Regression Analysis and Test

|Dependent Variable: TESCO_XR | | |

|Method: Least Squares | | |

|Date: 12/04/12 Time: 14:18 | | |

|Sample: 2002M11 2012M11 IF TESCO>-0.16 | |

|Included observations: 118 | | |

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|Variable |Coefficient |Std. Error |t-Statistic |Prob.   |

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|C |0.004027 |0.003782 |1.064683 |0.2892 |

|FTSE_XR |0.759118 |0.085393 |8.889658 |0.0000 |

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|R-squared |0.405208 |    Mean dependent var |0.006612 |

|Adjusted R-squared |0.400080 |    S.D. dependent var |0.052887 |

|S.E. of regression |0.040963 |    Akaike info criterion |-3.535492 |

|Sum squared resid |0.194644 |    Schwarz criterion |-3.488531 |

|Log likelihood |210.5940 |    Hannan-Quinn criter. |-3.516424 |

|F-statistic |79.02603 |    Durbin-Watson stat |1.988830 |...