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Consider performing an ANOVA of 2019 log returns for all four exchanges. Write down the statistical model for this analysis. index LogRet_19 1 CAC40 0.06583
Consider performing an ANOVA of 2019 log returns for all four exchanges.
Write down the statistical model for this analysis.
index | LogRet_19 | |
1 | CAC40 | 0.06583 |
2 | CAC40 | 0.191472 |
3 | CAC40 | 0.078216 |
4 | CAC40 | 0.124351 |
5 | CAC40 | 0.126559 |
6 | CAC40 | 0.082311 |
7 | CAC40 | 0.098508 |
8 | CAC40 | 0.001164 |
9 | CAC40 | 0.136919 |
10 | CAC40 | 0.079699 |
11 | CAC40 | 0.150207 |
12 | CAC40 | 0.060585 |
13 | CAC40 | 0.089734 |
14 | CAC40 | 0.180685 |
15 | CAC40 | 0.138042 |
16 | CAC40 | 0.152829 |
17 | CAC40 | 0.117976 |
18 | CAC40 | 0.168329 |
19 | CAC40 | 0.205254 |
20 | CAC40 | 0.099806 |
21 | CAC40 | -0.03298 |
22 | CAC40 | 0.046242 |
23 | CAC40 | -0.09371 |
24 | CAC40 | -0.11169 |
25 | CAC40 | 0.115936 |
26 | CAC40 | 0.097431 |
27 | CAC40 | 0.073539 |
28 | CAC40 | 0.185301 |
29 | CAC40 | 0.047215 |
30 | CAC40 | 0.283279 |
31 | CAC40 | 0.192374 |
32 | CAC40 | -0.04236 |
33 | CAC40 | 0.027511 |
34 | CAC40 | 0.120746 |
35 | CAC40 | 0.138182 |
36 | CAC40 | 0.083985 |
37 | CAC40 | 0.175061 |
38 | DAX | 0.199697 |
39 | DAX | 0.20095 |
40 | DAX | 0.096168 |
41 | DAX | 0.04824 |
42 | DAX | 0.079836 |
43 | DAX | 0.067151 |
44 | DAX | 0.016602 |
45 | DAX | 0.111979 |
46 | DAX | -0.0166 |
47 | DAX | -0.01851 |
48 | DAX | -0.00331 |
49 | DAX | 0.127519 |
50 | DAX | 0.153169 |
51 | DAX | -0.00543 |
52 | DAX | 0.045298 |
53 | DAX | 0.071667 |
54 | DAX | 0.064272 |
55 | DAX | 0.171348 |
56 | DAX | 0.088426 |
57 | DAX | -0.01906 |
58 | DAX | 0.065058 |
59 | DAX | 0.06477 |
60 | DAX | 0.208053 |
61 | DAX | 0.143672 |
62 | DAX | 0.109911 |
63 | DAX | 0.211489 |
64 | DAX | 0.013507 |
65 | DAX | 0.162308 |
66 | DAX | 0.139871 |
67 | DAX | 0.24787 |
68 | DAX | 0.077564 |
69 | DAX | 0.15299 |
70 | DAX | 0.10241 |
71 | DAX | 0.080234 |
72 | DAX | 0.303825 |
73 | DJIA | -0.03344 |
74 | DJIA | 0.11595 |
75 | DJIA | 0.092844 |
76 | DJIA | 0.269888 |
77 | DJIA | 0.004368 |
78 | DJIA | 0.065279 |
79 | DJIA | 0.044434 |
80 | DJIA | 0.04409 |
81 | DJIA | 0.067798 |
82 | DJIA | 0.12025 |
83 | DJIA | 0.138749 |
84 | DJIA | 0.104139 |
85 | DJIA | 0.127005 |
86 | DJIA | 0.071586 |
87 | DJIA | 0.105614 |
88 | DJIA | 0.053208 |
89 | DJIA | 0.154724 |
90 | DJIA | 0.046439 |
91 | DJIA | 0.075653 |
92 | DJIA | 0.191066 |
93 | DJIA | 0.1356 |
94 | DJIA | 0.133152 |
95 | DJIA | 0.074602 |
96 | DJIA | 0.058287 |
97 | DJIA | 0.071909 |
98 | DJIA | 0.038278 |
99 | DJIA | 0.15355 |
100 | DJIA | -0.06405 |
101 | DJIA | 0.10578 |
102 | FTSE | 0.152198 |
103 | FTSE | 0.106496 |
104 | FTSE | 0.052306 |
105 | FTSE | 0.094568 |
106 | FTSE | 0.068402 |
107 | FTSE | 0.168689 |
108 | FTSE | 0.104371 |
109 | FTSE | 0.112353 |
110 | FTSE | 0.116404 |
111 | FTSE | 0.047293 |
112 | FTSE | 0.162882 |
113 | FTSE | 0.089893 |
114 | FTSE | 0.076809 |
115 | FTSE | 0.207695 |
116 | FTSE | 0.043075 |
117 | FTSE | 0.145092 |
118 | FTSE | -0.02186 |
119 | FTSE | 0.111464 |
120 | FTSE | 0.078475 |
121 | FTSE | -0.05965 |
122 | FTSE | 0.103984 |
123 | FTSE | -0.17916 |
124 | FTSE | 0.019567 |
125 | FTSE | 0.058978 |
126 | FTSE | 0.154793 |
127 | FTSE | 0.166979 |
128 | FTSE | 0.03856 |
129 | FTSE | 0.038779 |
130 | FTSE | 0.058836 |
131 | FTSE | 0.117891 |
132 | FTSE | 0.126986 |
133 | FTSE | 0.158739 |
134 | FTSE | 0.285222 |
135 | FTSE | -0.12818 |
136 | FTSE | -0.0927 |
137 | FTSE | 0.07664 |
138 | FTSE | 0.190701 |
139 | FTSE | 0.019744 |
140 | FTSE | -0.05627 |
141 | FTSE | -0.03859 |
142 | FTSE | 0.089613 |
143 | FTSE | -0.10442 |
144 | FTSE | 0.133502 |
145 | FTSE | 0.004892 |
146 | FTSE | 0.086063 |
147 | FTSE | 0.380356 |
148 | FTSE | 0.029539 |
149 | FTSE | 0.019442 |
150 | FTSE | 0.090163 |
151 | FTSE | 0.117831 |
152 | FTSE | 0.081131 |
153 | FTSE | 0.280562 |
154 | FTSE | 0.165946 |
155 | FTSE | 0.035467 |
156 | FTSE | 0.091903 |
157 | FTSE | 0.044896 |
158 | FTSE | 0.245132 |
159 | FTSE | 0.209243 |
160 | FTSE | -0.16825 |
161 | FTSE | 0.145001 |
162 | FTSE | 0.01432 |
163 | FTSE | 0.008298 |
164 | FTSE | 0.071433 |
165 | FTSE | 0.128211 |
166 | FTSE | 0.16608 |
167 | FTSE | 0.081793 |
168 | FTSE | -0.08453 |
169 | FTSE | 0.095318 |
170 | FTSE | -0.06171 |
171 | FTSE | 0.135042 |
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