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Assignment - Coal India
Assignment - Coal India
ANOVA
df SS MS F Significance F
Regression 5 0.00145859 0.00029172 1.21821727 0.3035145
Residual 146 0.0349616 0.00023946
Total 151 0.03642019
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
Intercept 0 #N/A #N/A #N/A #N/A #N/A #N/A
Monday 0.00030487 0.00287356 0.10609396 0.91565344 -0.00537428 0.00598401 -0.00537428
Tuesday 0.0037483 0.00277932 1.34864044 0.17954072 -0.00174459 0.0092412 -0.00174459
Wednesday -0.00215423 0.00287356 -0.74967266 0.45465816 -0.00783338 0.00352492 -0.00783338
Thursday -0.00173104 0.00273693 -0.63247706 0.52806447 -0.00714016 0.00367807 -0.00714016
Friday -0.00499225 0.00278072 -1.7953079 0.0746731 -0.01048792 0.00050342 -0.01048792
Upper 95.0%
#N/A
0.00598401
0.0092412
0.00352492
0.00367807
0.00050342
Exchange Date Close Returns Jan Feb Mar Apr May
31-Jan-2016 319.95 -0.029867 1 0 0 0 0
29-Feb-2016 311.00 -0.027973 0 1 0 0 0
31-Mar-2016 291.95 -0.061254 0 0 1 0 0
30-Apr-2016 288.05 -0.013358 0 0 0 1 0
31-May-2016 291.40 0.011630 0 0 0 0 1
30-Jun-2016 313.00 0.074125 0 0 0 0 0
31-Jul-2016 328.00 0.047923 0 0 0 0 0
31-Aug-2016 333.50 0.016768 0 0 0 0 0
30-Sep-2016 322.30 -0.033583 0 0 0 0 0
31-Oct-2016 325.40 0.009618 0 0 0 0 0
30-Nov-2016 308.60 -0.051629 0 0 0 0 0
31-Dec-2016 300.00 -0.027868 0 0 0 0 0
31-Jan-2017 309.20 0.030667 1 0 0 0 0
28-Feb-2017 321.90 0.041074 0 1 0 0 0
31-Mar-2017 292.65 -0.090867 0 0 1 0 0
30-Apr-2017 276.65 -0.054673 0 0 0 1 0
31-May-2017 262.55 -0.050967 0 0 0 0 1
30-Jun-2017 244.25 -0.069701 0 0 0 0 0
31-Jul-2017 249.10 0.019857 0 0 0 0 0
31-Aug-2017 237.40 -0.046969 0 0 0 0 0
30-Sep-2017 270.85 0.140901 0 0 0 0 0
31-Oct-2017 286.45 0.057596 0 0 0 0 0
30-Nov-2017 275.80 -0.037179 0 0 0 0 0
31-Dec-2017 262.95 -0.046592 0 0 0 0 0
31-Jan-2018 299.55 0.139190 1 0 0 0 0
28-Feb-2018 309.15 0.032048 0 1 0 0 0
31-Mar-2018 283.30 -0.083616 0 0 1 0 0
30-Apr-2018 285.00 0.006001 0 0 0 1 0
31-May-2018 296.25 0.039474 0 0 0 0 1
30-Jun-2018 264.35 -0.107679 0 0 0 0 0
31-Jul-2018 261.10 -0.012294 0 0 0 0 0
31-Aug-2018 285.95 0.095174 0 0 0 0 0
30-Sep-2018 266.25 -0.068893 0 0 0 0 0
31-Oct-2018 266.15 -0.000376 0 0 0 0 0
30-Nov-2018 244.90 -0.079842 0 0 0 0 0
31-Dec-2018 240.75 -0.016946 0 0 0 0 0
31-Jan-2019 224.65 -0.066874 1 0 0 0 0
28-Feb-2019 228.30 0.016247 0 1 0 0 0
31-Mar-2019 237.20 0.038984 0 0 1 0 0
30-Apr-2019 252.15 0.063027 0 0 0 1 0
31-May-2019 253.50 0.005354 0 0 0 0 1
30-Jun-2019 253.80 0.001183 0 0 0 0 0
31-Jul-2019 204.45 -0.194444 0 0 0 0 0
31-Aug-2019 184.75 -0.096356 0 0 0 0 0
30-Sep-2019 199.85 0.081732 0 0 0 0 0
31-Oct-2019 207.55 0.038529 0 0 0 0 0
30-Nov-2019 205.25 -0.011082 0 0 0 0 0
31-Dec-2019 211.35 0.029720 0 0 0 0 0
31-Jan-2020 181.70 -0.140289 1 0 0 0 0
29-Feb-2020 168.40 -0.073198 0 1 0 0 0
31-Mar-2020 140.05 -0.168349 0 0 1 0 0
30-Apr-2020 148.50 0.060336 0 0 0 1 0
31-May-2020 141.30 -0.048485 0 0 0 0 1
30-Jun-2020 132.85 -0.059802 0 0 0 0 0
31-Jul-2020 130.60 -0.016936 0 0 0 0 0
Jun Jul Aug Sep Oct Nov Dec
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.4576458873
R Square 0.2094397582
Adjusted R Square -0.0160523967
Standard Error 0.0691497023
Observations 55
ANOVA
df SS MS F Significance F
Regression 12 0.05447199023 0.0045393325 0.9493172399 0.5096938871
Residual 43 0.20561229704 0.0047816813
Total 55 0.26008428727