = 6.5 1010) Actual data:
| index | log_return_2019 | log_return_2020 | marketCap |
| CAC40 | 0.06583 | 0.026855 | 75400000000.00 |
| CAC40 | 0.191472 | -0.16236 | 91300000000.00 |
| CAC40 | 0.078216 | 0.042858 | 10100000000.00 |
| CAC40 | 0.124351 | -0.10954 | 65000000000.00 |
| CAC40 | 0.126559 | -0.08835 | 79400000000.00 |
| CAC40 | 0.082311 | -0.05142 | 11800000000.00 |
| CAC40 | 0.098508 | 0.066091 | 31800000000.00 |
| CAC40 | 0.001164 | -0.02758 | 12000000000.00 |
| CAC40 | 0.136919 | -0.09775 | 35100000000.00 |
| CAC40 | 0.079699 | -0.13819 | 32400000000.00 |
| CAC40 | 0.150207 | 0.054515 | 49800000000.00 |
| CAC40 | 0.060585 | -0.06076 | 32000000000.00 |
| CAC40 | 0.089734 | -0.02722 | 76100000000.00 |
| CAC40 | 0.180685 | 0.142611 | 13000000000.00 |
| CAC40 | 0.138042 | 0.120681 | 179000000000.00 |
| CAC40 | 0.152829 | 0.006774 | 69000000000.00 |
| CAC40 | 0.117976 | 0.070877 | 208000000000.00 |
| CAC40 | 0.168329 | 0.002147 | 23200000000.00 |
| CAC40 | 0.205254 | 0.091126 | 406000000000.00 |
| CAC40 | 0.099806 | -0.01684 | 21000000000.00 |
| CAC40 | -0.03298 | -0.12964 | 26400000000.00 |
| CAC40 | 0.046242 | -0.00714 | 48100000000.00 |
| CAC40 | -0.09371 | 0.004283 | 18800000000.00 |
| CAC40 | -0.11169 | -0.07171 | 12300000000.00 |
| CAC40 | 0.115936 | -0.07451 | 55400000000.00 |
| CAC40 | 0.097431 | 0.011738 | 27000000000.00 |
| CAC40 | 0.073539 | -0.05643 | 110000000000.00 |
| CAC40 | 0.185301 | 0.111564 | 84400000000.00 |
| CAC40 | 0.047215 | -0.26056 | 22000000000.00 |
| CAC40 | 0.283279 | 0.101488 | 41400000000.00 |
| CAC40 | 0.192374 | 0.09619 | 15200000000.00 |
| CAC40 | -0.04236 | -0.09175 | 27000000000.00 |
| CAC40 | 0.027511 | -0.14419 | 151000000000.00 |
| CAC40 | 0.120746 | -0.07368 | 19300000000.00 |
| CAC40 | 0.138182 | -0.08522 | 60700000000.00 |
| CAC40 | 0.083985 | 0.009319 | 9950000000.00 |
| CAC40 | 0.175061 | 0.097803 | 11400000000.00 |
| DJIA | -0.03344 | -0.00403 | 63400000000.00 |
| DJIA | 0.11595 | -0.01267 | 135000000000.00 |
| DJIA | 0.092844 | -0.02057 | 128000000000.00 |
| DJIA | 0.269888 | 0.257068 | 2480000000000.00 |
| DJIA | 0.004368 | -0.18236 | 130000000000.00 |
| DJIA | 0.065279 | 0.090797 | 129000000000.00 |
| DJIA | 0.044434 | -0.15442 | 327000000000.00 |
| DJIA | 0.04409 | -0.03009 | 199000000000.00 |
| DJIA | 0.067798 | -0.00402 | 258000000000.00 |
| DJIA | 0.12025 | 0.097852 | 195000000000.00 |
| DJIA | 0.138749 | 0.059531 | 127000000000.00 |
| DJIA | 0.104139 | 0.085048 | 327000000000.00 |
| DJIA | 0.127005 | 0.079794 | 136000000000.00 |
| DJIA | 0.071586 | -0.02728 | 123000000000.00 |
| DJIA | 0.105614 | -0.07966 | 119000000000.00 |
| DJIA | 0.053208 | 0.032984 | 417000000000.00 |
| DJIA | 0.154724 | -0.04022 | 422000000000.00 |
| DJIA | 0.046439 | 0.03578 | 195000000000.00 |
| DJIA | 0.075653 | -0.04605 | 273000000000.00 |
| DJIA | 0.191066 | 0.149342 | 2010000000000.00 |
| DJIA | 0.1356 | 0.145012 | 199000000000.00 |
| DJIA | 0.133152 | 0.04689 | 329000000000.00 |
| DJIA | 0.074602 | 0.136161 | 171000000000.00 |
| DJIA | 0.058287 | 0.010712 | 43400000000.00 |
| DJIA | 0.071909 | 0.076593 | 459000000000.00 |
| DJIA | 0.038278 | -0.01916 | 170000000000.00 |
| DJIA | 0.15355 | 0.065982 | 474000000000.00 |
| DJIA | -0.06405 | -0.1698 | 31600000000.00 |
| DJIA | 0.10578 | 0.083852 | 396000000000.00 |
| FTSE | 0.152198 | 0.023106 | 16300000000.00 |
| FTSE | 0.106496 | -0.06684 | 4730000000.00 |
| FTSE | 0.052306 | 0.099872 | 6660000000.00 |
| FTSE | 0.094568 | 0.047562 | 43100000000.00 |
| FTSE | 0.068402 | 0.196239 | 16800000000.00 |
| FTSE | 0.168689 | 0.153569 | 25100000000.00 |
| FTSE | 0.104371 | -0.05976 | 15200000000.00 |
| FTSE | 0.112353 | -0.01647 | 179000000000.00 |
| FTSE | 0.116404 | 0.001021 | 5770000000.00 |
| FTSE | 0.047293 | -0.10975 | 12500000000.00 |
| FTSE | 0.162882 | 0.100458 | 4880000000.00 |
| FTSE | 0.089893 | -0.06276 | 27700000000.00 |
| FTSE | 0.076809 | -0.08803 | 27400000000.00 |
| FTSE | 0.207695 | -0.04701 | 4790000000.00 |
| FTSE | 0.043075 | -0.18326 | 4070000000.00 |
| FTSE | 0.145092 | -0.01059 | 4620000000.00 |
| FTSE | -0.02186 | -0.26737 | 109000000000.00 |
| FTSE | 0.111464 | -0.07676 | 71100000000.00 |
| FTSE | 0.078475 | -0.11606 | 4140000000.00 |
| FTSE | -0.05965 | 0.073003 | 10400000000.00 |
| FTSE | 0.103984 | -0.09068 | 9790000000.00 |
| FTSE | -0.17916 | -0.28247 | 5820000000.00 |
| FTSE | 0.019567 | -0.03306 | 7640000000.00 |
| FTSE | 0.058978 | -0.14197 | 33600000000.00 |
| FTSE | 0.154793 | 0.001638 | 4790000000.00 |
| FTSE | 0.166979 | 0.002278 | 30200000000.00 |
| FTSE | 0.03856 | 0.110011 | 9640000000.00 |
| FTSE | 0.038779 | -0.10168 | 4580000000.00 |
| FTSE | 0.058836 | -0.04613 | 80900000000.00 |
| FTSE | 0.117891 | 0.107871 | 8060000000.00 |
| FTSE | 0.126986 | 0.036695 | 27600000000.00 |
| FTSE | 0.158739 | 0.214345 | 23000000000.00 |
| FTSE | 0.285222 | -0.00687 | 3720000000.00 |
| FTSE | -0.12818 | 0.246571 | 5810000000.00 |
| FTSE | -0.0927 | -0.00436 | 66600000000.00 |
| FTSE | 0.07664 | -0.12242 | 59300000000.00 |
| FTSE | 0.190701 | 0.063473 | 8460000000.00 |
| FTSE | 0.019744 | -0.10341 | 4190000000.00 |
| FTSE | -0.05627 | -0.15612 | 3910000000.00 |
| FTSE | -0.03859 | -0.19378 | 122000000000.00 |
| FTSE | 0.089613 | -0.0455 | 10400000000.00 |
| FTSE | -0.10442 | -0.08536 | 21000000000.00 |
| FTSE | 0.133502 | -0.19341 | 9800000000.00 |
| FTSE | 0.004892 | -0.5923 | 8320000000.00 |
| FTSE | 0.086063 | -0.01541 | 7270000000.00 |
| FTSE | 0.380356 | 0.011565 | 9390000000.00 |
| FTSE | 0.029539 | -0.09183 | 4130000000.00 |
| FTSE | 0.019442 | 0.095547 | 5790000000.00 |
| FTSE | 0.090163 | -0.1671 | 5180000000.00 |
| FTSE | 0.117831 | -0.05623 | 15400000000.00 |
| FTSE | 0.081131 | -0.2343 | 36100000000.00 |
| FTSE | 0.280562 | 0.065327 | 43100000000.00 |
| FTSE | 0.165946 | -0.12985 | 6180000000.00 |
| FTSE | 0.035467 | -0.01318 | 7220000000.00 |
| FTSE | 0.091903 | -0.03809 | 38700000000.00 |
| FTSE | 0.044896 | -0.15635 | 29000000000.00 |
| FTSE | 0.245132 | 0.004188 | 8800000000.00 |
| FTSE | 0.209243 | 0.252396 | 4700000000.00 |
| FTSE | -0.16825 | 0.028625 | 6800000000.00 |
| FTSE | 0.145001 | 0.01145 | 4630000000.00 |
| FTSE | 0.01432 | -0.0317 | 35900000000.00 |
| FTSE | 0.008298 | 0.028321 | 41300000000.00 |
| FTSE | 0.071433 | -0.02655 | 46900000000.00 |
| FTSE | 0.128211 | 0.051131 | 9370000000.00 |
| FTSE | 0.16608 | 0.011632 | 4950000000.00 |
| FTSE | 0.081793 | 0.084485 | 97900000000.00 |
| FTSE | -0.08453 | -0.78825 | 9370000000.00 |
| FTSE | 0.095318 | -0.10956 | 8360000000.00 |
| FTSE | -0.06171 | -0.00839 | 6220000000.00 |
| FTSE | 0.135042 | 0.000391 | 6650000000.00 |
| FTSE | 0.183069 | 0.023736 | 10000000000.00 |
| FTSE | 0.141542 | -0.04089 | 7020000000.00 |
| FTSE | -0.01386 | -0.23607 | 185000000000.00 |
| FTSE | 0.108451 | -0.01099 | 4810000000.00 |
| FTSE | 0.092301 | -0.04972 | 6500000000.00 |
| FTSE | 0.097503 | -0.08407 | 10100000000.00 |
| FTSE | 0.153717 | 0.103984 | 8920000000.00 |
| FTSE | 0.123883 | 0.018181 | 18900000000.00 |
| FTSE | 0.067893 | -0.18443 | 21200000000.00 |
| FTSE | 0.091168 | -0.01172 | 6860000000.00 |
| FTSE | 0.15212 | -0.06687 | 4260000000.00 |
| FTSE | 0.127899 | -0.04252 | 18700000000.00 |
| FTSE | 0.024856 | 0.004123 | 109000000000.00 |
| FTSE | 0.1077 | -0.02287 | 7170000000.00 |
| FTSE | 0.194035 | -0.08125 | 4000000000.00 |
| FTSE | -0.0178 | -0.08404 | 27500000000.00 |
| FTSE | 0.065558 | 0.119911 | 4870000000.00 |
| FTSE | 0.024613 | -0.19402 | 6350000000.00 |
| FTSE | 0.100283 | -0.12487 | 11000000000.00 |
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A Survey of Mathematics with Applications
Authors: Allen R. Angel, Christine D. Abbott, Dennis Runde
10th edition
134112105, 134112342, 9780134112343, 9780134112268, 134112261, 978-0134112107
