Regression

Dependent Variable: RETURNOFAACIL |

Method: Least Squares |

Date: 12/06/12 Time: 21:55 |

Sample(adjusted): 2 1229 |

Included observations: 1227 |

Excluded observations: 1 after adjusting endpoints |

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

C | 0.002244 | 0.001332 | 1.685575 | 0.0921 |

RETURNOFINDEX | -0.000376 | 0.000157 | -2.401435 | 0.0165 |

R-squared | 0.004686 | Mean dependent var | 0.002119 |

Adjusted R-squared | 0.003873 | S.D. dependent var | 0.046697 |

S.E. of regression | 0.046606 | Akaike info criterion | -3.292530 |

Sum squared resid | 2.660890 | Schwarz criterion | -3.284197 |

Log likelihood | 2021.967 | F-statistic | 5.766888 |

Durbin-Watson stat | 2.083246 | Prob(F-statistic) | 0.016479 |

1) Aacil return = C+ β(kse return)

2) ACPL RETURN= C+ β(kse return)

Dependent Variable: RETURNOFAPCL |

Method: Least Squares |

Date: 12/06/12 Time: 22:04 |

Sample(adjusted): 2 1229 |

Included observations: 1227 |

Excluded observations: 1 after adjusting endpoints |

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

C | 0.000449 | 0.000749 | 0.598996 | 0.5493 |

RETURNOFINDEX | 0.000200 | 8.80E-05 | 2.270872 | 0.0233 |

R-squared | 0.004192 | Mean dependent var | 0.000515 |

Adjusted R-squared | 0.003379 | S.D. dependent var | 0.026263 |

S.E. of regression | 0.026219 | Akaike info criterion | -4.443066 |

Sum squared resid | 0.842084 | Schwarz criterion | -4.434733 |

Log likelihood | 2727.821 | F-statistic | 5.156861 |

Durbin-Watson stat | 1.625120 | Prob(F-statistic) | 0.023328 |

3) BWCL return = C+ β(kse return)

Dependent Variable: RETURNSOFBWCL |

Method: Least Squares |

Date: 12/06/12 Time: 23:25 |

Sample(adjusted): 2 680 |

Included observations: 678 |

Excluded observations: 1 after adjusting endpoints |

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

C | -7.79E-06 | 0.001513 |...