NSEI
NSEI
4/1/2022 5 17670.449
4/8/2022 5 17784.35 0.6445812
4/22/2022 5 17171.949 -3.4434793
4/29/2022 5 17102.551 -0.4041384
5/6/2022 5 16411.25 -4.0420917
5/13/2022 5 15782.15 -3.8333436
5/20/2022 5 16266.15 3.0667557
5/27/2022 5 16352.45 0.5305484
6/3/2022 5 16584.301 1.4178339
6/10/2022 5 16201.8 -2.306404
6/17/2022 5 15293.5 -5.6061661
6/24/2022 5 15699.25 2.6530879
7/1/2022 5 15752.05 0.3363206
7/8/2022 5 16220.6 2.9745323
7/15/2022 5 16049.2 -1.0566774
7/22/2022 5 16719.449 4.1762145
7/29/2022 5 17158.25 2.624493
8/5/2022 5 17397.5 1.394373
8/12/2022 5 17698.15 1.7281241
8/19/2022 5 17758.449 0.3407069
8/26/2022 5 17558.9 -1.1236839
9/2/2022 5 17539.449 -0.1107767
9/9/2022 5 17833.35 1.6756535
9/16/2022 5 17530.85 -1.6962601
9/23/2022 5 17327.35 -1.1608108
9/30/2022 5 17094.35 -1.344695
10/7/2022 5 17314.65 1.2887345
10/14/2022 5 17185.699 -0.7447518
10/21/2022 5 17576.301 2.272829
10/28/2022 5 17786.801 1.1976354
11/4/2022 5 18117.15 1.8572739
11/11/2022 5 18349.699 1.2835839
11/18/2022 5 18307.65 -0.2291527
11/25/2022 5 18512.75 1.1202945
12/2/2022 5 18696.1 0.9903964
12/9/2022 5 18496.6 -1.0670675
12/16/2022 5 18269 -1.2304943
12/23/2022 5 17806.801 -2.5299645
12/30/2022 5 18105.301 1.6763258
1/6/2023 5 17859.449 -1.3578982
1/13/2023 5 17956.6 0.5439719
1/20/2023 5 18027.65 0.3956806
1/27/2023 5 17604.35 -2.3480641
2/3/2023 5 17854.051 1.4184061
2/10/2023 5 17856.5 0.013718
2/17/2023 5 17944.199 0.4911333
2/24/2023 5 17465.801 -2.6660339
3/3/2023 5 17594.35 0.7360031
3/10/2023 5 17412.9 -1.0312926
3/17/2023 5 17100.051 -1.7966542
3/24/2023 5 16945.051 -0.9064301
Date weekday Close returns
4/1/2022 5 93.5
4/8/2022 5 96.16666 2.852047
### 5 92.2 -4.124784
### 5 91.73333 -0.506146
5/6/2022 5 82.5 -10.0654
### 5 78.16666 -5.252528
### 5 82.9 6.055443
### 5 82.06667 -1.00523
6/3/2022 5 85.16666 3.777414
### 5 81.8 -3.953027
### 5 77.46667 -5.297477
### 5 81.53333 5.249569
7/1/2022 5 78.46667 -3.761242
7/8/2022 5 79.33334 1.104506
### 5 79.73333 0.504194
### 5 88.13333 10.53512
### 5 84.86667 -3.7065
8/5/2022 5 86.96667 2.474467
### 5 81.83334 -5.902642
### 5 85.43333 4.399183
### 5 83.23333 -2.575112
9/2/2022 5 83.8 0.680825
9/9/2022 5 82.46667 -1.591093
### 5 82.8 0.404207
### 5 78.73333 -4.911441
### 5 72.66666 -7.705334
### 5 76.7 5.550458
### 5 69.4 -9.517595
### 5 62.1 -10.51874
### 5 64.15 3.301134
### 5 65.05 1.402963
### 5 71.05 9.223674
### 5 72.2 1.61857
### 5 73.4 1.662057
### 5 74 0.817436
### 5 73.1 -1.216219
### 5 70.55 -3.488365
### 5 66.9 -5.173637
### 5 74.15 10.83707
1/6/2023 5 75.3 1.550912
### 5 77.25 2.589637
### 5 73 -5.501618
### 5 71.6 -1.917811
2/3/2023 5 75.9 6.005592
### 5 80.2 5.665342
### 5 79.7 -0.623441
### 5 82.45 3.450439
3/3/2023 5 80.05 -2.910848
### 5 83.05 3.747658
### 5 67.8 -18.36243
### 5 64.75 -4.498529
x y SUMMARY OUTPUT
df SS MS F Significance F
1 385.370194475828 385.3702 15.85039 0.00023131929325
48 1167.02273529449 24.31297
49 1552.39292977031
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
-0.48388864856093 0.6976785523607 -0.69357 0.491295 -1.88666539558631 0.91888809846 -1.886665
1.39086221291888 0.34935268623156 3.981255 0.000231 0.6884415593123 2.09328286653 0.688442
0.91
n=50
t stat=3.9
f=15.8
sig=0.00
R^=0.24
SS df MS F P-value F crit
14.99242 3 4.9974747475 0.4913946956 0.688873 2.675387
1301.758 128 10.169981061
1316.75 131