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complete the following section in Stata. Make sure to include your do-file. This file shows the returns from industry based portfolios (i.e., each return represents

complete the following section in Stata. Make sure to include your do-file. This file shows the returns from industry based portfolios (i.e., each return represents returns from a size weighted portfolio based on public companies that operate in the same industry). PLEASE NOTE YOU DO NOT NEED TO GET THE RETURN. I HAVE ALREADY GIVEN IT TO YOU. Use the portfolio return with the first letter/second letter of your last name for the dependent variable based on this table.

Last Name Starts With Industry Portfolio
B Agric
Br Food
C Beer
D Smoke
G Toys
Ka Fun
Ki Books
Kl Hshld
L Clths
Ma MedEq
Me Drugs
Mi Chems
Mo Txtls
P BldMt
Q Cnstr
Sc Steel
Se Mach
St ElcEq
Sy Autos
Th Aero
Tu Ships
Up Mines
Ur Coal
V Oil

Import the data into Stata.

Get Summary Statistics of Returns and returnsmkt, and discuss.

Conduct a hypothesis test of the population mean for Returns

Run the following Regression:

Display R-squared, and Adjusted R-squared

Interpreted the coefficients, and conduct the following individual hypothesis test:

Save the residuals and predicted values. Create a scatter plot of the predicted values and returnsmkt and a line graph of predicted values and returnsmkt in the same graph. Discuss this graph.

Run the following Regression:

Display R-squared, and Adjusted R-squared, discuss the difference between each model.

Interpreted the coefficient, and conduct the following individual hypothesis test:

Conduct the following joint hypothesis test and interpret the results:

Overall significance

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