Question
Using the figures below (Date, Price, Volume) Use Linear Regression Analysis (popularly known as OLS) to explain the nature and magnitude of relation between 2
Using the figures below (Date, Price, Volume)
- Use Linear Regression Analysis (popularly known as OLS) to explain the nature and magnitude of relation between 2 variables. Interpret the regression output and discuss different parameters (regression coefficient beta, t-statistics, F-statistic, R-squared, etc.)
- Discuss Strengths and Limitations of OLS Technique.
Date Price Volume
4/13/2014 970.4787 1261493
4/20/2014 1009.98 6969288
4/27/2014 1009.082 10903283
5/4/2014 941.7504 10608710
5/11/2014 933.6704 12841475
5/18/2014 917.5109 11943320
5/25/2014 930.9772 10361357
6/1/2014 942.6481 13597813
6/8/2014 922.8973 8579276
6/15/2014 902.2488 13503179
6/22/2014 884.7425 9896997
6/29/2014 930.8572 11440908
7/6/2014 930.8572 13706538
7/13/2014 941.7977 8407806
7/20/2014 939.9742 8047755
7/27/2014 919.9166 10958739
8/3/2014 912.623 6919728
8/10/2014 940.8859 6650125
8/17/2014 943.6212 7136333
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