ACC LTD

BHARAT HEAV
INFOSYS LTDSTATE BANK Nifty

04-Jan-13 0.002582087 0.042917819 0.017474255 0.024527246

11-Jan-13

-0.0403459 -0.05551624 0.132810019

0.0109134534

0.00945829

-0.0062145815

18-Jan-13 -0.01123649 -0.01228894 -0.00659573 -0.00308506

0.0066758186

25-Jan-13 -0.00657341 -0.01148566 0.006540805 0.005685064

-0.0012585395

01-Feb-13 -0.00762959

-0.0134645 -0.01422555 -0.03230363

-0.0125729478

08-Feb-13 0.002457475 -0.04816265 0.007863925 -0.02865192

-0.0140868128

15-Feb-13 0.000595959 -0.01455983 -0.00123642

-0.0269021

-0.0017734037

22-Feb-13 0.030238537 -0.01505614 0.021510797 -0.02992127

-0.0081542776

01-Mar-13 -0.02969515 -0.03279785 -0.00137184 -0.06187349

-0.0233369411

08-Mar-13 0.033533039 0.036055408 0.022746439 0.051067024

0.0424652869

15-Mar-13 -0.01540875 -0.03692651 -0.02318098 0.025657932

-0.0118072121

22-Mar-13 -0.06620637 -0.08471516 0.000856052 -0.07657619

-0.0320226551

02-Apr-13 0.017836179 0.030999602 0.039958595

0.03915998

0.0200763204

09-Apr-13 -0.02743243 -0.02240448 -0.07051117 -0.05687057

-0.0318436648

16-Apr-13 0.023772706 0.024432087 -0.20391578 0.076090182

0.0231614289

25-Apr-13 0.054315139 0.048958966 -0.02489295 0.039046819

0.0392295025

03-May-13 -0.01644515 0.014982538 0.042462601 -0.03294572

0.0122806853

10-May-13 0.025635637 0.018701711 0.012922845

0.02987146

0.0205049535

-0.0125691 -0.01250402 0.048114591

0.0102060403

23-May-13 -0.05103004 -0.03118965 0.003438326 -0.10754631

-0.0362461362

16-May-13

0.00915853

30-May-13 0.014290295 0.065333453 -0.00275092 -0.02955578

0.0232096051

06-Jun-13 -0.00861133 -0.04226698 0.007415321 0.001001087

-0.0108421491

13-Jun-13 -0.00016599 -0.07850394 -0.02772258 -0.00264658

-0.0314185478

20-Jun-13 -0.03076008 -0.02762766 -0.01085222 -0.02389192

-0.0266058976

27-Jun-13 0.033050382 -0.04411818 0.026136078 -0.03927099

0.0025903098

04-Jul-13 0.010859725 0.003151414 -0.01242252 -0.02794862

-0.0008990381

11-Jul-13 0.009482934 0.042722817 0.028951476

0.00888124

0.0113870586

18-Jul-13 0.026980876 0.006618158 -0.00123105 -0.03720521

0.0048227668

25-Jul-13 -0.06498289 -0.09125967 0.023548874 -0.00728646

-0.0203916019

01-Aug-13 -0.05360204 -0.05333305 0.020839926 -0.04759558

-0.027270386

08-Aug-13 -0.01155686 -0.24237816 -0.01481608 -0.00983639

-0.0199676667

19-Aug-13

-0.0001331 -0.04774732

-0.0358517242

26-Aug-13 -0.07032266 0.200894916 0.007967114 0.002057019

0.0137987747

02-Sep-13 0.009710864 0.082770186 0.009720117

-0.0024042

0.0485969657

0.09433271 0.181692164 0.040440869 0.101626381

0.0989042

17-Sep-13 0.006294538 -0.02993912 -0.03142711 -0.03394134

-0.0107028357

24-Sep-13 0.031064715 0.011875259 -0.00067968 -0.01729688

-0.0011872558

01-Oct-13 0.003964552 -0.01406988 0.001776037 -0.02955851

-0.016097963

09-Oct-13 -0.02366213 0.027408362 0.023654918 -0.03132521

0.016405297

10-Sep-13

-0.0382968 -0.15095867

17-Oct-13 -0.00061974 -0.00611415 0.044065227

-0.0071599

0.0041270321

24-Oct-13 0.008481446 -0.05279003 -0.00175139 0.031750576

-0.0040473759

31-Oct-13 -0.00167283 0.026936446 -0.00651968 0.043103013

0.0247922342

07-Nov-13 -0.02223101 -0.06474753 0.024389615 -0.06963932

-0.0192011149

14-Nov-13 -0.04289284 0.000736648 -0.00172766 -0.01222833

-0.0138725999

22-Nov-13 -0.01379984

-0.02021 -0.01673692 -0.01691644

-0.0317726745

29-Nov-13 0.016504225 0.080202618 0.008547252 0.007059956

0.0098850005

06-Dec-13 0.021100122 0.071016087 -0.00387126

0.0203174

0.0067400227

13-Dec-13 -0.06622003 -0.10432505 0.010443065 -0.08107452

-0.031201912

20-Dec-13 0.009063506 0.070111247 0.028301621 0.010966722

0.0192379384

30-Dec-13 -0.00950245 0.058536502 0.009726363 0.003491297

06-Jan-14 -0.02165327 -0.07389058

0.0010496518

0.00920968 -0.04536693

-0.0180150445

13-Jan-14 -0.04528773

-0.0069941 0.058383785 -0.01220247

0.0177728844

20-Jan-14 0.010346098

0.06965028 0.016823845

0.00877856

0.0098998083

27-Jan-14 -0.04650385 -0.04518841 -0.00698216 -0.03995614

-0.0285890961

03-Feb-14 0.007749845 0.016893313 -0.01258188 -0.07002033

-0.020523393

10-Feb-14 0.046213488 -0.04361476

0.00355997 -0.00085823

0.0087188995

17-Feb-14 -0.03850084 -0.04990297 0.017065919 -0.03080456

0.0017468693

24-Feb-14 0.048047519 0.045076213

0.01827309 0.006342481

0.0095832849

04-Mar-14 0.044658332 0.044397311 0.004391727 0.029023583

0.0156668271

11-Mar-14 0.069449662 0.125603342 -0.03904698 0.060423126

0.028544329

19-Mar-14 0.042095999 0.033149253 -0.11522081 0.038019457

0.001096546

25-Mar-14 0.008493543 0.061372166 -0.01483836 0.038264419

0.0163166205

01-Apr-14 0.071342988 -0.00538394 0.019824354 0.068940065

0.0179626446

09-Apr-14 0.009659436 -0.06269555 -0.02052804 0.025563269

0.0064434211

17-Apr-14 -0.02249331 -0.02882201

-0.0028624 -0.00531476

28-Apr-14 -0.04834423 -0.00080526 -0.00154064

0.01632279

-0.0025044578
-0.0083070535

06-May-14 -0.00690682 -0.04159286 -0.00397295 -0.00660517 7.44571146E-006

13-May-14 0.089057067 0.204815173 0.062522333

0.09211683

0.0663261798

20-May-14 0.024164447 0.249772883 -0.04137786 0.101601076

0.0231861196

27-May-14 -0.03681714 -0.09839555 -0.00732779 0.066859911

0.0089356777

03-Jun-14

0.02558836 0.033586721 -0.05044281

0.01331983

0.0116918357

10-Jun-14 0.052608588 -0.00701211 0.029921452 -0.00630091

0.0337578913

17-Jun-14 0.010523238 0.002424244 0.016614773 -0.01646566

0.0006357092

24-Jun-14 -0.00217155 0.036412036 -0.01139003 0.008162541

0.0029065179

01-Jul-14 0.007219024 0.010352472 0.003047124 -0.00435585

0.0086096579

08-Jul-14 -0.05476265 -0.06572144 0.038693647 -0.04815756

-0.013285011

15-Jul-14 -0.01113769 -0.03681654 -0.02591944 -0.02535505

-0.0077225571

22-Jul-14 0.036555452

-0.0300917 0.001268702 -0.01936209

0.0186397899

30-Jul-14 -0.03115756 -0.01525435 0.006769197 -0.02828617

-0.0005581521

06-Aug-14 0.024973885 0.004805601 0.059987738 -0.00534376

-0.0063988889

13-Aug-14 -0.01459281 -0.09609021 0.028403694 -0.02795158

0.0117359426

21-Aug-14 0.029771528 0.075716713 -0.01776211 0.043505375

0.0126764776

28-Aug-14 -0.01848739 0.057231671 -0.00061113 -0.02567638

0.0051866977

05-Sep-14 0.014695925

0.00454175

0.0073412246

12-Sep-14 -0.00998744 -0.01417187 -0.02999601 0.024826632

-0.0084033076

-0.0680948 0.035772667

19-Sep-14 -0.00503696 0.027074033

0.01654596 -0.02128662

0.0098309012

26-Sep-14 -0.03988646 -0.07638372 0.008061975 -0.06196005

-0.0220236451

08-Oct-14 -0.04137249 -0.02757281 -0.02673421 -0.01582028

-0.0147076365

16-Oct-14 -0.03761115 0.002507695 0.058189228 -0.00531749

-0.0270375346

23-Oct-14 0.053017293 0.058456114

-0.0121725

0.02221464

0.0297408627

31-Oct-14 0.026460057 0.015902956 0.063222099

0.03962334

0.0405231399

First Col

ACC LTD

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

BHARAT HEAV
INFOSYS LTDSTATE BANK Nifty

0.002582087 0.042917819 0.017474255 0.024527246

Nifty_hat

0.0109134534

0.0147351023

0.00945829

-0.0062145815

0.0066053344

-0.01123649 -0.01228894 -0.00659573 -0.00308506

0.0066758186

-0.0023696024

-0.00657341 -0.01148566 0.006540805 0.005685064

-0.0012585395

0.0022008551

-0.00762959

-0.0403459 -0.05551624 0.132810019

-0.0134645 -0.01422555 -0.03230363

-0.0125729478

-0.0085155766

0.002457475 -0.04816265 0.007863925 -0.02865192

-0.0140868128

-0.0060242824

0.000595959 -0.01455983 -0.00123642

-0.0269021

-0.0017734037

-0.0040021464

0.030238537 -0.01505614 0.021510797 -0.02992127

-0.0081542776

0.0050452703

-0.02969515 -0.03279785 -0.00137184 -0.06187349

-0.0233369411

-0.0198864356

0.033533039 0.036055408 0.022746439 0.051067024

0.0424652869

0.0272891378

-0.01540875 -0.03692651 -0.02318098 0.025657932

-0.0118072121

-0.0019462795

-0.06620637 -0.08471516 0.000856052 -0.07657619

-0.0320226551

-0.0360517397

0.017836179 0.030999602 0.039958595

0.03915998

0.0200763204

0.0228900608

-0.02743243 -0.02240448 -0.07051117 -0.05687057

-0.0318436648

-0.0259499928

0.023772706 0.024432087 -0.20391578 0.076090182

0.0231614289

0.0007778381

0.054315139 0.048958966 -0.02489295 0.039046819

0.0392295025

0.0249888802

-0.01644515 0.014982538 0.042462601 -0.03294572

0.0122806853

-0.0009023607

0.025635637 0.018701711 0.012922845

0.02987146

0.0205049535

0.0182711094

-0.0125691 -0.01250402 0.048114591

0.0102060403

0.0119743072

-0.05103004 -0.03118965 0.003438326 -0.10754631

-0.0362461362

-0.0333374095

0.014290295 0.065333453 -0.00275092 -0.02955578

0.0232096051

0.0061321656

-0.00861133 -0.04226698 0.007415321 0.001001087

-0.0108421491

-0.0020725069

-0.00016599 -0.07850394 -0.02772258 -0.00264658

-0.0314185478

-0.0087088883

-0.03076008 -0.02762766 -0.01085222 -0.02389192

-0.0266058976

-0.0131196719

0.033050382 -0.04411818 0.026136078 -0.03927099

0.0025903098

0.0015836038

0.010859725 0.003151414 -0.01242252 -0.02794862

-0.0008990381

-0.001521444

0.00915853

0.009482934 0.042722817 0.028951476

0.00888124

0.0113870586

0.0145749084

0.026980876 0.006618158 -0.00123105 -0.03720521

0.0048227668

0.0020686817

-0.06498289 -0.09125967 0.023548874 -0.00728646

-0.0203916019

-0.019534102

-0.05360204 -0.05333305 0.020839926 -0.04759558

-0.027270386

-0.021751084

-0.01155686 -0.24237816 -0.01481608 -0.00983639

-0.0199676667

-0.0269626191

-0.0001331 -0.04774732

-0.0358517242

-0.0302291969

-0.07032266 0.200894916 0.007967114 0.002057019

-0.0382968 -0.15095867

0.0137987747

0.0072786787

0.009710864 0.082770186 0.009720117

-0.0024042

0.0485969657

0.0137998547

0.09433271 0.181692164 0.040440869 0.101626381

0.0989042

0.0678464063

0.006294538 -0.02993912 -0.03142711 -0.03394134

-0.0107028357

-0.0093415784

0.031064715 0.011875259 -0.00067968 -0.01729688

-0.0011872558

0.0076242401

0.003964552 -0.01406988 0.001776037 -0.02955851

-0.016097963

-0.0033370079

-0.02366213 0.027408362 0.023654918 -0.03132521

0.016405297

-0.0033931859

-0.0071599

0.0041270321

0.0061644098

0.008481446 -0.05279003 -0.00175139 0.031750576

-0.0040473759

0.0059711013

-0.00061974 -0.00611415 0.044065227

-0.00167283 0.026936446 -0.00651968 0.043103013

0.0247922342

0.0129898486

-0.02223101 -0.06474753 0.024389615 -0.06963932

-0.0192011149

-0.0195959784

-0.04289284 0.000736648 -0.00172766 -0.01222833

-0.0138725999

-0.0097080047

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

-0.01379984

-0.02021 -0.01673692 -0.01691644

-0.0317726745

-0.0077903494

0.016504225 0.080202618 0.008547252 0.007059956

0.0098850005

0.0169007145

0.021100122 0.071016087 -0.00387126

0.0203174

0.0067400227

0.0182247491

-0.06622003 -0.10432505 0.010443065 -0.08107452

-0.031201912

-0.0376595583

0.009063506 0.070111247 0.028301621 0.010966722

0.0192379384

0.0174533096

-0.00950245 0.058536502 0.009726363 0.003491297

0.0010496518

0.0082072682

0.00920968 -0.04536693

-0.0180150445

-0.017311582

-0.04528773

-0.0069941 0.058383785 -0.01220247

0.0177728844

-0.0035232579

0.010346098

0.06965028 0.016823845

0.00877856

0.0098998083

0.0158351786

-0.02165327 -0.07389058

-0.04650385 -0.04518841 -0.00698216 -0.03995614

-0.0285890961

-0.0212345194

0.007749845 0.016893313 -0.01258188 -0.07002033

-0.020523393

-0.0094660061

0.046213488 -0.04361476

0.00355997 -0.00085823

0.0087188995

0.0096604778

-0.03850084 -0.04990297 0.017065919 -0.03080456

0.0017468693

-0.0149850557

0.048047519 0.045076213

0.01827309 0.006342481

0.0095832849

0.021905031

0.044658332 0.044397311 0.004391727 0.029023583

0.0156668271

0.0239222547

0.069449662 0.125603342 -0.03904698 0.060423126

0.028544329

0.0384414563

0.042095999 0.033149253 -0.11522081 0.038019457

0.001096546

0.009187642

0.008493543 0.061372166 -0.01483836 0.038264419

0.0163166205

0.0166447398

0.071342988 -0.00538394 0.019824354 0.068940065

0.0179626446

0.035333531

0.009659436 -0.06269555 -0.02052804 0.025563269

0.0064434211

0.0017020085

-0.0025044578

-0.006558441

-0.0083070535

-0.0053124977

-0.00690682 -0.04159286 -0.00397295 -0.00660517 7.44571146E-006

-0.0045703081

-0.02249331 -0.02882201

-0.0028624 -0.00531476

-0.04834423 -0.00080526 -0.00154064

0.089057067 0.204815173 0.062522333

0.01632279
0.09211683

0.0663261798

0.0696665733

0.024164447 0.249772883 -0.04137786 0.101601076

0.0231861196

0.0479308849

-0.03681714 -0.09839555 -0.00732779 0.066859911

0.0089356777

-0.0025035077

0.01331983

0.0116918357

0.0084544096

0.052608588 -0.00701211 0.029921452 -0.00630091

0.0337578913

0.0168410764

0.010523238 0.002424244 0.016614773 -0.01646566

0.0006357092

0.0042698989

0.02558836 0.033586721 -0.05044281

-0.00217155 0.036412036 -0.01139003 0.008162541

0.0029065179

0.006099634

0.007219024 0.010352472 0.003047124 -0.00435585

0.0086096579

0.0050316025

-0.05476265 -0.06572144 0.038693647 -0.04815756

-0.013285011

-0.021104402

-0.01113769 -0.03681654 -0.02591944 -0.02535505

-0.0077225571

-0.0116221222

0.036555452

-0.0300917 0.001268702 -0.01936209

0.0186397899

0.0046859743

-0.03115756 -0.01525435 0.006769197 -0.02828617

-0.0005581521

-0.0107200028

0.024973885 0.004805601 0.059987738 -0.00534376

-0.0063988889

0.0155010798

-0.01459281 -0.09609021 0.028403694 -0.02795158

0.0117359426

-0.0118917948

0.029771528 0.075716713 -0.01776211 0.043505375

0.0126764776

0.0236588342

-0.01848739 0.057231671 -0.00061113 -0.02567638

0.0051866977

-0.0011989186

0.014695925

0.00454175

0.0073412246

0.0050961536

-0.00998744 -0.01417187 -0.02999601 0.024826632

-0.0084033076

0.0004834588

-0.0680948 0.035772667

-0.00503696 0.027074033

0.01654596 -0.02128662

0.0098309012

0.0020452223

-0.03988646 -0.07638372 0.008061975 -0.06196005

-0.0220236451

-0.0252863271

-0.04137249 -0.02757281 -0.02673421 -0.01582028

-0.0147076365

-0.0159167881

-0.03761115 0.002507695 0.058189228 -0.00531749

-0.0270375346

0.0005423339

1 0.053017293 0.058456114 -0.0121725 0.02221464

1 0.026460057 0.015902956 0.063222099 0.03962334

0.0297408627
0.0405231399

SS-Y
0.0470858916

0.0237730735
0.0264270267

SS-Reg
0.0345839373

0.0470858916
0.0464643667 0.0339624124
MS-Y
MS-Reg
0.0005162707 0.0084906031
F_cal
58.406217887
0.002613416 0.002613416

Error_hat

-0.0038216489

0.00258209 -0.0403459 -0.01123649 -0.00657341

-0.0128199159

0.04291782 -0.05551624 -0.01228894 -0.01148566

0.009045421

0.01747426 0.13281002 -0.00659573 0.00654081

-0.0034593946

0.02452725 0.00945829 -0.00308506 0.00568506

-0.0040573712

0.01091345 -0.00621458 0.00667582 -0.00125854

-0.0080625305

91
-0.015616
0.01398
0.268677
-0.266591

X_transpose_X
-0.015616 0.01398 0.268677
0.10999 0.110233 -0.010922
0.110233 0.461599 -0.007573
-0.010922 -0.007573 0.129594
0.076064 0.14124 -0.019203

0.011265
-0.198587
0.067165
0.135045
0.245472

0.009836
-0.554734
-0.18098
1.048836
0.686626

0.0022287428
-0.0131995479
-0.0034505055
0.0151761491
-0.0098609326
0.0040290847
-0.0028137404
-0.0058936719
0.0223835908
0.0142406223
0.013183046
0.0022338441
-0.0017682669
-0.0029087267
0.0170774395
-0.0087696422
-0.0227096595
-0.0134862257
0.001006706
0.0006224059
-0.0031878498
0.002754085
-0.0008574998
-0.005519302
0.0069949524
-0.0056225273
0.006520096
0.034797111
0.0310577937
-0.0013612572
-0.0088114959
-0.0127609551
0.0197984829
-0.0020373777
-0.0100184772
0.0118023856
0.0003948635
-0.0041645952

0.011441
-0.148219
-0.019031
-0.07552
0.085688

0.011385
-0.130117
-0.048677
0.039777
0.180323

-0.0239823251
-0.007015714
-0.0114847264
0.0064576463
0.0017846287
-0.0071576164
-0.0007034625
0.0212961423
-0.0059353703
-0.0073545768
-0.0110573869
-0.0009415783
0.0167319249
-0.0123217462
-0.0082554276
-0.0098971273
-0.008091096
-0.0003281193
-0.0173708865
0.0047414127
0.0040539832
-0.0029945558
0.0045777538
-0.0033403934
-0.0247447653
0.0114391854

Chart Title

0.0032374261
0.0169168149
-0.0036341897
-0.003193116

0.04
0.03

0.0035780554

0.02

0.0078193909

0.01

0.0038995651
0.0139538157

0.0101618507

-0.01

-0.0218999687

-0.02

0.0236277373
-0.0109823566
0.0063856163

10

20

30

40

50

60

70

80

-0.03
-0.04

0.002245071
-0.0088867663

Chart Title

0.0077856789
0.0032626819
0.0012091515
-0.0275798685

0.12
0.1
0.08
0.06
0.04
0.02

90

100

Chart Title
0.12
0.1
0.0059677892
0.0140961132

SSE
0.0125019543

0.08
0.06
0.04
0.02
0
-0.02

MSE
0.0001453716

-0.04
-0.06
Nifty

1
2.28755E-019

Nifty_hat

-0.00762959 0.00245748

0.0005959594 0.03023854 -0.02969515 0.03353304 -0.01540875 -0.06620637

-0.0134645 -0.04816265

-0.0145598301 -0.01505614 -0.03279785 0.03605541 -0.03692651 -0.08471516

-0.01422555 0.00786393

-0.0012364153

-0.03230363 -0.02865192

-0.0269021038 -0.02992127 -0.06187349 0.05106702 0.02565793 -0.07657619

-0.01257295 -0.01408681

-0.0017734037 -0.00815428 -0.02333694 0.04246529 -0.01180721 -0.03202266

-0.266591
0.076064
0.14124
-0.019203
0.145608
0.01058
0.089123
0.04188
-0.16795
-0.311813

0.0215108 -0.00137184 0.02274644 -0.02318098 0.00085605

X_transpose_X_inverse
0.0111427611 -0.016314 -0.006844 -0.019998
-0.016313998 15.14662 -1.696826 0.28373
-0.006844008 -1.696826 3.286756 -0.285239
-0.019997527 0.28373 -0.285239 7.933743
0.0329248589 -6.259017 -2.351896 1.138145
X_transpose_X_inverse_X_transpose
0.010332 0.0103716635 0.009337 0.009842 0.011575
0.284196 0.1854481793 0.660626 -0.023565 0.117243
-0.10417 0.0079137705 -0.043403 0.081656 -0.071831
0.024218 -0.056103296 0.129483 -0.100373 0.217818
-0.222082 -0.27772006 -0.474326 -0.487047 0.409064
beta_hat
0.002864736
0.2319934704
0.096171323
0.1244119538
0.2026264624

0.002865
0.231993
0.096171
0.124412
0.202626

sigma_sq_hat
0.0001453716
standars_error
0.012057013
R_sq
Multiple-R
0.730934581 0.854947

SE_of_beta_hat_cal
p-value
0.0012727296 2.25086 0.026945
0.0469242813 4.943996 #NAME?
0.021858656 4.399691 #NAME?
0.0339608696 3.663391 #NAME?
0.0428476336
4.729 #NAME?

0.026945
3.75E-006
3.09E-005
0.000429
8.76E-006

0.032925
-6.259017
-2.351896
1.138145
12.62915
0.012955
-0.354217
-0.155799
-0.168546
0.51387

0.010264
-0.395836
0.006914
-0.094981
-0.319565

var_cov_matrix_of_beta_hat
1.61984E-006 -2.4E-006 -9.9E-007
-2.37159E-006 0.002202 -0.000247
-9.94924E-007 -0.000247 0.000478
-2.90707E-006 4.12E-005 -4.1E-005
4.78634E-006 -0.00091 -0.000342

-2.9E-006
4.12E-005
-4.1E-005
0.001153
0.000165

4.79E-006
-0.00091
-0.000342
0.000165
0.001836

Chart Title
0.04
0.03
0.02
0.01
80

Title

90

100

-0.08

-0.06

-0.04

0
-0.02
0
-0.01
-0.02
-0.03
-0.04

0.02

0.04

0.06

0.08

0.1

0.12

Title

Nifty_hat

0.0178361785

-0.0274324348

0.0237727056 0.054315139 -0.01644515 0.02563564

0.030999602

-0.0224044774

0.024432087 0.048958966 0.014982538 0.01870171

0.039958595

-0.0705111693

-0.2039157833 -0.02489295 0.042462601 0.01292285

0.0391599801

-0.0568705705

0.0760901823 0.039046819 -0.03294572 0.02987146

0.0200763204

-0.0318436648

0.0231614289 0.039229502 0.012280685 0.02050495

1
-8.67362E-019
-1.73472E-018
4.336809E-019
-1.73472E-018

4.440892E-016
0 -3.9E-016
0
1 2.498002E-016 2.78E-017 1.11E-016
2.220446E-016
1
0 2.22E-016
1.387779E-017 -2.08167E-017
1
0
2.220446E-016 5.551115E-017
0
1

0.0111298839
-0.0325225596
-0.0387187225
0.3378118111
0.3884161252

0.0112812237
-0.0578585531
0.1199322092
-0.6455347789
-0.5411611284

0.0171707897
-0.2318016409
-0.0876713312
-1.5514353136
0.5555382442

Descriptive Statistics of e_hat

0.011705
0.4718445
-0.022825
-0.171605
0.0426156

0.0093746
-0.072569
0.1356774
0.2704533
-0.26713

0.011322
0.156946
-0.062816
0.118466
0.220446

Bin
Frequency
-0.02758
1
-0.020649
4
-0.013718
1
-0.006788
20
0.0001432
23
0.007074
22
0.0140048
8
0.0209356
7
0.0278663
3
More
2

Mean
2.28755E-019
Standard Error 0.0012355121
Median
-0.0009415783
Mode
Err:512
Standard Deviat 0.011786034
Sample Variance 0.0001389106
Kurtosis
0.572613457
Skewness
0.340348593
Range
0.0623769795
Minimum
-0.0275798685
Maximum
0.034797111
Sum
2.081668E-017
Count
91

Histogram
Frequency

30
20
10
0

Frequency

Histogram
Frequency

30
20
10
0

Frequency

Bin

0.1

0.12

0.00915853 -0.05103004 0.01429029 -0.00861133 -0.00016599 -0.03076008 0.03305038 0.01085972

-0.0125691 -0.03118965 0.06533345 -0.04226698 -0.07850394 -0.02762766 -0.04411818 0.00315141
-0.01250402 0.00343833 -0.00275092 0.00741532 -0.02772258 -0.01085222 0.02613608 -0.01242252
0.04811459 -0.10754631 -0.02955578 0.00100109 -0.00264658 -0.02389192 -0.03927099 -0.02794862
0.01020604 -0.03624614 0.02320961 -0.01084215 -0.03141855 -0.0266059 0.00259031 -0.00089904

0.012914
-0.160963
-0.17329
-0.058256
0.598578

0.008579
-0.062214
0.229189
-0.120704
-0.928628

0.009544
0.273486
0.25394
-0.090042
-0.586571

0.011457 0.01215 0.011264 0.00909 0.010272

-0.079189 0.123079 -0.288885 0.812362 0.314233
-0.135623 -0.250454 0.013832 -0.123024 0.054363
0.049586 -0.220608 -0.134136 0.164625 -0.148182
0.207313 0.15362 -0.023656 -0.536389 -0.409564

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.854947
R Square 0.730935
Adjusted R 0.71842
Standard Er0.012057
Observatio
91
ANOVA
df
Regression
Residual
Total

Intercept
X Variable
X Variable
X Variable
X Variable

Frequency

SS
MS
F
Significance F
4 0.033962 0.008491 58.40622 9.88E-024
86 0.012502 0.000145
90 0.046464

Coefficients
Standard Error t Stat
0.002865 0.001273 2.25086
0.231993 0.046924 4.943996
0.096171 0.021859 4.399691
0.124412 0.033961 3.663391
0.202626 0.042848
4.729

P-value Lower 95%Upper 95%

0.026945 0.000335 0.005395
3.75E-006 0.138711 0.325276
3.09E-005 0.052718 0.139625
0.000429
0.0569 0.191924
8.76E-006 0.117448 0.287805

Frequency

0.00948293 0.02698088 -0.06498289 -0.05360204 -0.01155686 -0.0382968 -0.07032266 0.00971086

0.04272282 0.00661816 -0.09125967 -0.05333305 -0.24237816 -0.15095867 0.20089492 0.08277019
0.02895148 -0.00123105 0.02354887 0.02083993 -0.01481608 -0.0001331 0.00796711 0.00972012
0.00888124 -0.03720521 -0.00728646 -0.04759558 -0.00983639 -0.04774732 0.00205702 -0.0024042
0.01138706 0.00482277 -0.0203916 -0.02727039 -0.01996767 -0.03585172 0.01379877 0.04859697

0.010409
0.007454
0.088339
0.210309
0.018205

0.009457
0.613644
0.05698
-0.066342
-0.622786

0.012117
-0.793446
-0.186108
0.166133
0.589067

Lower 95.0%
Upper 95.0%
0.000335 0.005395
0.138711 0.325276
0.052718 0.139625
0.0569 0.191924
0.117448 0.287805

0.010398
-0.433892
0.014812
0.091175
-0.083518

0.012963
0.277274
-0.756512
-0.082883
0.53422

0.011231
-0.041417
-0.325691
-0.043204
0.024505

0.010823
-1.432963
0.765663
-0.031703
0.035638

0.010144
0.008132
0.251606
0.033529
-0.241823

0.09433271 0.00629454 0.03106471 0.00396455 -0.02366213 -0.00061974 0.00848145 -0.00167283

0.18169216 -0.02993912 0.01187526 -0.01406988 0.02740836 -0.00611415 -0.05279003 0.02693645
0.04044087 -0.03142711 -0.00067968 0.00177604 0.02365492 0.04406523 -0.00175139 -0.00651968
0.10162638 -0.03394134 -0.01729688 -0.02955851 -0.03132521 -0.0071599 0.03175058 0.04310301
0.0989042 -0.01070284 -0.00118726 -0.01609796

0.010898
0.479601
0.179718
0.391455
0.344656

0.0164053 0.00412703 -0.00404738 0.02479223

0.010756 0.009999 0.010166 0.009837 0.010078 0.012446

0.333351 0.54213 0.253121 -0.218446 0.04199 0.002502
-0.027137 0.02035 0.009197 0.190317 -0.021618 -0.268918
-0.297637 -0.03965 -0.034411 0.11749 0.323024 0.019708
-0.400478 -0.408658 -0.330076 -0.252123 0.010913 0.502986

0.012535
-0.35899
-0.014986
-0.030824
0.516978

-0.02223101 -0.04289284 -0.01379984 0.01650422 0.02110012 -0.06622003 0.00906351 -0.00950245

-0.06474753 0.00073665

-0.02021 0.08020262 0.07101609 -0.10432505 0.07011125

0.0585365

0.02438961 -0.00172766 -0.01673692 0.00854725 -0.00387126 0.01044306 0.02830162 0.00972636

-0.06963932 -0.01222833 -0.01691644 0.00705996
-0.01920111 -0.0138726 -0.03177267

0.009168
0.19962
-0.025104
0.106405
-0.527378

0.011469
-0.591199
0.097611
-0.060002
0.14326

0.011284
-0.089911
-0.005294
-0.170188
-0.065859

0.0203174 -0.08107452 0.01096672

0.0034913

0.009885 0.00674002 -0.03120191 0.01923794 0.00104965

0.010386
0.055816
0.209715
0.037655
-0.160114

0.011059
0.054514
0.144085
-0.041857
-0.013978

0.010059 0.01031 0.010818

-0.331893 -0.05861 -0.278663
-0.049671 0.17435 0.19069
-0.018451 0.199595 0.04175
-0.319258 -0.017986 0.009891

-0.02165327 -0.04528773

0.0103461 -0.04650385 0.00774985 0.04621349 -0.03850084 0.04804752

-0.07389058 -0.0069941 0.06965028 -0.04518841 0.01689331 -0.04361476 -0.04990297 0.04507621

0.00920968 0.05838379 0.01682384 -0.00698216 -0.01258188 0.00355997 0.01706592 0.01827309
-0.04536693 -0.01220247 0.00877856 -0.03995614 -0.07002033 -0.00085823 -0.03080456 0.00634248
-0.01801504 0.01777288 0.00989981 -0.0285891 -0.02052339

0.010324
0.067657
-0.108891
0.016368
-0.220228

0.01036
-0.597462
0.059059
0.418462
0.245173

0.01045
-0.027962
0.179079
0.106538
-0.065628

0.011035
-0.395908
0.019506
-0.121173
-0.082287

0.008847
0.507094
0.203799
-0.202132
-0.95393

0.0087189 0.00174687 0.00958328

0.010588
0.764053
-0.227608
0.032822
-0.160536

0.010757
-0.317147
-0.037952
0.083649
0.021657

0.009894
0.600444
0.039653
0.13297
-0.272922

0.04465833 0.06944966

0.042096 0.00849354 0.07134299 0.00965944 -0.02249331 -0.04834423

0.04439731 0.12560334 0.03314925 0.06137217 -0.00538394 -0.06269555 -0.02882201 -0.00080526

0.00439173 -0.03904698 -0.11522081 -0.01483836 0.01982435 -0.02052804 -0.0028624 -0.00154064
0.02902358 0.06042313 0.03801946 0.03826442 0.06894006 0.02556327 -0.00531476 0.01632279
0.01566683 0.02854433 0.00109655 0.01631662 0.01796264 0.00644342 -0.00250446 -0.00830705

0.010978
0.404361
-0.006211
0.047885
0.020531

0.01192
0.433219
0.157168
-0.277138
0.021484

0.013785
0.294394
-0.025872
-0.88837
0.040497

0.012141
-0.235511
0.094698
-0.109267
0.301782

0.011889
0.647555
-0.313391
0.237525
0.492268

0.012666
0.070552
-0.283566
-0.133143
0.419398

0.011589
-0.275653
-0.050091
-0.046917
0.171118

0.012505
-0.849801
0.034591
-0.02713
0.541796

-0.00690682 0.08905707 0.02416445 -0.03681714 0.02558836 0.05260859 0.01052324 -0.00217155

-0.04159286 0.20481517 0.24977288 -0.09839555 0.03358672 -0.00701211 0.00242424 0.03641204
-0.00397295 0.06252233 -0.04137786 -0.00732779 -0.05044281 0.02992145 0.01661477 -0.01139003
-0.00660517 0.09211683 0.10160108 0.06685991 0.01331983 -0.00630091 -0.01646566 0.00816254
7.4457E-006 0.06632618 0.02318612 0.00893568 0.01169184 0.03375789 0.00063571 0.00290652

0.011402
-0.010139
-0.115162
-0.049131
0.086037

0.010071
0.426243
0.280736
0.547728
0.228328

0.013212
-0.721788
0.545943
-0.297031
0.530281

0.014765
-0.827566
-0.422931
0.015582
1.330824

0.011943
0.216591
0.04319
-0.407358
-0.095419

0.009527
0.840354
-0.112874
0.227147
-0.325382

0.01008
0.246737
0.017254
0.095374
-0.227679

0.011426
-0.165312
0.10057
-0.112075
0.051002

0.00721902 -0.05476265 -0.01113769 0.03655545 -0.03115756 0.02497388 -0.01459281 0.02977153

0.01035247 -0.06572144 -0.03681654 -0.0300917 -0.01525435
0.00304712 0.03869365 -0.02591944

0.0012687

0.0048056 -0.09609021 0.07571671

0.0067692 0.05998774 0.02840369 -0.01776211

-0.00435585 -0.04815756 -0.02535505 -0.01936209 -0.02828617 -0.00534376 -0.02795158 0.04350538

0.00860966 -0.01328501 -0.00772256 0.01863979 -0.00055815 -0.00639889 0.01173594 0.01267648

0.01075
0.103591
0.024308
-0.001685
-0.08815

0.010127
-0.421868
-0.027707
0.235386
-0.033895

0.01126
0.028802
-0.041927
-0.247152
-0.160488

0.010089
0.709986
-0.122601
-0.013014
-0.368187

0.010689
-0.283398
0.060483
-0.002975
-0.085709

0.009327
0.404269
-0.037968
0.455563
-0.133902

0.01055
0.108711
-0.24027
0.196805
0.029578

0.011926
0.028805
0.094248
-0.124552
0.197727

-0.01848739 0.01469593 -0.00998744 -0.00503696 -0.03988646 -0.04137249 -0.03761115 0.05301729

0.05723167 -0.0680948 -0.01417187 0.02707403 -0.07638372 -0.02757281

0.0025077 0.05845611

-0.00061113 0.03577267 -0.02999601 0.01654596 0.00806197 -0.02673421 0.05818923 -0.0121725

-0.02567638 0.00454175 0.02482663 -0.02128662 -0.06196005 -0.01582028 -0.00531749 0.02221464
0.0051867 0.00734122 -0.00840331

0.01022
-0.232912
0.273195
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