SUMMARY OUTPUT

Regression Statistics
Multiple R 0.24651693
R Square 0.060770597
Adjusted R Square 0.06001193
Standard Error 2569.080596
Observations 1240

ANOVA
df SS MS F Significance F
Regression 1 528686140.3275 528686140.3 80.1018354 1.2707525E-18
Residual 1238 8171016787 6600175.111
Total 1239 8699702927.323

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 5850.528713 262.2897763621 22.30559191 6.457452E-93 5335.9471237
NIFTY Close 0.605278931 0.067629211398 8.949962871 1.270753E-18 0.47259839897

BANKEX & NIFTY, BANKEX IS DEPENDENT AND NIFTY

 Upper 95% Lower 95.0% Upper 95.0%
6365.110302 5335.9471237 6365.1103023
0.737959463 0.472598399 0.7379594631

Y, BANKEX IS DEPENDENT AND NIFTY IS INDEPENDENT , LAST 5 YEARS DATA

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.547568712
R Square 0.299831494
Adjusted R Square 0.299361267
Standard Error 997.7414029
Observations 1491

ANOVA
df SS MS F Significance F
Regression 1 634753879.4081 634753879.4 637.6309294 2.136084E-117
Residual 1489 1482281493.591 995487.907
Total 1490 2117035373

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 3281.113061 38.96774662568 84.20073894 0 3204.67554982
SBI Close 0.383628324 0.015192385691 25.251355 2.13608E-117 0.35382757253

SBI SHARE PRICE IS DEPENDENT AND NIFTY IS INDEPENDENT AND

 Upper 95% Lower 95.0% Upper 95.0%
3357.550572 3204.6755498 3357.5505719
0.413429076 0.3538275725 0.4134290763

NT AND NIFTY IS INDEPENDENT AND DATA IS FOR LAST 5 YEARS

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.490270179
R Square 0.240364848
Adjusted R Square 0.23975125
Standard Error 404.3795928
Observations 1240

ANOVA
df SS MS F Significance F
Regression 1 64056766 64056766 391.7297 5.73E-76
Residual 1238 2.02E+08 163522.9
Total 1239 2.66E+08

Coefficients Standard E t Stat P-value Lower 95%Upper 95%Lower 95.

Intercept 766.3345322 36.96944 20.72886 3.58E-82 693.8048 838.8642 693.8048
Close 0.085808497 0.004335 19.79216 5.73E-76 0.077303 0.094314 0.077303

SBI SHARE PRICE IS DE

 Upper 95.0%
838.8642
0.094314

SBI SHARE PRICE IS DEPENDENT & BANKEX IS INDEPENDENT, LAST 5 YEARS DATA