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What is the most appropriate brief summary of the regression findings? What is the expected return on gas, if the oil return is -0.05 in
What is the most appropriate brief summary of the regression findings?
What is the expected return on gas, if the oil return is -0.05 in the previous month?
In a financial study for a hedge fund, monthly returns on natural gas are regressed against returns on crude oil for the previous month. The Excel output is summarised below. SUMMARY OUTPUT Regression Statistics R Square 0.092 Standard Error 0.059 Observations 154 Coefficients P-value Intercept 0.002 0.635 Return on oil in previous month 0.211 0.000Step by Step Solution
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