Estimate a multiple linear regression relationship with RSUK as dependent variable and RSUK three month yield (Interest rate). RBUK, RSUS, and RSJA as independent variables.

RSUK = ?? + ?? RBUK + ?? RSUS + ?? RSJA

1. Show estimated regression relationship 2. Show a t-test for statistical significance of the individual slope coefficients at the 1% level of significance. Provide the interpretation for significant slope estimates. 3. Show a test for the overall significance of the regression equation at the 1% level of significance. (Test for significance of the regression relationship) 4. Show the R-Square (Coefficient of Determination) and interpretation.

Conduct the testing procedures by both the P value method and the Critical value method Regression Statistics: Multiple R 0.741393968 R Square 0.549665015 Adjusted R Square 0.546890878 Standard Error 3.53012985 Observations 491

ANOVA df SS MS F Significance F Regression 3 7407.518268 2469.172756 198.1390679 5.66353E-84 Residual 487 6068.90476 12.46181675 Total 490 13476.42303 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 99.0% Upper 99.0% Intercept -0.01142473 0.164069696 -0.069633394 0.94451404 -0.333796597 0.310947137 -0.435702769 0.41285331 RBUK -0.007857561 0.005639514 -1.393304663 0.164163264 -0.018938343 0.003223221 -0.02244113 0.006726009 RSUS 0.715821856 0.039959213 17.91381268 1.69129E-55 0.637308112 0.7943356 0.61248884 0.819154872 RSJA 0.225371199 0.029405951 7.664135698 9.82579E-14 0.167593001 0.283149396 0.14932852 0.301413878