Xchange Makt Auto Saved) Finalz

8/3/2019 Xchange Makt Auto Saved) Finalz

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SUMMARY OUTPUT

Regression Statistics

Multiple R 0.991378

R Square 0.98283

Adjusted R 0.981113

Standard E 0.006537

Observatio 12

ANOVA

df SS MS F gnificance F

Regression 1 0.024463 0.024463 572.4044 3.7E-10

Residual 10 0.000427 4.27E-05

Total 11 0.02489

Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept -0.32281 0.092577 -3.48697 0.005853 -0.52908 -0.11654 -0.52908 -0.11654

X Variable 1.200439 0.050175 23.92498 3.7E-10 1.088642 1.312236 1.088642 1.312236

RESIDUAL OUTPUT

bservatio Predicted Y Residuals1 1.796981 -0.00436

2 1.803412 -0.00192

3 1.875875 -0.00696

4 1.881378 0.013389

5 1.887486 0.008314

6 1.896352 0.007416

7 1.917843 -0.00121

8 1.926756 -0.003439 1.925954 -0.0028

10 1.926735 -0.00498

11 1.929453 -0.00244

12 1.931218 -0.00101



SUMMARY OUTPUT


Multiple R 0.926248

R Square 0.857935

Adjusted R 0.843729

Standard E 0.011906

Observatio 12

ANOVA


Regression 1 0.00856 0.00856 60.39048 1.52E-05

Residual 10 0.001417 0.000142

Total 11 0.009977

Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.404258 0.219111 1.844991 0.09482 -0.08395 0.892468 -0.08395 0.892468

X Variable 0.824838 0.106141 7.771131 1.52E-05 0.58834 1.061335 0.58834 1.061335

RESIDUAL OUTPUT


2 2.119221 -0.02038

3 2.153613 -0.00745

4 2.06799 -0.00034

5 2.06037 -0.00337

6 2.06758 0.00348

7 2.125325 0.010203

8 2.124605 0.0092669 2.12244 0.009015

10 2.103987 0.003219

11 2.113852 0.008223

12 2.113701 0.009931



SUMMARY OUTPUT


Multiple R 0.966914

R Square 0.934922

Adjusted R 0.928415

Standard E 0.014385

Observatio 12

ANOVA


Regression 1 0.029729 0.029729 143.6626 2.95E-07

Residual 10 0.002069 0.000207

Total 11 0.031798


X Variable 0.986648 0.082317 11.98594 2.95E-07 0.803234 1.170062 0.803234 1.170062

RESIDUAL OUTPUT


2 1.815909 -0.02029

3 1.860357 -0.01313

4 1.799816 0.00342

5 1.805786 0.003061

6 1.784182 0.030866

7 1.877189 0.003526

8 1.896766 0.0030349 1.901349 0.003325

10 1.917756 0.001739

11 1.908156 0.002396

12 1.922889 0.003456



SUMMARY OUTPUT


Multiple R 0.990388

R Square 0.980868

Adjusted R 0.978955

Standard E 0.010627

Observatio 12

ANOVA


Regression 1 0.057902 0.057902 512.6895 6.36E-10

Residual 10 0.001129 0.000113

Total 11 0.059032


X Variable 0.99765 0.044061 22.64265 6.36E-10 0.899477 1.095823 0.899477 1.095823

RESIDUAL OUTPUT


2 1.789061 -0.01912

3 1.829843 -0.01403

4 1.712153 0.008127

5 1.723006 0.005641

6 1.744967 0.012861

7 1.830743 0.007753

8 1.874999 0.0035579 1.878768 0.004076

10 1.887891 0.000472

11 1.879768 0.002077

12 1.923717 0.002798



SUMMARY OUTPUT


Multiple R 0.998646

R Square 0.997294

Adjusted R 0.997023

Standard E 0.004366

Observatio 12

ANOVA


Regression 1 0.070238 0.070238 3685.384 3.58E-14

Residual 10 0.000191 1.91E-05

Total 11 0.070429

Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept 0.057282 0.002648 21.62847 9.97E-10 0.051381 0.063183 0.051381 0.063183

X Variable 1.05321 0.017349 60.70737 3.58E-14 1.014554 1.091866 1.014554 1.091866

RESIDUAL OUTPUT

bservatio Predicted Y Residuals1 -0.24095 -0.00015

2 -0.20386 -0.00502

3 -0.16881 -0.00098

4 -0.07309 0.007676

5 -0.06465 0.004583

6 -0.09873 0.007049

7 -0.06049 -0.00044

8 -0.02684 -0.00289 -0.03517 -0.00242

10 -0.04536 -0.00331

11 -0.00223 -0.00287

12 0.010612 -0.00132



SUMMARY OUTPUT


Multiple R 0.958878

R Square 0.919447

Adjusted R 0.911392

Standard E 0.010525

Observatio 12

ANOVA


Regression 1 0.012644 0.012644 114.1418 8.64E-07

Residual 10 0.001108 0.000111

Total 11 0.013752

Coefficientsandard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0%Intercept -0.20773 0.210182 -0.98835 0.346294 -0.67605 0.260582 -0.67605 0.260582

X Variable 1.126331 0.105425 10.68372 8.64E-07 0.891429 1.361232 0.891429 1.361232

RESIDUAL OUTPUT


2 2.016532 -0.01736

3 2.063276 -0.01856

4 2.016599 0.007652

5 2.01424 0.00729

6 2.01232 0.012305

7 2.068128 0.002546

8 2.088679 -0.000839 2.077242 0.000778

10 2.048011 0.002309

11 2.031399 0.006767

12 2.044552 0.006787



DOLLAR

Years Months Spot exchange Forward exchange Intrest rate(d) Interaest rate(f) st+1 f t ut ut-1 ut-ut-1 dw

2008 jan 62.03232 58.324 0.1065 0.04037 1.792618 1.765847 -0.00436 -0.00436 1.321378

2008 april 63.3122 59.048 0.1002 0.0261 1.801487 1.771205 -0.00192 0.002438 -0.00436

2008 aug 73.94692 67.853 0.1135 0.02175 1.86892 1.831569 -0.00696 -0.00503 -0.00192

2008 dec 78.48157 68.573 0.1477 0.0028 1.894768 1.836153 0.013389 0.020345 -0.00696

2009 jan 78.66834 69.381 0.1382 0.00383 1.8958 1.841241 0.008314 -0.00507 0.013389

2009 april 80.12488 70.571 0.1406 0.00461 1.903767 1.848626 0.007416 -0.0009 0.008314

2009 aug 82.53334 73.541 0.1253 0.0027 1.916629 1.86653 -0.00121 -0.00863 0.007416

2009 dec 83.81526 74.809 0.123 0.00233 1.923323 1.873954 -0.00343 -0.00222 -0.00121

2010 jan 83.78213 74.694 0.1236 0.00172 1.923151 1.873286 -0.0028 0.00063 -0.00343

2010 april 83.51372 74.806 0.1191 0.00242 1.921758 1.873936 -0.00498 -0.00217 -0.0028

2010 aug 84.53023 75.197 0.1267 0.00231 1.927012 1.876201 -0.00244 0.002536 -0.00498

2010 dec 85.1546 75.452 0.1313 0.0024 1.930208 1.877671 -0.00101 0.001431 -0.00244

EURO

2008 jan 91.2089 85.749 0.1065 0.04027 1.960037 1.933229 -0.00969 -0.00969 0.27

2008 april 99.80965 94.36 0.1002 0.04013 1.999173 1.974788 -0.01736 -0.00767 -0.00969

2008 aug 110.84479 103.822 0.1135 0.04296 2.044715 2.016289 -0.01856 -0.0012 -0.01736

2008 dec 105.74288 94.373 0.1477 0.0243 2.024251 1.974848 0.007652 0.026213 -0.01856

2009 jun 105.08253 93.919 0.1382 0.01729 2.021531 1.972753 0.00729 -0.00036 0.007652

2009 april 105.83402 93.551 0.1406 0.00823 2.024625 1.971048 0.012305 0.005015 0.00729

2009 aug 117.67232 104.857 0.1253 0.00275 2.070674 2.020597 0.002546 -0.00976 0.012305

2009 dec 122.41928 109.356 0.123 0.00317 2.08785 2.038843 -0.00083 -0.00337 0.002546

2010 jan 119.67966 106.829 0.1236 0.00296 2.07802 2.028689 0.000778 0.001607 -0.000832010 april 112.28446 100.632 0.1191 0.00297 2.05032 2.002736 0.002309 0.001531 0.000778

2010 aug 109.18577 97.272 0.1267 0.00377 2.038166 1.987988 0.006767 0.004458 0.002309

2010 dec 112.54829 99.923 0.1313 0.0044 2.051339 1.999665 0.006787 2E-05 0.006767

STERLING

2008 jan 122.18106 116.551 0.1065 0.05552 2.087004 2.066516 -0.02179 -0.02179 0.270576

2008 april 125.55584 119.992 0.1002 0.05145 2.098837 2.079152 -0.02038 0.00141 -0.02179

2008 aug 140.01114 132.083 0.1135 0.05045 2.146163 2.120847 -0.00745 0.012934 -0.02038

2008 dec 116.85531 104.002 0.1477 0.02147 2.067648 2.017042 -0.00034 0.007108 -0.00745

2009 jun 114.02608 101.813 0.1382 0.01629 2.057004 2.007803 -0.00337 -0.00302 -0.00034

2009 april 117.77688 103.883 0.1406 0.00605 2.07106 2.016544 0.00348 0.006846 -0.00337

2009 aug 136.62421 122.054 0.1253 0.0053 2.135528 2.086552 0.010203 0.006723 0.003482009 dec 136.10419 121.809 0.123 0.00505 2.133871 2.085679 0.009266 -0.00094 0.010203

2010 jan 135.34905 121.075 0.1236 0.00511 2.131455 2.083054 0.009015 -0.00025 0.009266

2010 april 127.99871 114.996 0.1191 0.00542 2.107206 2.060683 0.003219 -0.0058 0.009015

2010 aug 132.45728 118.207 0.1267 0.00549 2.122076 2.072643 0.008223 0.005005 0.003219

2010 dec 132.93271 118.157 0.1313 0.00556 2.123632 2.072459 0.009931 0.001708 0.008223

CANIDIAN DOLLAR

2008 jan 61.40097 57.821 0.1065 0.04199 1.788175 1.762086 -0.0214 -0.0214 0.894757

2008 april 62.46181 58.682 0.1002 0.03364 1.795615 1.768505 -0.02029 0.001106 -0.0214

2008 aug 70.34405 65.096 0.1135 0.03044 1.847227 1.813554 -0.01313 0.007165 -0.02029

2008 dec 63.56769 56.519 0.1477 0.02044 1.803236 1.752194 0.00342 0.01655 -0.01313

2009 jan 64.39431 57.312 0.1382 0.01302 1.808847 1.758246 0.003061 -0.00036 0.00342

2009 april 65.32023 54.494 0.1406 0.00395 1.815048 1.736349 0.030866 0.027805 0.003061

2009 aug 75.98264 67.704 0.1253 0.0027 1.880714 1.830614 0.003526 -0.02734 0.030866

2009 dec 79.39626 70.869 0.123 0.0024 1.8998 1.850456 0.003034 -0.00049 0.003526

2010 jan 80.2922 71.631 0.1236 0.00241 1.904673 1.855101 0.003325 0.000291 0.003034

2010 april 83.07968 74.427 0.1191 0.00255 1.919495 1.871731 0.001739 -0.00159 0.003325

2010 aug 81.38637 72.778 0.1267 0.00754 1.910552 1.862 0.002396 0.000657 0.001739

2010 dec 84.40061 75.324 0.1313 0.00964 1.926346 1.876933 0.003456 0.00106 0.002396

AUSTARLIAN DOLLAR

2008 jan 54.64005 52.612 0.1065 0.06544 1.737511 1.721085 -0.01421 -0.01421 0.583805

2008 april 58.87659 57.347 0.1002 0.07162 1.769943 1.758511 -0.01912 -0.00491 -0.01421

2008 aug 65.4351 63.007 0.1135 0.07219 1.815811 1.799389 -0.01403 0.005086 -0.01912

2008 dec 52.51469 48.02 0.1477 0.04947 1.720281 1.681422 0.008127 0.022159 -0.014032009 jan 53.53609 49.238 0.1382 0.04683 1.728647 1.6923 0.005641 -0.00249 0.008127

2009 april 57.25685 51.798 0.1406 0.03186 1.757827 1.714313 0.012861 0.00722 0.005641

2009 aug 68.94391 63.138 0.1253 0.03054 1.838496 1.800291 0.007753 -0.00511 0.012861

2009 dec 75.60595 69.928 0.123 0.03867 1.878556 1.844651 0.003557 -0.0042 0.007753

2010 jan 76.35611 70.539 0.1236 0.03801 1.882844 1.848429 0.004076 0.000519 0.003557

2010 april 77.33262 72.04 0.1191 0.04252 1.888363 1.857574 0.000472 -0.0036 0.004076

2010 aug 76.18078 70.702 0.1267 0.04567 1.881845 1.849432 0.002077 0.001606 0.000472

2010 dec 84.4336 78.25 0.1313 0.04845 1.926515 1.893484 0.002798 0.000721 0.002077

YEN

2008 jan 0.57399 0.521 0.1065 0.00576 -0.2411 -0.28316 -0.00015 -0.00015 1.027154

2008 a ril 0.61819 0.565 0.1002 0.00578 -0.20888 -0.24795 -0.00502 -0.00487 -0.00015



2008 aug 0.67641 0.61 0.1135 0.00549 -0.16979 -0.21467 -0.00098 0.004036 -0.00502

2008 dec 0.86018 0.752 0.1477 0.00441 -0.06541 -0.12378 0.007676 0.008655 -0.00098

2009 jan 0.87083 0.766 0.1382 0.00249 -0.06007 -0.11577 0.004583 -0.00309 0.00767

2009 april 0.80969 0.711 0.1406 0.00183 -0.09168 -0.14813 0.007049 0.002466 0.004583

2009 aug 0.8691 0.773 0.1253 0.00122 -0.06093 -0.11182 -0.00044 -0.00749 0.007049

2009 dec 0.93401 0.832 0.123 0.00116 -0.02965 -0.07988 -0.0028 -0.00236 -0.0004

2010 jan 0.91709 0.817 0.1236 0.00116 -0.03759 -0.08778 -0.00242 0.000382 -0.0028

2010 april 0.89399 0.799 0.1191 0.00118 -0.04867 -0.09745 -0.00331 -0.00089 -0.00242

2010 aug 0.98833 0.878 0.1267 0.00108 -0.0051 -0.05651 -0.00287 0.000443 -0.00331

2010 dec 1.02163 0.903 0.1313 0.00096 0.009294 -0.04431 -0.00132 0.00155 -0.00287



r2

0.981113

0.911392

0.843729

0.928415

0.978955

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Xchange Makt Auto Saved) Finalz