library(readxl)
library(ggplot2)
Apple_Intel_Safeway <- read_excel("~/Github/Business_Statistics_41000/Lecture/Section3/Apple_Intel_Safeway.xls")
View(Apple_Intel_Safeway)
summary(lm(Apple ~ SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Apple ~ SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -21.2455 -3.8059 0.5018 4.0369 16.3789
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.8967 0.8306 2.284 0.0257 *
## SP500 0.9660 0.1857 5.203 2.15e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.392 on 65 degrees of freedom
## Multiple R-squared: 0.294, Adjusted R-squared: 0.2831
## F-statistic: 27.07 on 1 and 65 DF, p-value: 2.145e-06
summary(lm(Intel ~ SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Intel ~ SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -11.5574 -3.5786 -0.3077 2.8054 11.5925
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.5706 0.6996 0.816 0.418
## SP500 0.8767 0.1564 5.605 4.56e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.384 on 65 degrees of freedom
## Multiple R-squared: 0.3259, Adjusted R-squared: 0.3155
## F-statistic: 31.42 on 1 and 65 DF, p-value: 4.559e-07
summary(lm(Safeway ~ SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Safeway ~ SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.2856 -4.5893 0.3642 3.8669 22.7144
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.1164 0.9749 0.119 0.905297
## SP500 0.8619 0.2179 3.955 0.000192 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 7.503 on 65 degrees of freedom
## Multiple R-squared: 0.194, Adjusted R-squared: 0.1816
## F-statistic: 15.64 on 1 and 65 DF, p-value: 0.0001918
ggplot(Apple_Intel_Safeway, aes(x=SP500, y=Apple)) +
geom_point(shape=1) + # Use hollow circles
geom_smooth(method=lm)
portfolio = 1/3*Apple_Intel_Safeway$Apple + 1/3*Apple_Intel_Safeway$Safeway + 1/3*Apple_Intel_Safeway$Intel
Apple_Intel_Safeway$portfolio = portfolio
summary(lm(portfolio ~ SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = portfolio ~ SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -7.4617 -2.4305 -0.3744 2.6003 6.7056
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.86122 0.42649 2.019 0.0476 *
## SP500 0.90151 0.09534 9.456 7.85e-14 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.282 on 65 degrees of freedom
## Multiple R-squared: 0.5791, Adjusted R-squared: 0.5726
## F-statistic: 89.42 on 1 and 65 DF, p-value: 7.851e-14
summary(lm(Apple ~ Safeway, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Apple ~ Safeway, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.7738 -4.5205 -0.4959 4.5256 16.3523
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 3.369e+00 9.433e-01 3.572 0.000674 ***
## Safeway 3.522e-05 1.129e-01 0.000 0.999752
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 7.607 on 65 degrees of freedom
## Multiple R-squared: 1.497e-09, Adjusted R-squared: -0.01538
## F-statistic: 9.732e-08 on 1 and 65 DF, p-value: 0.9998
summary(lm(Apple ~ Safeway + SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Apple ~ Safeway + SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.7325 -3.6009 -0.3459 4.3495 13.1202
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.9281 0.7941 2.428 0.01800 *
## Safeway -0.2696 0.1010 -2.669 0.00962 **
## SP500 1.1984 0.1977 6.062 7.95e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.11 on 64 degrees of freedom
## Multiple R-squared: 0.3647, Adjusted R-squared: 0.3449
## F-statistic: 18.37 on 2 and 64 DF, p-value: 4.953e-07
summary(lm(Apple ~ Intel, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Apple ~ Intel, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.8232 -4.1694 0.0334 4.7173 15.1552
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.4996 0.8910 2.805 0.00662 **
## Intel 0.4560 0.1323 3.447 0.00100 **
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.995 on 65 degrees of freedom
## Multiple R-squared: 0.1545, Adjusted R-squared: 0.1415
## F-statistic: 11.88 on 1 and 65 DF, p-value: 0.001
summary(lm(Apple ~ Intel + SP500, data = Apple_Intel_Safeway))
##
## Call:
## lm(formula = Apple ~ Intel + SP500, data = Apple_Intel_Safeway)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.8081 -3.8464 0.6512 3.8519 16.0994
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.8146 0.8351 2.173 0.033495 *
## Intel 0.1438 0.1473 0.976 0.332701
## SP500 0.8399 0.2262 3.713 0.000432 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.394 on 64 degrees of freedom
## Multiple R-squared: 0.3044, Adjusted R-squared: 0.2826
## F-statistic: 14 on 2 and 64 DF, p-value: 9.046e-06