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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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