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Using significance level = 0.05 and the sample data provided, test if the mean 2019 log return for stocks trading on the Frankfurt Stock Exchange
Using significance level = 0.05 and the sample data provided, test if the mean 2019 log return for stocks trading on the Frankfurt Stock Exchange is more than 0.045 units higher than the mean for 2020. Write down the hypotheses, the test statistic, the test decision (with reason) and conclusion
index | lr2019 | lr2020 | |
1 | FTSE | 0.152198 | 0.023106 |
2 | FTSE | 0.106496 | -0.06684 |
3 | FTSE | 0.052306 | 0.099872 |
4 | FTSE | 0.094568 | 0.047562 |
5 | FTSE | 0.068402 | 0.196239 |
6 | FTSE | 0.168689 | 0.153569 |
7 | FTSE | 0.104371 | -0.05976 |
8 | FTSE | 0.112353 | -0.01647 |
9 | FTSE | 0.116404 | 0.001021 |
10 | FTSE | 0.047293 | -0.10975 |
11 | FTSE | 0.162882 | 0.100458 |
12 | FTSE | 0.089893 | -0.06276 |
13 | FTSE | 0.076809 | -0.08803 |
14 | FTSE | 0.207695 | -0.04701 |
15 | FTSE | 0.043075 | -0.18326 |
16 | FTSE | 0.145092 | -0.01059 |
17 | FTSE | -0.02186 | -0.26737 |
18 | FTSE | 0.111464 | -0.07676 |
19 | FTSE | 0.078475 | -0.11606 |
20 | FTSE | -0.05965 | 0.073003 |
21 | FTSE | 0.103984 | -0.09068 |
22 | FTSE | -0.17916 | -0.28247 |
23 | FTSE | 0.019567 | -0.03306 |
24 | FTSE | 0.058978 | -0.14197 |
25 | FTSE | 0.154793 | 0.001638 |
26 | FTSE | 0.166979 | 0.002278 |
27 | FTSE | 0.03856 | 0.110011 |
28 | FTSE | 0.038779 | -0.10168 |
29 | FTSE | 0.058836 | -0.04613 |
30 | FTSE | 0.117891 | 0.107871 |
31 | FTSE | 0.126986 | 0.036695 |
32 | FTSE | 0.158739 | 0.214345 |
33 | FTSE | 0.285222 | -0.00687 |
34 | FTSE | -0.12818 | 0.246571 |
35 | FTSE | -0.0927 | -0.00436 |
36 | FTSE | 0.07664 | -0.12242 |
37 | FTSE | 0.190701 | 0.063473 |
38 | FTSE | 0.019744 | -0.10341 |
39 | FTSE | -0.05627 | -0.15612 |
40 | FTSE | -0.03859 | -0.19378 |
41 | FTSE | 0.089613 | -0.0455 |
42 | FTSE | -0.10442 | -0.08536 |
43 | FTSE | 0.133502 | -0.19341 |
44 | FTSE | 0.004892 | -0.5923 |
45 | FTSE | 0.086063 | -0.01541 |
46 | FTSE | 0.380356 | 0.011565 |
47 | FTSE | 0.029539 | -0.09183 |
48 | FTSE | 0.019442 | 0.095547 |
49 | FTSE | 0.090163 | -0.1671 |
50 | FTSE | 0.117831 | -0.05623 |
51 | FTSE | 0.081131 | -0.2343 |
52 | FTSE | 0.280562 | 0.065327 |
53 | FTSE | 0.165946 | -0.12985 |
54 | FTSE | 0.035467 | -0.01318 |
55 | FTSE | 0.091903 | -0.03809 |
56 | FTSE | 0.044896 | -0.15635 |
57 | FTSE | 0.245132 | 0.004188 |
58 | FTSE | 0.209243 | 0.252396 |
59 | FTSE | -0.16825 | 0.028625 |
60 | FTSE | 0.145001 | 0.01145 |
61 | FTSE | 0.01432 | -0.0317 |
62 | FTSE | 0.008298 | 0.028321 |
63 | FTSE | 0.071433 | -0.02655 |
64 | FTSE | 0.128211 | 0.051131 |
65 | FTSE | 0.16608 | 0.011632 |
66 | FTSE | 0.081793 | 0.084485 |
67 | FTSE | -0.08453 | -0.78825 |
68 | FTSE | 0.095318 | -0.10956 |
69 | FTSE | -0.06171 | -0.00839 |
70 | FTSE | 0.135042 | 0.000391 |
71 | FTSE | 0.183069 | 0.023736 |
72 | FTSE | 0.141542 | -0.04089 |
73 | FTSE | -0.01386 | -0.23607 |
74 | FTSE | 0.108451 | -0.01099 |
75 | FTSE | 0.092301 | -0.04972 |
76 | FTSE | 0.097503 | -0.08407 |
77 | FTSE | 0.153717 | 0.103984 |
78 | FTSE | 0.123883 | 0.018181 |
79 | FTSE | 0.067893 | -0.18443 |
80 | FTSE | 0.091168 | -0.01172 |
81 | FTSE | 0.15212 | -0.06687 |
82 | FTSE | 0.127899 | -0.04252 |
83 | FTSE | 0.024856 | 0.004123 |
84 | FTSE | 0.1077 | -0.02287 |
85 | FTSE | 0.194035 | -0.08125 |
86 | FTSE | -0.0178 | -0.08404 |
87 | FTSE | 0.065558 | 0.119911 |
88 | FTSE | 0.024613 | -0.19402 |
89 | FTSE | 0.100283 | -0.12487 |
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