Question

Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734

Suppose that the model satisfies the usual SLR model assumptions, and that the SST for Y is 0.355. (i) what were the degrees of freedom used in calculating s? What are the SSE and SSR?

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Given hat Let x and y dendte the seky epots on knees oesp ec hely .oakk. G) the sample sihe nal03 uS deqee o Je go on plagsing thase values n the oma we get o 6033 SSR0 855sse o 1Ho9

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