Use the International Stock Market database from “Excel Databases.xls” on Blackboard.  Use Excel to develop a multiple regression model to predict the Nikkei by the DJIA, the Nasdaq, the S&P 500, the Hang Seng, the FTSE 100, and the IPC.  Assume a 1% level of significance. What percent of residuals are within 1 standard error?  Write your answer as a number rounded to 1 decimal place.  Do not include the % sign in your answer   DATE   DJIA NASDAQ S&P 500 NIKKEI 225 HANG SENG FTSE 100 IPC 9-Feb   8270.87 1591.56 869.89 87.63 1658.5 5774.95 1351.73 9-Jan   8000.86 1476.42 825.88 97.73 1856.39 6375.22 1616.08 8-Dec   8776.39 1577.03 903.25 89.49 1820.22 6033.18 1436.55 8-Nov   8829.04 1535.57 896.24 86.68 1850.86 7041.92 1612.58 8-Oct   9336.93 1720.95 968.75 107.68 2319.76 8780.95 2284.53 8-Sep   10850.66 2091.88 1164.74 118.69 2678.44 10077.78 2554.66 8-Aug   11543.55 2367.52 1282.83 121.78 2929.61 10569.58 2700.02 8-Jul   11378.02 2325.55 1267.38 127.03 2834.06 10912.45 2814.32 8-Jun   11350.01 2292.98 1280 138.12 3182.05 11797.14 3059.82 8-May   12638.32 2522.66 1400.38 132.27 3304.82 12020.49 2886.28 8-Apr   12820.13 2412.80 1385.59 124.23 2970.75 11561.18 2996.44 8-Mar   12262.89 2279.10 1322.7 125.67 3029.8 11534.82 2757.18 8-Feb   12266.39 2271.48 1330.63 127.03 3094.02 11869.34 2721.47 8-Jan   12650.36 2389.86 1378.55 137.03 3566.91 12853.11 2706.25 7-Dec   13264.82 2652.28 1468.36 141.48 3680.01 13202.62 2744.68 7-Nov   13371.72 2660.96 1481.14 146.86 4059.75 13710.23 2887.75 7-Oct   13930.01 2859.12 1549.38 145.66 3493.38 13292.91 2824.73 7-Sep   13895.63 2701.50 1526.75 142.62 3066.91 12744.42 2795.17 7-Aug   13357.74 2596.36 1473.99 142.31 2868.1 12683.95 2738.32 7-Jul   13211.99 2546.27 1455.27 148.36 2785.83 13271.05 2918.1 7-Jun   13408.62 2603.23 1503.35 147.16 2638.3 13213.43 2979.65 7-May   13627.64 2604.52 1530.62 144.26 2597.52 12833.75 2650.22 7-Apr   13062.91 2525.09 1482.37 144.55 2534.49 12491.48 2643.28 7-Mar   12354.35 2421.64 1420.86 148.38 2476.25 11972.75 2381.06 7-Feb   12268.63 2416.15 1406.82 145.38 2617.79 12379.44 2533.66 7-Jan   12621.69 2463.93 1438.24 144.57 2567.06 12175.05 2442.83 6-Dec   12463.15 2415.29 1418.3 141.71 2403.98 11926.86 2268.27 6-Nov   12221.93 2431.77 1400.63 139.99 2372.8 11727.62 2145.5 6-Oct   12080.73 2366.71 1377.94 138.07 2251.33 11229.61 1969.79 6-Sep   11679.07 2258.43 1335.85 137.52 2240.08 11323.31 1942.88 6-Aug   11381.15 2183.75 1303.82 134.09 2175.71 10981.88 1810.7 6-Jul   11185.68 2091.47 1276.66 135.75 2101.99 10851.78 1804.9 6-Jun   11150.22 2172.09 1270.2 137.92 2016.67 10740.7 1699.2 6-May   11168.31 2178.88 1270.09 149.8 2148.93 11033.48 1870.23 6-Apr   11367.14 2322.57 1310.61 146.92 2070.09 10464.16 1805.45 6-Mar   11109.32 2339.79 1294.87 137.66 2039.02 10244.06 1820.84 6-Feb   10993.41 2281.39 1280.66 139.92 2029.29 10324.87 1837.52 6-Jan   10864.86 2305.82 1280.08 136.5 1918.66 9646 1685.12 5-Dec   10717.50 2205.32 1248.29 125.61 1942.99 9490.98 1627.2 5-Nov   10805.87 2232.82 1249.48 118.87 1879.79 9413.49 1479.4 5-Oct   10440.07 2120.30 1207.01 118.36 1984.42 9652.19 1490.35 5-Sep   10568.70 2151.69 1228.81 113.63 1949.17 9746.37 1353.07 5-Aug   10481.60 2152.09 1220.33 106.54 1927.06 9366.65 1376.06 5-Jul   10640.91 2184.83 1234.18 104.15 1827.1 9142.46 1259.04 5-Jun   10274.97 2056.96 1191.33 104.66 1782.11 9098.04 1211.94 5-May   10467.48 2068.22 1191.5 104.65 1783.94 9089.81 1127.03 5-Apr   10192.51 1921.65 1156.85 109.24 1729.81 9281.12 1140.06 5-Mar   10503.76 1999.23 1180.59 112.78 1802.76 9600.89 1243.08 5-Feb   10766.23 2051.72 1203.6 109.39 1740.82 9221.95 1193.78 5-Jan   10489.94 2062.41 1181.27 111.68 1830.55 9162.32 1164.34 4-Dec   10783.01 2175.44 1211.92 104.79 1821.7 9130.15 1094.63 4-Nov   10428.02 2096.81 1173.82 100.91 1683.15 8568.45 1007.95 4-Oct   10027.47 1974.99 1130.2 99.49 1682.63 8369.66 975.11 4-Sep   10080.27 1896.84 1114.58 101.64 1669.73 8074.64 906.4 4-Aug   10173.92 1838.10 1104.24 101.27 1564.33 8065.1 890.57 4-Jul   10139.71 1887.36 1101.72 109.97 1575.17 8032.19 894.2 4-Jun   10435.48 2047.79 1140.84 102.77 1552.7 8126.01 875.08 4-May   10188.45 1986.74 1120.68 106.54 1532.17 7967.62 891.59 4-Apr   10225.57 1920.15 1107.3 112.69 1627.42 8192.45 950.59 4-Mar   10357.70 1994.22 1126.21 103.45 1788.16 8479.88 924.09 4-Feb   10583.92 2029.82 1144.94 102.15 1671.89 7969.92 880.17 4-Jan   10488.07 2066.15 1131.13 99.62 1619.86 8014.26 782.69 9-Feb   8270.87 1591.56 869.89 87.63 1658.5 5774.95 1351.73

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Author:Amos Gilat
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Use the International Stock Market database from “Excel Databases.xls” on Blackboard.  Use Excel to develop a multiple regression model to predict the Nikkei by the DJIA, the Nasdaq, the S&P 500, the Hang Seng, the FTSE 100, and the IPC.  Assume a 1% level of significance.

What percent of residuals are within 1 standard error?  Write your answer as a number rounded to 1 decimal place.  Do not include the % sign in your answer

 

DATE   DJIA NASDAQ S&P 500 NIKKEI 225 HANG SENG FTSE 100 IPC
9-Feb   8270.87 1591.56 869.89 87.63 1658.5 5774.95 1351.73
9-Jan   8000.86 1476.42 825.88 97.73 1856.39 6375.22 1616.08
8-Dec   8776.39 1577.03 903.25 89.49 1820.22 6033.18 1436.55
8-Nov   8829.04 1535.57 896.24 86.68 1850.86 7041.92 1612.58
8-Oct   9336.93 1720.95 968.75 107.68 2319.76 8780.95 2284.53
8-Sep   10850.66 2091.88 1164.74 118.69 2678.44 10077.78 2554.66
8-Aug   11543.55 2367.52 1282.83 121.78 2929.61 10569.58 2700.02
8-Jul   11378.02 2325.55 1267.38 127.03 2834.06 10912.45 2814.32
8-Jun   11350.01 2292.98 1280 138.12 3182.05 11797.14 3059.82
8-May   12638.32 2522.66 1400.38 132.27 3304.82 12020.49 2886.28
8-Apr   12820.13 2412.80 1385.59 124.23 2970.75 11561.18 2996.44
8-Mar   12262.89 2279.10 1322.7 125.67 3029.8 11534.82 2757.18
8-Feb   12266.39 2271.48 1330.63 127.03 3094.02 11869.34 2721.47
8-Jan   12650.36 2389.86 1378.55 137.03 3566.91 12853.11 2706.25
7-Dec   13264.82 2652.28 1468.36 141.48 3680.01 13202.62 2744.68
7-Nov   13371.72 2660.96 1481.14 146.86 4059.75 13710.23 2887.75
7-Oct   13930.01 2859.12 1549.38 145.66 3493.38 13292.91 2824.73
7-Sep   13895.63 2701.50 1526.75 142.62 3066.91 12744.42 2795.17
7-Aug   13357.74 2596.36 1473.99 142.31 2868.1 12683.95 2738.32
7-Jul   13211.99 2546.27 1455.27 148.36 2785.83 13271.05 2918.1
7-Jun   13408.62 2603.23 1503.35 147.16 2638.3 13213.43 2979.65
7-May   13627.64 2604.52 1530.62 144.26 2597.52 12833.75 2650.22
7-Apr   13062.91 2525.09 1482.37 144.55 2534.49 12491.48 2643.28
7-Mar   12354.35 2421.64 1420.86 148.38 2476.25 11972.75 2381.06
7-Feb   12268.63 2416.15 1406.82 145.38 2617.79 12379.44 2533.66
7-Jan   12621.69 2463.93 1438.24 144.57 2567.06 12175.05 2442.83
6-Dec   12463.15 2415.29 1418.3 141.71 2403.98 11926.86 2268.27
6-Nov   12221.93 2431.77 1400.63 139.99 2372.8 11727.62 2145.5
6-Oct   12080.73 2366.71 1377.94 138.07 2251.33 11229.61 1969.79
6-Sep   11679.07 2258.43 1335.85 137.52 2240.08 11323.31 1942.88
6-Aug   11381.15 2183.75 1303.82 134.09 2175.71 10981.88 1810.7
6-Jul   11185.68 2091.47 1276.66 135.75 2101.99 10851.78 1804.9
6-Jun   11150.22 2172.09 1270.2 137.92 2016.67 10740.7 1699.2
6-May   11168.31 2178.88 1270.09 149.8 2148.93 11033.48 1870.23
6-Apr   11367.14 2322.57 1310.61 146.92 2070.09 10464.16 1805.45
6-Mar   11109.32 2339.79 1294.87 137.66 2039.02 10244.06 1820.84
6-Feb   10993.41 2281.39 1280.66 139.92 2029.29 10324.87 1837.52
6-Jan   10864.86 2305.82 1280.08 136.5 1918.66 9646 1685.12
5-Dec   10717.50 2205.32 1248.29 125.61 1942.99 9490.98 1627.2
5-Nov   10805.87 2232.82 1249.48 118.87 1879.79 9413.49 1479.4
5-Oct   10440.07 2120.30 1207.01 118.36 1984.42 9652.19 1490.35
5-Sep   10568.70 2151.69 1228.81 113.63 1949.17 9746.37 1353.07
5-Aug   10481.60 2152.09 1220.33 106.54 1927.06 9366.65 1376.06
5-Jul   10640.91 2184.83 1234.18 104.15 1827.1 9142.46 1259.04
5-Jun   10274.97 2056.96 1191.33 104.66 1782.11 9098.04 1211.94
5-May   10467.48 2068.22 1191.5 104.65 1783.94 9089.81 1127.03
5-Apr   10192.51 1921.65 1156.85 109.24 1729.81 9281.12 1140.06
5-Mar   10503.76 1999.23 1180.59 112.78 1802.76 9600.89 1243.08
5-Feb   10766.23 2051.72 1203.6 109.39 1740.82 9221.95 1193.78
5-Jan   10489.94 2062.41 1181.27 111.68 1830.55 9162.32 1164.34
4-Dec   10783.01 2175.44 1211.92 104.79 1821.7 9130.15 1094.63
4-Nov   10428.02 2096.81 1173.82 100.91 1683.15 8568.45 1007.95
4-Oct   10027.47 1974.99 1130.2 99.49 1682.63 8369.66 975.11
4-Sep   10080.27 1896.84 1114.58 101.64 1669.73 8074.64 906.4
4-Aug   10173.92 1838.10 1104.24 101.27 1564.33 8065.1 890.57
4-Jul   10139.71 1887.36 1101.72 109.97 1575.17 8032.19 894.2
4-Jun   10435.48 2047.79 1140.84 102.77 1552.7 8126.01 875.08
4-May   10188.45 1986.74 1120.68 106.54 1532.17 7967.62 891.59
4-Apr   10225.57 1920.15 1107.3 112.69 1627.42 8192.45 950.59
4-Mar   10357.70 1994.22 1126.21 103.45 1788.16 8479.88 924.09
4-Feb   10583.92 2029.82 1144.94 102.15 1671.89 7969.92 880.17
4-Jan   10488.07 2066.15 1131.13 99.62 1619.86 8014.26 782.69
9-Feb   8270.87 1591.56 869.89 87.63 1658.5 5774.95 1351.73
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