Plot of spy_c * Date



Google and SPY Return Correlation

The CORR Procedure

2 Variables: spy goog

Simple Statistics
Variable N Mean Std Dev Sum Minimum Maximum
spy 469 0.0002547 0.01270 0.11947 -0.06734 0.04551
goog 469 -0.0001271 0.01817 -0.05960 -0.08626 0.12208

Pearson Correlation Coefficients, N = 469
Prob > |r| under H0: Rho=0
  spy goog
spy
1.00000
 
0.66893
<.0001
goog
0.66893
<.0001
1.00000
 

images/ScatterPlot20.gif



Google and SPY Return Regression

The REG Procedure
Model: MODEL1
Dependent Variable: goog

Number of Observations Read 470
Number of Observations Used 469
Number of Observations with Missing Values 1

Analysis of Variance
Source DF Sum of
Squares
Mean
Square
F Value Pr > F
Model 1 0.06910 0.06910 378.19 <.0001
Error 467 0.08533 0.00018271    
Corrected Total 468 0.15443      

Root MSE 0.01352 R-Square 0.4475
Dependent Mean -0.00012707 Adj R-Sq 0.4463
Coeff Var -10638    

Parameter Estimates
Variable DF Parameter
Estimate
Standard
Error
t Value Pr > |t|
Intercept 1 -0.00037088 0.00062429 -0.59 0.5527
spy 1 0.95715 0.04922 19.45 <.0001



Google and SPY Return Regression

The REG Procedure
Model: MODEL1
Dependent Variable: goog

Fit Diagnostics

Residual Plots

Fit Plot