| Google and SPY Return Correlation |
| 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 |
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|---|---|---|---|---|---|---|
| spy | goog | |||||
| spy |
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| goog |
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| Google and SPY Return Regression |
| 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 |
