Question

A fnance executve would ike to determine if a relationship exists between the current earnings per share (EPS) of a bank and the total assets S billions), previous period's EPS, previous period's retun on average assets (ROAA), and the previous period's retun on average equity (ROAE) ROAA measures how effectively assets are utilized, and ROAE measures a firm's profitability. Complete parts a through d below EClick the icon to view the table of data. a. Construct a regression model using all the independent variables. Let y be the current EPS, x, be the total assets (S bilions), x, be the previous EPS, X be the previous ROAA, and x, be the previous ROAE (Round to three decimal places as needed) b. Calculate the multiple coefficient of determination. (Round to three decimal places as needed.) c. Test the significance of the overall regression model using a 0.05 What are the nul and al ve hypotheses for this test? O A. Ha At least one 0 (Relationship exists between the variables) H p, P -0 ( No relationship between the variables) O B. H P, p, p,p, -0 (No relationship between the variables) H, At least one p0 (Relationship exists between the variables) O C. He p,pp-B, (No relationship between the variables) H B, p # Pa (Relationship exists between the variables) O D. H p P#B# p4 (Relationship exists between the variables) H. p, pp= P, (No relationship between the variables) Identify the value of the test statistic (Round to one decimal place as needed.) F= Calculate the p-value. The p-value is (Round to three decimal places as needed) What is the conclusion for this test? OA Since the p-value is greater than a, do not reject the null hypothesis. The overall regression model is not significant at thea-0 05 significance level O B. Since the p-value is less than a, reject the nul hypothesis. The overall regression model is not significant at the a-005 significance level OC. Since the p-value is greater than a, do not reject the null hypothesis. The overall regression model is signiticant at the a- 0.05 significance level O D. Since the p-value is less than a, reject the nul hypothesis. The overall regression model is signiticant at the a =0.05 signiticance level d. Calculate the adjusted multiple coefficient of determination R- (Round to three decimal places as needed) nd to three decimal places as needed) Bank Data EPS Total assets (S billions) 1.057 4.359 1.768 2.885 3.975 1.042 1.933 Previous EPS -6.52 -5.31 -7.48 Previous ROAA -1.31 Previous ROAE -120.03 -111.29 -109.37 -80.28 -79.78 -77.52 -61.89 -56.00 -55.88 -50.94 -40.78 Total assets Previous Previous Previous (S billions) 2272 1.103 4.442 2581 EPS EPS 0.14 0.20 0.35 ROAA 0.32 0.34 0.25 0.91 ROAF 1.57 226 -5.20 -867 -9 45 0.13 0.13 0.14 0.21 0.19 0.30 0.27 -2.95 -0.05 234 -400 -8.38 -3 33 -5.77 0.65 0.31 -2 25 1.43 0.28 262 275 -9.07 -6.94 1.987 0.58 0.49 029 0.39 1,06 1.05 1.24 -7.26 1.247 1.109 1.041 283 3.69 -476 -4.76 -3 05 -371 0.25 295 3.07 3.50 446 520 3257 3 257 0.25 0.57 0.30 0.18 0.42 0.44 3.74 -1.42 0.11 1,075 1.397 1.241 -1.58 -4.99 2273 1283 2.55 -451 0.44 0.63 0.89 0,66 1,02 1.90 0.32 1.19 1.10 -226 1.33 1.52 1.21 0.88 -001 -082 0.43 -0.03 -0.07 0 32 0.95 0.11 0.39 1.05 - 2 06 -1.83 -1.50 1.56 -081 -1.09 -1.89 -1.10 -121 1.78 -1.63 -0.38 1251 1.362 2735 1.066 1.48 1.50 2935 201 2.202 1336 4.479 1.151 -2.03 -2 43 -1.84 -232 -1 28 -1.42 -1.62 -0.97 -1.11 -29.87 -29.20 -20.37 -17.80 -17.69 -16.00 1.286 1.35 2.778 1.158 2.138 2.887 1.391 1.488 041 0.39 0.57 0.72 060 de 5.22 5.24 5.50 0.24 0.61 0.51 F 5.87 6 20 6.22 0.59 0.72 0.91 0.54 0 43 1.45 1.28 0.59 1.53 0.52 -14.34 -11.78 -11.29 -10.08 0.65 6.52 6.63 679 Th 0.53 (R 1.683 4.319 2.498 0.64 0.54 -0.74 074 2.33 W 7.20 764 7.60 -0 86 1.14 0.76 1.17 0.61 -8.49 -5.24 -3.96 0.96 0.47 075 0.84 1.33 -0.59 -044 -0 37 -0.40 2.668 1.455 2916 1.331 1,196 1.128 2889 1.765 1.509 1.407 3.076 1,24 -0.93 -042 -0.71 -0.48 051 0.42 -0.18 -0.04 -0.02 -0.12 0.01 3.631 2.768 3.55 1.73 1.51 1.13 097 1.78 1.50 1.22 1.33 1.45 1.94 1.47 134 7.96 834 9.47 10.60 11.88 11.94 12.04 13.80 13.95 14.13 14.52 25.66 -3.77 -3.64. -3.14 -2.87 -2.05 -1.57 -0.43 -0.28 0.21 021 1.29 0.98 0.89 0.44 0.29 1.49 1.55 1.09 -0.17 -1.07 0 60 1.02 088 1.18 1.684 2298 2.626 1.58 2463 1.63 2 348 -0.28 -0.17 0.22 -0.08 0.02 0.03 0.02 0.02 1.66 1,62 0 98 123 1.32 1.06 1.10 0.85 1.55 1.43 1.99 2.00 1.77 1.63 d. 0.17 2594 4973 264 R3 0.02 EPS 0.08 092 Previous ROAE 3.32 2.165 Total assets (5 billions) 0.21 Previous EPS Previous ROAA EPS Total assets Previous Previouss Previou EPS (S billions) ROAA ROAE Print Done Click to select your answer(s). 3 P

Answer 1

Could you please provide me the raw data set in .csv or .xls format so that I can solve it properly, otherwise I am giving you the R code.

Y=c(...) #current EPS

X1=c(...) #Total Assets

X2=c(...) #Previous EPS

X3=c(...) #Previous ROAA

X4=c(...) #Previous ROAE

summary(lm(Y~X1+X2+X3+X4))

c. Option B.

And all the remaining answers would be given in the R- Console.