副本数量化投资实训范例-2015

平均 1.62E-05-0.003711358标准误差0.0107570.009983592中位数-0.00642-0.013255555众数#N/A#N/A

标准差0.0663120.061542994方差0.0043970.00378754峰度 2.825962-0.365623836偏度0.806443-0.1094833区域0.3845080.238538098最小值-0.15733-0.139152969最大值0.227180.099385129求和0.000614-0.141031612观测数3838置信度(95.0%)0.0217960.020228679

散点图：

SUMMARY OUTPUT

回归统计

Multiple R 0.691621081R Square 0.478339719

Adjusted R Squ

0.463849156标准误差0.045063209

观测值38方差分析总计370.140139Coefficients 标准误差t Stat P-value

Lower 95%Intercept -0.0037217310.00731-0.509110.6137791

-0.018547541X Variable 10.6418829290.11172 5.745471.521E-060.415304626RESIDUAL OUTPUT

PROBABILITY OUTPUT 百分比排位1.3157894743.9473684216.5789473689.21052631611.8421052614.4736842117.1052631619.7368421122.368421052527.6315789530.2631578932.8947368435.5263157938.1578947440.7894736843.4210526346.0526315848.6842105351.31578947

回归分析：

210.011704280.087681 1.97256953.94736842 22-0.1047080440.020490.46096656.57894737 23-0.008510882-0.04549-1.0234359.21052632 240.028305422-0.06388-1.4371261.84210526 250.017722869-0.02903-0.653164.47368421 26-0.012850928-0.0209-0.4701367.10526316 270.010*******.0297840.67006569.73684211 28-0.059240552-0.01962-0.441572.36842105 29-0.029098770.051331 1.15480875 30-0.0092254210.053844 1.21133677.63157895 310.0008636770.0215230.48420480.26315789 320.002548342-0.01775-0.3993782.89473684 33-0.008041139-0.01491-0.3353385.52631579 34-0.00192318-0.02656-0.5976388.15789474 350.0509981320.0238350.53621690.78947368 36-0.012483916-0.00406-0.0913493.42105263 370.0157125880.0110320.24819196.05263158 380.00296013-0.02874-0.6465698.68421053

Upper 95%下限 95.0%上限 95.0%0.011104-0.018550.0111040.8684610.4153050.868461

ITY OUTPUT

Y

-0.13915

-0.13179

-0.09025

-0.08422

-0.07887

-0.06957

-0.054

-0.04314

-0.0406

-0.03557

-0.03392

-0.03375

-0.0336

-0.02849

-0.02578

-0.02295

-0.02056

-0.01654

-0.0152

-0.01131

0.099385