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Now estimate the Beta for GOLD using dat from jan-80/dec-85. Construct a 95% confidence interval for Beta. Has anything changed? Comment on supply and demand
Now estimate the Beta for GOLD using dat from jan-80/dec-85. Construct a 95% confidence interval for Beta. Has anything changed? Comment on supply and demand factors possibly alterating the Beta of gold
date | gold | market76 | rkfree76 |
1-Jan-76 | -0.10386 | 0.156 | 0.00369 |
1-Feb-76 | 0.05101 | 0.069 | 0.00369 |
1-Mar-76 | 0.01071 | 0.01 | 0.0039 |
1-Apr-76 | -0.03494 | -0.012 | 0.00383 |
1-May-76 | -0.00771 | 0.005 | 0.00415 |
1-Jun-76 | -0.00965 | 0.016 | 0.00431 |
1-Jul-76 | -0.06505 | -0.017 | 0.00416 |
1-Aug-76 | -0.06703 | -0.016 | 0.00389 |
1-Sep-76 | 0.04142 | 0.007 | 0.00412 |
1-Oct-76 | 0.01736 | -0.029 | 0.00386 |
1-Nov-76 | 0.12637 | 0 | 0.00355 |
1-Dec-76 | 0.02306 | 0.111 | 0.00345 |
1-Jan-77 | -0.01109 | 0.015 | 0.00372 |
1-Feb-77 | 0.02874 | -0.012 | 0.00362 |
1-Mar-77 | 0.08703 | 0.008 | 0.00367 |
1-Apr-77 | 0.007 | 0.004 | 0.00359 |
1-May-77 | -0.01637 | -0.005 | 0.00394 |
1-Jun-77 | -0.04394 | 0.07 | 0.004 |
1-Jul-77 | 0.04845 | -0.002 | 0.00435 |
1-Aug-77 | -0.01301 | -0.023 | 0.00445 |
1-Sep-77 | 0.03048 | 0.008 | 0.00476 |
1-Oct-77 | 0.06156 | -0.051 | 0.00473 |
1-Nov-77 | -0.02912 | 0.083 | 0.0045 |
1-Dec-77 | 0.04163 | 0.039 | 0.00467 |
1-Jan-78 | 0.07788 | -0.045 | 0.00487 |
1-Feb-78 | 0.02821 | 0.01 | 0.00494 |
1-Mar-78 | 0.03057 | 0.05 | 0.00526 |
1-Apr-78 | -0.04548 | 0.063 | 0.00491 |
1-May-78 | 0.0045 | 0.067 | 0.00513 |
1-Jun-78 | 0.04295 | 0.007 | 0.00527 |
1-Jul-78 | 0.02814 | 0.071 | 0.00528 |
1-Aug-78 | 0.09005 | 0.079 | 0.00607 |
1-Sep-78 | 0.02977 | 0.002 | 0.00645 |
1-Oct-78 | 0.07194 | -0.189 | 0.00685 |
1-Nov-78 | -0.09443 | 0.084 | 0.00719 |
1-Dec-78 | 0.00941 | 0.015 | 0.0069 |
1-Jan-79 | 0.09336 | 0.058 | 0.00761 |
1-Feb-79 | 0.08042 | 0.011 | 0.00761 |
1-Mar-79 | -0.01428 | 0.123 | 0.00769 |
1-Apr-79 | -0.01333 | 0.026 | 0.00764 |
1-May-79 | 0.07745 | 0.014 | 0.00772 |
1-Jun-79 | 0.08434 | 0.075 | 0.00715 |
1-Jul-79 | 0.05802 | -0.013 | 0.00728 |
1-Aug-79 | 0.02064 | 0.095 | 0.00789 |
1-Sep-79 | 0.18394 | 0.039 | 0.00802 |
1-Oct-79 | 0.09749 | -0.097 | 0.00913 |
1-Nov-79 | 0.00163 | 0.116 | 0.00819 |
1-Dec-79 | 0.16912 | 0.086 | 0.00747 |
1-Jan-80 | 0.47437 | 0.124 | 0.00883 |
1-Feb-80 | -0.01418 | 0.112 | 0.01073 |
1-Mar-80 | -0.1682 | -0.243 | 0.01181 |
1-Apr-80 | -0.06696 | 0.08 | 0.00753 |
1-May-80 | -0.0074 | 0.062 | 0.0063 |
1-Jun-80 | 0.16878 | 0.086 | 0.00503 |
1-Jul-80 | 0.07083 | 0.065 | 0.00602 |
1-Aug-80 | -0.02459 | 0.025 | 0.00731 |
1-Sep-80 | 0.07699 | 0.015 | 0.0086 |
1-Oct-80 | -0.02162 | 0.006 | 0.00895 |
1-Nov-80 | -0.05855 | 0.092 | 0.01137 |
1-Dec-80 | -0.04421 | -0.056 | 0.00977 |
1-Jan-81 | -0.06308 | -0.014 | 0.01092 |
1-Feb-81 | -0.1025 | -0.009 | 0.01096 |
1-Mar-81 | -0.003 | 0.067 | 0.01025 |
1-Apr-81 | -0.00774 | -0.008 | 0.01084 |
1-May-81 | -0.03053 | 0.064 | 0.01255 |
1-Jun-81 | -0.03966 | -0.003 | 0.01128 |
1-Jul-81 | -0.1126 | -0.033 | 0.01154 |
1-Aug-81 | 0.00494 | -0.031 | 0.01169 |
1-Sep-81 | 0.0808 | -0.164 | 0.01054 |
1-Oct-81 | -0.0143 | 0.062 | 0.01003 |
1-Nov-81 | -0.05686 | 0.069 | 0.00816 |
1-Dec-81 | -0.00855 | -0.039 | 0.0074 |
1-Jan-82 | -0.06156 | -0.079 | 0.00949 |
1-Feb-82 | -0.02619 | -0.101 | 0.00946 |
1-Mar-82 | -0.11714 | -0.028 | 0.01067 |
1-Apr-82 | 0.06141 | 0.041 | 0.00972 |
1-May-82 | -0.0461 | 0.003 | 0.00908 |
1-Jun-82 | -0.05799 | -0.078 | 0.00914 |
1-Jul-82 | 0.07975 | -0.006 | 0.00714 |
1-Aug-82 | 0.07607 | 0.122 | 0.00503 |
1-Sep-82 | 0.19015 | 0.008 | 0.00563 |
1-Oct-82 | -0.03079 | 0.136 | 0.0062 |
1-Nov-82 | -0.01897 | 0.049 | 0.00614 |
1-Dec-82 | 0.07367 | 0.014 | 0.00648 |
1-Jan-83 | 0.07919 | 0.065 | 0.00646 |
1-Feb-83 | 0.02199 | 0.028 | 0.00599 |
1-Mar-83 | -0.14419 | 0.043 | 0.00686 |
1-Apr-83 | 0.02952 | 0.097 | 0.00652 |
1-May-83 | 0.01291 | 0.08 | 0.00649 |
1-Jun-83 | -0.05673 | 0.048 | 0.00673 |
1-Jul-83 | 0.0256 | -0.017 | 0.00714 |
1-Aug-83 | -0.01686 | -0.034 | 0.00668 |
1-Sep-83 | -0.01158 | 0 | 0.00702 |
1-Oct-83 | -0.04246 | -0.082 | 0.00678 |
1-Nov-83 | -0.02957 | 0.066 | 0.00683 |
1-Dec-83 | 0.01488 | -0.012 | 0.00693 |
1-Jan-84 | -0.04322 | -0.029 | 0.00712 |
1-Feb-84 | 0.04059 | -0.03 | 0.00672 |
1-Mar-84 | 0.02159 | 0.003 | 0.00763 |
1-Apr-84 | -0.03213 | -0.003 | 0.00741 |
1-May-84 | -0.01126 | -0.058 | 0.00627 |
1-Jun-84 | 0.00103 | 0.005 | 0.00748 |
1-Jul-84 | -0.08266 | -0.058 | 0.00771 |
1-Aug-84 | 0.0036 | 0.146 | 0.00852 |
1-Sep-84 | -0.01942 | 0 | 0.0083 |
1-Oct-84 | -0.00217 | -0.035 | 0.00688 |
1-Nov-84 | 0.00285 | -0.019 | 0.00602 |
1-Dec-84 | -0.06479 | -0.001 | 0.00612 |
1-Jan-85 | -0.06265 | 0.097 | 0.00606 |
1-Feb-85 | 0.0172 | 0.012 | 0.00586 |
1-Mar-85 | -0.044 | 0.008 | 0.0065 |
1-Apr-85 | 0.13447 | -0.01 | 0.00601 |
1-May-85 | -0.02165 | 0.019 | 0.00512 |
1-Jun-85 | -0.01393 | -0.003 | 0.00536 |
1-Jul-85 | -0.00816 | 0.012 | 0.00562 |
1-Aug-85 | 0.03275 | 0.005 | 0.00545 |
1-Sep-85 | -0.0144 | -0.055 | 0.00571 |
1-Oct-85 | 0.01663 | 0.026 | 0.00577 |
1-Nov-85 | -0.00413 | 0.059 | 0.0054 |
1-Dec-85 | -0.02318 | 0.013 | 0.00479 |
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