GET DATA

/TYPE=XLSX
/FILE='C:\Users\Asus\Downloads\DIS-1Y.xlsx'
/SHEET=name 'Worksheet'
/CELLRANGE=FULL
/READNAMES=ON
/DATATYPEMIN PERCENTAGE=95.0
/HIDDEN IGNORE=YES.
EXECUTE.
DATASET NAME DataSet2 WINDOW=FRONT.
DATASET ACTIVATE DataSet2.
DATASET CLOSE DataSet1.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Return
/METHOD=ENTER Open High Low Close AdjClose Volume
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression

Notes
Output Created 24-SEP-2022 11:20:08
Comments
Input Active Dataset DataSet2
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 252
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT Return
/METHOD=ENTER Open
High Low Close AdjClose
Volume
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Resources Processor Time 00:00:00,61
Elapsed Time 00:00:00,66
Memory Required 5680 bytes
Additional Memory Required 560 bytes
for Residual Plots

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 Volume, High, . Enter
Adj Close, Open,
Lowb

a. Dependent Variable: Return

b. Tolerance = .000 limit reached.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
a
1 .735 .541 .531 .0136461608634
98

a. Predictors: (Constant), Volume, High, Adj Close, Open, Low

b. Dependent Variable: Return
 ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .054 5 .011 57.718 .000b
Residual .046 245 .000
Total .099 250

a. Dependent Variable: Return

b. Predictors: (Constant), Volume, High, Adj Close, Open, Low

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.005 .005 -1.030 .304
Open -.009 .001 -10.906 -9.106 .000
High .002 .001 1.927 1.322 .187
Low .001 .001 1.417 .966 .335
Adj Close .006 .001 7.575 6.792 .000
Volume 4.908E-11 .000 .017 .321 .748

a. Dependent Variable: Return

Excluded Variablesa
Collinearity
Partial Statistics
Model Beta In t Sig. Correlation Tolerance
b
1 Close . . . . .000

a. Dependent Variable: Return

b. Predictors in the Model: (Constant), Volume, High, Adj Close, Open, Low

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -.047739561647 .0697569996118 -.002071010410 .014661558293 251
177 55 949 732
Residual -.064970284700 .076923817396 .000000000000 .013509010037 251
394 164 000 239
Std. Predicted Value -3.115 4.899 .000 1.000 251
Std. Residual -4.761 5.637 .000 .990 251

a. Dependent Variable: Return

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Returnln
/METHOD=ENTER Open High Low Close AdjClose Volume
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression

Notes
Output Created 24-SEP-2022 11:24:42
Comments
Input Active Dataset DataSet2
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 252
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT Returnln
/METHOD=ENTER Open
High Low Close AdjClose
Volume
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Resources Processor Time 00:00:00,64
Elapsed Time 00:00:00,58
Memory Required 5680 bytes
Additional Memory Required 560 bytes
for Residual Plots

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 Volume, High, . Enter
Adj Close, Open,
Lowb

a. Dependent Variable: Returnln

b. Tolerance = .000 limit reached.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
a
1 .734 .539 .530 .0137173497606
46
a. Predictors: (Constant), Volume, High, Adj Close, Open, Low
b. Dependent Variable: Returnln

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .054 5 .011 57.307 .000b
Residual .046 245 .000
Total .100 250

a. Dependent Variable: Returnln

b. Predictors: (Constant), Volume, High, Adj Close, Open, Low

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.005 .005 -1.025 .306
Open -.009 .001 -10.826 -9.021 .000
High .001 .001 1.844 1.263 .208
Low .001 .001 1.402 .954 .341
Adj Close .006 .001 7.592 6.795 .000
Volume 2.225E-11 .000 .008 .145 .885

a. Dependent Variable: Returnln

Excluded Variablesa
Collinearity
Partial Statistics
Model Beta In t Sig. Correlation Tolerance
1 Close .b . . . .000

a. Dependent Variable: Returnln

b. Predictors in the Model: (Constant), Volume, High, Adj Close, Open, Low

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -.048124931752 .069384090602 -.002272216537 .014685535377 251
682 398 345 938
Residual -.066120602190 .077202923595 .000000000000 .013579483449 251
495 905 000 925
Std. Predicted Value -3.122 4.879 .000 1.000 251
Std. Residual -4.820 5.628 .000 .990 251

a. Dependent Variable: Returnln

Charts
EXAMINE VARIABLES=Return Returnln
/PLOT HISTOGRAM NPPLOT
/STATISTICS DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.

Explore

Notes
Output Created 24-SEP-2022 11:32:46
Comments
Input Active Dataset DataSet2
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 252
File
Missing Value Handling Definition of Missing User-defined missing values
for dependent variables are
treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any dependent variable or
factor used.
Syntax EXAMINE
VARIABLES=Return Returnln
/PLOT HISTOGRAM
NPPLOT
/STATISTICS
DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.
Resources Processor Time 00:00:01,41
Elapsed Time 00:00:01,22

Case Processing Summary

Cases
Valid Missing Total
N Percent N Percent N Percent
Return 251 99.6% 1 0.4% 252 100.0%
Returnln 251 99.6% 1 0.4% 252 100.0%

Descriptives
Statistic Std. Error
Return Mean -.002071010410 .0012583658595
948 97
95% Confidence Interval for Lower Bound -.004549359949
Mean 761
Upper Bound .000407339127
864
5% Trimmed Mean -.001942723233
063
Median -.002608543174
868
Variance .000
 Std. Deviation .019936264539
444
Minimum -.070736579032
443
Maximum .046784683803
255
Range .1175212628356
99
Interquartile Range .025191215523
269
Skewness -.061 .154
Kurtosis .557 .306
Returnln Mean -.002272216537 .0012624950319
345 08
95% Confidence Interval for Lower Bound -.004758698474
Mean 389
Upper Bound .000214265399
699
5% Trimmed Mean -.002062037166
729
Median -.002611951351
823
Variance .000
Std. Deviation .020001682931
779
Minimum -.073363027113
746
Maximum .045723260121
700
Range .1190862872354
45
Interquartile Range .025244567639
229
Skewness -.138 .154
Kurtosis .673 .306

Tests of Normality
Kolmogorov-Smirnova Shapiro-Wilk
Statistic df Sig. Statistic df Sig.
Return .051 251 .200* .985 251 .008
Returnln .051 251 .200* .984 251 .006

*. This is a lower bound of the true significance.

a. Lilliefors Significance Correction

Return
Returnln