Stats Help

Exhibit 5 John run a regression of the daily return of Tesla on S&P 500 return usint the stock market data from 01/02/20 to 09/23/20. The following Excel output shows the partially completed regression output. ANOVA df SS MS F Significance F Regression 1 1841.0020 1841.0020 62.9994 2.05E-13 Residual 182 5318.5011 29.2225 Total 183 7159.5031 Coefficient Standard Error t Statistic p-value Intercept 0.8217 0.3985 2.0618 0.0406 S&P 500 1.2766 0.1608 7.9372 2.05E-13Question 19 6 pts Refer to Exhibit 5. What is the estimated slope value (b)? Question 20 6 pts Refer to Exhibit 5. What is the sum of squares regression?Question 21 6 pts Refer to Exhibit 5. Assume that a = 0.01. Can you reject the following null hypothesis? Ho : B1 = 0 O True O False Question 22 6 pts Refer to Exhibit 5. What is the coefficient of determination?Question 23 6 pts Refer to Exhibit 5. Mark the following statements as true or false. "Suppose you run a regression of Tesla return on S&P 500 return using the data from 01/02/20 to 1 1/30/20. Using the extended data will not change the estimated slope value." 0 True False Question 24 6 pts Refer to Exhibit 5. Mark the following statements as true or false. "if you run a regression of S&P 500 return on the Tesla return, then the estimated slope value would be positive." True 0 False