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Date AMFG BRPT CEKA ERTX FAST DILD GDYR GGRM GJTL HERO HEXA ICBP IMAS INAF JPFA

2005 3325 550 300 13 134 80 640 11650 560 676 960 455 512 115 49
2006 2925 45 295 18 204 108 660 10200 580 579 900 675 348 100 76
2007 3200 2800 400 31 274 401 1300 8500 490 478 740 1288 696 205 154
2008 1210 60 350 31 347 173 500 4250 220 463 690 465 591 50 73
2009 1850 133 745 11 582 276 960 21550 425 483 3150 1775 427 83 280
2010 5800 117 550 7 1029 425 1250 40000 2300 415 7150 2338 3777 80 630
2011 6550 77 475 25 1148 255 955 62050 3000 1062 8950 2600 6400 163 765
2012 8300 41 615 41 1396 320 1230 56000 2200 4176 8050 4050 5250 315 1220
2013 7000 41 580 35 950 315 1900 42000 1680 2425 3225 5100 4900 153 1220
2014 8050 30 750 79 1050 650 1600 60700 1425 2380 3505 6550 4000 355 950
2015 6550 13 675 113 575 489 2725 55000 530 1150 1235 6738 2365 168 635
2016 6700 147 1360 165 750 500 1900 63900 1155 1260 3050 8575 1310 4680 1455
2017 6025 452 1290 118 720 350 1700 83800 680 925 2990 8900 840 5900 1300
2018 3690 478 1375 124 835 308 1910 83625 650 790 2850 10450 2160 6500 2150
2019 3430 1510 1670 140 1275 260 2000 53000 585 890 3470 11150 1155 870 1535
16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
KAEF KDSI KLBF LMPI LTLS MAPI MLBI OMRE PBRX PGAS PJAA RODA SCMA TMPO TOTO

145 75 198 155 240 88 500 75 73 1380 450 30 128 65 30


165 140 238 170 203 91 550 350 74 2320 1020 18 160 75 33
305 275 252 130 220 70 575 475 70 3070 1100 170 188 138 35
76 98 80 77 265 36 495 475 24 1860 355 66 75 91 44
127 155 260 215 375 62 1501 400 26 3900 510 54 120 76 42
159 235 650 270 400 268 2750 170 314 4425 840 50 710 81 195
340 245 680 205 400 515 3590 265 374 3175 1000 225 1570 101 249
720 510 1030 255 370 670 7350 335 357 4475 820 325 2250 144 332
590 345 1250 215 360 550 12000 340 357 4475 1090 450 2625 151 384
1465 364 1830 175 900 508 11975 340 505 6000 1775 463 3500 116 397
870 191 1320 113 500 380 8200 300 560 2745 2025 595 3100 66 695
2750 350 1515 135 350 540 11750 216 460 2840 2020 390 2800 143 530
2700 550 1690 167 500 620 13675 880 535 1750 1320 170 2480 268 408
2600 1000 1520 144 615 805 16000 1790 550 2120 1230 398 1870 180 348
1250 1170 1620 89 610 1055 15500 980 510 2170 985 50 1410 166 292
Risk Free GDP Inflation Interest Exchange Rate
Rate (Rp/USD)
0.1275 0.0569 0.1045 0.1275 9,830.00
0.0975 0.0550 0.1311 0.0975 8,993.50
0.0800 0.0635 0.0641 0.0800 9,392.50
0.0925 0.0601 0.1023 0.0925 10,900.00
0.0714 0.0463 0.0439 0.0714 9,425.00
0.0650 0.0622 0.0513 0.0650 9,010.00
0.0658 0.0617 0.0536 0.0658 9,067.50
0.0577 0.0603 0.0428 0.0577 9,637.50
0.0648 0.0556 0.0641 0.0648 12,170.00
0.0754 0.0501 0.0639 0.0754 12,385.00
0.0752 0.0488 0.0636 0.0752 13,787.50
0.0600 0.0503 0.0353 0.0600 13,472.50
0.0456 0.0507 0.0381 0.0456 13,567.50
0.0510 0.0517 0.0320 0.0510 14,380.00
0.0562 0.0502 0.0303 0.0562 13,882.50
1 2 3 4 5 6 7 8 9 10 11
Date AMFG BRPT CEKA ERTX FAST DILD GDYR GGRM GJTL HERO HEXA

2006 -0.1203 -0.9175 -0.0167 0.4000 0.5167 0.3513 0.0313 -0.1245 0.0357 -0.1429 -0.0625
2007 0.0940 60.6722 0.3559 0.7500 0.3462 2.7200 0.9697 -0.1667 -0.1552 -0.1750 -0.1778
2008 -0.6219 -0.9786 -0.1250 0.0000 0.2653 -0.5699 -0.6154 -0.5000 -0.5510 -0.0303 -0.0676
2009 0.5289 1.2167 1.1286 -0.6531 0.6774 0.6000 0.9200 4.0706 0.9318 0.0417 3.5652
2010 2.1351 -0.1203 -0.2617 -0.3059 0.7692 0.5387 0.3021 0.8561 4.4118 -0.1400 1.2698
2011 0.1293 -0.3419 -0.1364 2.3898 0.1159 -0.4000 -0.2360 0.5513 0.3043 1.5581 0.2517
2012 0.2672 -0.4675 0.2947 0.6250 0.2161 0.2549 0.2880 -0.0975 -0.2667 2.9318 -0.1006
2013 -0.1566 0.0000 -0.0569 -0.1385 -0.3196 -0.0156 0.5447 -0.2500 -0.2364 -0.4192 -0.5994
2014 0.1500 -0.2610 0.2931 1.2500 0.1053 1.0635 -0.1579 0.4452 -0.1518 -0.0186 0.0868
2015 -0.1863 -0.5710 -0.1000 0.4286 -0.4524 -0.2477 0.7031 -0.0939 -0.6281 -0.5168 -0.6476
2016 0.0229 10.2692 1.0148 0.4667 0.3043 0.0225 -0.3028 0.1618 1.1792 0.0957 1.4696
2017 -0.1007 2.0853 -0.0515 -0.2848 -0.0400 -0.3000 -0.1053 0.3114 -0.4113 -0.2659 -0.0197
2018 -0.3876 0.0575 0.0659 0.0508 0.1597 -0.1200 0.1235 -0.0021 -0.0441 -0.1459 -0.0468
2019 -0.0705 2.1590 0.2145 0.1290 0.5269 -0.1558 0.0471 -0.3662 -0.1000 0.1266 0.2175
12 13 14 15 16 17 18 19 20 21 22 23
ICBP IMAS INAF JPFA KAEF KDSI KLBF LMPI LTLS MAPI MLBI OMRE

0.4835 -0.3204 -0.1304 0.5510 0.1379 0.8667 0.2020 0.0968 -0.1563 0.0341 0.1000 3.6667
0.9074 1.0000 1.0500 1.0263 0.8485 0.9643 0.0588 -0.2353 0.0864 -0.2308 0.0455 0.3571
-0.6388 -0.1500 -0.7561 -0.5260 -0.7508 -0.6436 -0.6825 -0.4077 0.2045 -0.4857 -0.1391 0.0000
2.8172 -0.2773 0.6600 2.8356 0.6711 0.5816 2.2500 1.7922 0.4151 0.7222 2.0323 -0.1579
0.3169 7.8372 -0.0361 1.2500 0.2520 0.5161 1.5000 0.2558 0.0667 3.3145 0.8318 -0.5750
0.1123 0.6945 1.0375 0.2143 1.1384 0.0426 0.0462 -0.2407 0.0000 0.9252 0.3057 0.5588
0.5577 -0.1797 0.9325 0.5948 1.1176 1.0816 0.5147 0.2439 -0.0750 0.3010 1.0474 0.2642
0.2593 -0.0667 -0.5143 0.0000 -0.1806 -0.3235 0.2136 -0.1569 -0.0270 -0.1791 0.6327 0.0149
0.2843 -0.1837 1.3203 -0.2213 1.4831 0.0551 0.4640 -0.1860 1.5000 -0.0773 -0.0021 0.0000
0.0286 -0.4088 -0.5268 -0.3316 -0.4061 -0.4753 -0.2787 -0.3543 -0.4444 -0.2522 -0.3152 -0.1176
0.2727 -0.4461 26.8571 1.2913 2.1609 0.8325 0.1477 0.1947 -0.3000 0.4229 0.4329 -0.2800
0.0379 -0.3588 0.2607 -0.1065 -0.0182 0.5714 0.1155 0.2370 0.4286 0.1481 0.1638 3.0741
0.1742 1.5714 0.1017 0.6538 -0.0370 0.8182 -0.1006 -0.1377 0.2300 0.2984 0.1700 1.0341
0.0670 -0.4653 -0.8662 -0.2860 -0.5192 0.1700 0.0658 -0.3819 -0.0081 0.3106 -0.0313 -0.4525
24 25 26 27 28 29 30
PBRX PGAS PJAA RODA SCMA TMPO TOTO Risk Free GDP Inflation Interest
Rate
0.0133 0.6812 1.2667 -0.3911 0.2500 0.1538 0.1000 0.0975 0.0550 0.1311 0.0975
-0.0658 0.3233 0.0784 8.3061 0.1750 0.8400 0.0606 0.0800 0.0635 0.0641 0.0800
-0.6563 -0.3941 -0.6773 -0.6118 -0.6011 -0.3406 0.2571 0.0925 0.0601 0.1023 0.0925
0.1066 1.0968 0.4366 -0.1818 0.6000 -0.1648 -0.0341 0.0714 0.0463 0.0439 0.0714
10.8518 0.1346 0.6471 -0.0741 4.9167 0.0716 3.5882 0.0650 0.0622 0.0513 0.0650
0.1932 -0.2825 0.1905 3.5000 1.2113 0.2353 0.2821 0.0658 0.0617 0.0536 0.0658
-0.0455 0.4094 -0.1800 0.4444 0.4331 0.4286 0.3300 0.0577 0.0603 0.0428 0.0577
0.0000 0.0000 0.3293 0.3846 0.1667 0.0533 0.1579 0.0648 0.0556 0.0641 0.0648
0.4140 0.3408 0.6284 0.0289 0.3333 -0.2342 0.0325 0.0754 0.0501 0.0639 0.0754
0.1089 -0.5425 0.1408 0.2851 -0.1143 -0.4297 0.7521 0.0752 0.0488 0.0636 0.0752
-0.1786 0.0346 -0.0025 -0.3445 -0.0968 1.1594 -0.2374 0.0600 0.0503 0.0353 0.0600
0.1630 -0.3838 -0.3465 -0.5641 -0.1143 0.8792 -0.2302 0.0456 0.0507 0.0381 0.0456
0.0280 0.2114 -0.0682 1.3412 -0.2460 -0.3290 -0.1471 0.0510 0.0517 0.0320 0.0510
-0.0727 0.0236 -0.1992 -0.8744 -0.2460 -0.0778 -0.1609 0.0562 0.0502 0.0303 0.0562
Exchange Rate
(Rp/USD)
-0.0851
0.0444
0.1605
-0.1353
-0.0440
0.0064
0.0629
0.2628
0.0177
0.1132
-0.0228
0.0071
0.0599
-0.0346
1 2 3 4 5 6 7 8 9 10 11
Date AMFG BRPT CEKA ERTX FAST DILD GDYR GGRM GJTL HERO HEXA

2006 -0.2178 -1.0150 -0.1142 0.3025 0.4192 0.2538 -0.0663 -0.2220 -0.0618 -0.2404 -0.1600
2007 0.0140 60.5922 0.2759 0.6700 0.2662 2.6400 0.8897 -0.2467 -0.2352 -0.2550 -0.2578
2008 -0.7144 -1.0711 -0.2175 -0.0925 0.1728 -0.6624 -0.7079 -0.5925 -0.6435 -0.1228 -0.1601
2009 0.4575 1.1453 1.0572 -0.7245 0.6060 0.5286 0.8486 3.9992 0.8604 -0.0297 3.4938
2010 2.0701 -0.1853 -0.3267 -0.3709 0.7042 0.4737 0.2371 0.7911 4.3468 -0.2050 1.2048
2011 0.0635 -0.4077 -0.2022 2.3240 0.0501 -0.4658 -0.3018 0.4855 0.2385 1.4923 0.1859
2012 0.2095 -0.5252 0.2370 0.5673 0.1584 0.1972 0.2303 -0.1552 -0.3244 2.8741 -0.1583
2013 -0.2214 -0.0648 -0.1217 -0.2033 -0.3844 -0.0804 0.4799 -0.3148 -0.3012 -0.4840 -0.6642
2014 0.0746 -0.3364 0.2177 1.1746 0.0299 0.9881 -0.2333 0.3698 -0.2272 -0.0940 0.0114
2015 -0.2615 -0.6462 -0.1752 0.3534 -0.5276 -0.3229 0.6279 -0.1691 -0.7033 -0.5920 -0.7228
2016 -0.0371 10.2092 0.9548 0.4067 0.2443 -0.0375 -0.3628 0.1018 1.1192 0.0357 1.4096
2017 -0.1463 2.0397 -0.0971 -0.3304 -0.0856 -0.3456 -0.1509 0.2658 -0.4569 -0.3115 -0.0653
2018 -0.4386 0.0065 0.0149 -0.0002 0.1087 -0.1710 0.0725 -0.0531 -0.0951 -0.1969 -0.0978
2019 -0.1267 2.1028 0.1583 0.0728 0.4707 -0.2120 -0.0091 -0.4224 -0.1562 0.0704 0.1613
12 13 14 15 16 17 18 19 20 21 22 23
ICBP IMAS INAF JPFA KAEF KDSI KLBF LMPI LTLS MAPI MLBI OMRE

0.3860 -0.4179 -0.2279 0.4535 0.0404 0.7692 0.1045 -0.0007 -0.2538 -0.0634 0.0025 3.5692
0.8274 0.9200 0.9700 0.9463 0.7685 0.8843 -0.0212 -0.3153 0.0064 -0.3108 -0.0345 0.2771
-0.7313 -0.2425 -0.8486 -0.6185 -0.8433 -0.7361 -0.7750 -0.5002 0.1120 -0.5782 -0.2316 -0.0925
2.7458 -0.3487 0.5886 2.7642 0.5997 0.5102 2.1786 1.7208 0.3437 0.6508 1.9609 -0.2293
0.2519 7.7722 -0.1011 1.1850 0.1870 0.4511 1.4350 0.1908 0.0017 3.2495 0.7668 -0.6400
0.0465 0.6287 0.9717 0.1485 1.0726 -0.0232 -0.0196 -0.3065 -0.0658 0.8594 0.2399 0.4930
0.5000 -0.2374 0.8748 0.5371 1.0599 1.0239 0.4570 0.1862 -0.1327 0.2433 0.9897 0.2065
0.1945 -0.1315 -0.5791 -0.0648 -0.2454 -0.3883 0.1488 -0.2217 -0.0918 -0.2439 0.5679 -0.0499
0.2089 -0.2591 1.2449 -0.2967 1.4077 -0.0203 0.3886 -0.2614 1.4246 -0.1527 -0.0775 -0.0754
-0.0466 -0.4840 -0.6020 -0.4068 -0.4813 -0.5505 -0.3539 -0.4295 -0.5196 -0.3274 -0.3904 -0.1928
0.2127 -0.5061 26.7971 1.2313 2.1009 0.7725 0.0877 0.1347 -0.3600 0.3629 0.3729 -0.3400
-0.0077 -0.4044 0.2151 -0.1521 -0.0638 0.5258 0.0699 0.1914 0.3830 0.1025 0.1182 3.0285
0.1232 1.5204 0.0507 0.6028 -0.0880 0.7672 -0.1516 -0.1887 0.1790 0.2474 0.1190 0.9831
0.0108 -0.5215 -0.9224 -0.3422 -0.5754 0.1138 0.0096 -0.4381 -0.0643 0.2544 -0.0875 -0.5087
24 25 26 27 28 29 30
PBRX PGAS PJAA RODA SCMA TMPO TOTO Risk Free GDP Inflation Interest
Rate
-0.0842 0.5837 1.1692 -0.4886 0.1525 0.0563 0.0025 0.0975 0.0550 0.1311 0.0975
-0.1458 0.2433 -0.0016 8.2261 0.0950 0.7600 -0.0194 0.0800 0.0635 0.0641 0.0800
-0.7488 -0.4866 -0.7698 -0.7043 -0.6936 -0.4331 0.1646 0.0925 0.0601 0.1023 0.0925
0.0352 1.0254 0.3652 -0.2532 0.5286 -0.2362 -0.1055 0.0714 0.0463 0.0439 0.0714
10.7868 0.0696 0.5821 -0.1391 4.8517 0.0066 3.5232 0.0650 0.0622 0.0513 0.0650
0.1274 -0.3483 0.1247 3.4342 1.1455 0.1695 0.2163 0.0658 0.0617 0.0536 0.0658
-0.1032 0.3517 -0.2377 0.3867 0.3754 0.3709 0.2723 0.0577 0.0603 0.0428 0.0577
-0.0648 -0.0648 0.2645 0.3198 0.1019 -0.0115 0.0931 0.0648 0.0556 0.0641 0.0648
0.3386 0.2654 0.5530 -0.0465 0.2579 -0.3096 -0.0429 0.0754 0.0501 0.0639 0.0754
0.0337 -0.6177 0.0656 0.2099 -0.1895 -0.5049 0.6769 0.0752 0.0488 0.0636 0.0752
-0.2386 -0.0254 -0.0625 -0.4045 -0.1568 1.0994 -0.2974 0.0600 0.0503 0.0353 0.0600
0.1174 -0.4294 -0.3921 -0.6097 -0.1599 0.8336 -0.2758 0.0456 0.0507 0.0381 0.0456
-0.0230 0.1604 -0.1192 1.2902 -0.2970 -0.3800 -0.1981 0.0510 0.0517 0.0320 0.0510
-0.1289 -0.0326 -0.2554 -0.9306 -0.3022 -0.1340 -0.2171 0.0562 0.0502 0.0303 0.0562
Exchange Rate
(Rp/USD)
-0.0851
0.0444
0.1605
-0.1353
-0.0440
0.0064
0.0629
0.2628
0.0177
0.1132
-0.0228
0.0071
0.0599
-0.0346
1 2 3 4 5 6 7 8 9
R R1 R2 R3 R4 R5 R6 R7 R8 R9
Date AMFG BRPT CEKA ERTX FAST DILD GDYR GGRM GJTL

2006 -0.2178 -1.0150 -0.1142 0.3025 0.4192 0.2538 -0.0663 -0.2220 -0.0618
2007 0.0140 60.5922 0.2759 0.6700 0.2662 2.6400 0.8897 -0.2467 -0.2352
2008 -0.7144 -1.0711 -0.2175 -0.0925 0.1728 -0.6624 -0.7079 -0.5925 -0.6435
2009 0.4575 1.1453 1.0572 -0.7245 0.6060 0.5286 0.8486 3.9992 0.8604
2010 2.0701 -0.1853 -0.3267 -0.3709 0.7042 0.4737 0.2371 0.7911 4.3468
2011 0.0635 -0.4077 -0.2022 2.3240 0.0501 -0.4658 -0.3018 0.4855 0.2385
2012 0.2095 -0.5252 0.2370 0.5673 0.1584 0.1972 0.2303 -0.1552 -0.3244
2013 -0.2214 -0.0648 -0.1217 -0.2033 -0.3844 -0.0804 0.4799 -0.3148 -0.3012
2014 0.0746 -0.3364 0.2177 1.1746 0.0299 0.9881 -0.2333 0.3698 -0.2272
2015 -0.2615 -0.6462 -0.1752 0.3534 -0.5276 -0.3229 0.6279 -0.1691 -0.7033
2016 -0.0371 10.2092 0.9548 0.4067 0.2443 -0.0375 -0.3628 0.1018 1.1192
2017 -0.1463 2.0397 -0.0971 -0.3304 -0.0856 -0.3456 -0.1509 0.2658 -0.4569
2018 -0.4386 0.0065 0.0149 -0.0002 0.1087 -0.1710 0.0725 -0.0531 -0.0951
2019 -0.1267 2.1028 0.1583 0.0728 0.4707 -0.2120 -0.0091 -0.4224 -0.1562
Average 0.0518 5.1317 0.1187 0.2964 0.1595 0.1988 0.1110 0.2741 0.2400
a -2.577696 -98.707894 0.491459 -2.84169 -1.244014 -4.772486 -0.667791 0.8208353 -4.325295
β1 54.28323 1164.6892 -23.82358 47.63974 22.60277 47.61378 -2.275987 -40.68731 95.73342
β2 -9.082332 -603.28675 -17.6273 -7.866397 -3.374497 -29.4835 -15.7983 -30.63581 -13.64393
β3 4.115772 1099.6852 29.0712 14.5642 6.491656 60.31801 26.5222 52.810494 4.477882
β4 -3.207014 -0.2644795 -1.022045 -0.278431 -2.763334 -1.501645 0.322805 -4.981379 -6.340041
10 11 12 13 14 15 16 17 18
R10 R11 R12 R13 R14 R15 R16 R17 R18
HERO HEXA ICBP IMAS INAF JPFA KAEF KDSI KLBF

-0.2404 -0.1600 0.3860 -0.4179 -0.2279 0.4535 0.0404 0.7692 0.1045


-0.2550 -0.2578 0.8274 0.9200 0.9700 0.9463 0.7685 0.8843 -0.0212
-0.1228 -0.1601 -0.7313 -0.2425 -0.8486 -0.6185 -0.8433 -0.7361 -0.7750
-0.0297 3.4938 2.7458 -0.3487 0.5886 2.7642 0.5997 0.5102 2.1786
-0.2050 1.2048 0.2519 7.7722 -0.1011 1.1850 0.1870 0.4511 1.4350
1.4923 0.1859 0.0465 0.6287 0.9717 0.1485 1.0726 -0.0232 -0.0196
2.8741 -0.1583 0.5000 -0.2374 0.8748 0.5371 1.0599 1.0239 0.4570
-0.4840 -0.6642 0.1945 -0.1315 -0.5791 -0.0648 -0.2454 -0.3883 0.1488
-0.0940 0.0114 0.2089 -0.2591 1.2449 -0.2967 1.4077 -0.0203 0.3886
-0.5920 -0.7228 -0.0466 -0.4840 -0.6020 -0.4068 -0.4813 -0.5505 -0.3539
0.0357 1.4096 0.2127 -0.5061 26.7971 1.2313 2.1009 0.7725 0.0877
-0.3115 -0.0653 -0.0077 -0.4044 0.2151 -0.1521 -0.0638 0.5258 0.0699
-0.1969 -0.0978 0.1232 1.5204 0.0507 0.6028 -0.0880 0.7672 -0.1516
0.0704 0.1613 0.0108 -0.5215 -0.9224 -0.3422 -0.5754 0.1138 0.0096
0.1387 0.2986 0.3373 0.5206 2.0308 0.4277 0.3528 0.2928 0.2542
-3.125187 -0.189898 -0.081645 -10.02963 7.7577922 -1.504311 -1.661598 -0.003729 -0.226838
84.19682 -20.74526 -19.30476 229.89 -139.5654 16.01087 28.86311 30.82214 3.9304885
-3.542851 -34.19285 -23.28122 -11.55376 -116.1887 -25.56423 -20.96838 5.782436 -14.10554
-15.94241 55.45707 42.76496 -17.19054 130.04187 39.26695 25.38139 -23.63657 17.58258
-1.638302 -6.008438 -3.163478 -6.309911 -7.137178 -4.789581 -2.719618 -3.748487 -3.899339
19 20 21 22 23 24 25 26 27 28
R19 R20 R21 R22 R23 R24 R25 R26 R27 R28
LMPI LTLS MAPI MLBI OMRE PBRX PGAS PJAA RODA SCMA

-0.0007 -0.2538 -0.0634 0.0025 3.5692 -0.0842 0.5837 1.1692 -0.4886 0.1525
-0.3153 0.0064 -0.3108 -0.0345 0.2771 -0.1458 0.2433 -0.0016 8.2261 0.0950
-0.5002 0.1120 -0.5782 -0.2316 -0.0925 -0.7488 -0.4866 -0.7698 -0.7043 -0.6936
1.7208 0.3437 0.6508 1.9609 -0.2293 0.0352 1.0254 0.3652 -0.2532 0.5286
0.1908 0.0017 3.2495 0.7668 -0.6400 10.7868 0.0696 0.5821 -0.1391 4.8517
-0.3065 -0.0658 0.8594 0.2399 0.4930 0.1274 -0.3483 0.1247 3.4342 1.1455
0.1862 -0.1327 0.2433 0.9897 0.2065 -0.1032 0.3517 -0.2377 0.3867 0.3754
-0.2217 -0.0918 -0.2439 0.5679 -0.0499 -0.0648 -0.0648 0.2645 0.3198 0.1019
-0.2614 1.4246 -0.1527 -0.0775 -0.0754 0.3386 0.2654 0.5530 -0.0465 0.2579
-0.4295 -0.5196 -0.3274 -0.3904 -0.1928 0.0337 -0.6177 0.0656 0.2099 -0.1895
0.1347 -0.3600 0.3629 0.3729 -0.3400 -0.2386 -0.0254 -0.0625 -0.4045 -0.1568
0.1914 0.3830 0.1025 0.1182 3.0285 0.1174 -0.4294 -0.3921 -0.6097 -0.1599
-0.1887 0.1790 0.2474 0.1190 0.9831 -0.0230 0.1604 -0.1192 1.2902 -0.2970
-0.4381 -0.0643 0.2544 -0.0875 -0.5087 -0.1289 -0.0326 -0.2554 -0.9306 -0.3022
-0.0170 0.0687 0.3067 0.3083 0.4592 0.7073 0.0496 0.0919 0.7350 0.4078
0.9213061 0.714202 -2.597705 -0.069602 6.8206218 -9.61735 -0.269887 0.265142 -17.57638 -5.911533
-18.68369 -14.99706 82.06226 8.464089 -24.90397 242.4838 -3.495606 -7.042359 248.2006 137.0479
-5.735664 -2.748806 -3.77406 -10.74299 94.53696 -2.45438 -3.622273 10.40394 -83.31645 -5.01642
7.3044855 5.030699 -17.81642 8.760288 -151.4308 -36.73519 11.55773 -4.822265 139.5469 -10.53535
-2.741583 -0.284055 -5.057722 -1.987572 -4.984768 -9.97693 -2.335254 -2.181795 1.036196 -5.78168
29 30 X1 X2 X3 X4
R29 R30 GDP INF IR EXRATE
Interest Exchange Rate
TMPO TOTO GDP Inflation
Rate (Rp/USD)
0.0563 0.0025 0.0550 0.1311 0.0975 -0.0851
0.7600 -0.0194 0.0635 0.0641 0.0800 0.0444
-0.4331 0.1646 0.0601 0.1023 0.0925 0.1605
-0.2362 -0.1055 0.0463 0.0439 0.0714 -0.1353
0.0066 3.5232 0.0622 0.0513 0.0650 -0.0440
0.1695 0.2163 0.0617 0.0536 0.0658 0.0064
0.3709 0.2723 0.0603 0.0428 0.0577 0.0629
-0.0115 0.0931 0.0556 0.0641 0.0648 0.2628
-0.3096 -0.0429 0.0501 0.0639 0.0754 0.0177
-0.5049 0.6769 0.0488 0.0636 0.0752 0.1132
1.0994 -0.2974 0.0503 0.0353 0.0600 -0.0228
0.8336 -0.2758 0.0507 0.0381 0.0456 0.0071
-0.3800 -0.1981 0.0517 0.0320 0.0510 0.0599
-0.1340 -0.2171 0.0502 0.0303 0.0562 -0.0346
0.0919 0.2709
-0.385325 -4.219028
31.12365 84.87904
4.29128 -4.612051
-20.94739 2.442996
-1.472836 -1.880079
Y X1 X2 X3 X4
Observation Ri GDP INF IR EXRATE
Average Return β1 β2 β3 β4
1 0.05182 54.28323 -9.08233 4.11577 -3.20701
2 5.13173 1164.68917 -603.28675 1099.68522 -0.26448
3 0.11867 -23.82358 -17.62730 29.07120 -1.02204
4 0.29640 47.63974 -7.86640 14.56420 -0.27843
5 0.15950 22.60277 -3.37450 6.49166 -2.76333
6 0.19884 47.61378 -29.48350 60.31801 -1.50164
7 0.11101 -2.27599 -15.79830 26.52220 0.32281
8 0.27411 -40.68731 -30.63581 52.81049 -4.98138
9 0.24002 95.73342 -13.64393 4.47788 -6.34004
10 0.13865 84.19682 -3.54285 -15.94241 -1.63830
11 0.29863 -20.74526 -34.19285 55.45707 -6.00844
12 0.33729 -19.30476 -23.28122 42.76496 -3.16348
13 0.52060 229.88997 -11.55376 -17.19054 -6.30991
14 2.03084 -139.56536 -116.18872 130.04187 -7.13718
15 0.42769 16.01087 -25.56423 39.26695 -4.78958
16 0.35281 28.86311 -20.96838 25.38139 -2.71962
17 0.29282 30.82214 5.78244 -23.63657 -3.74849
18 0.25417 3.93049 -14.10554 17.58258 -3.89934
19 -0.01702 -18.68369 -5.73566 7.30449 -2.74158
20 0.06874 -14.99706 -2.74881 5.03070 -0.28406
21 0.30671 82.06226 -3.77406 -17.81642 -5.05772
22 0.30830 8.46409 -10.74299 8.76029 -1.98757
23 0.45919 -24.90397 94.53696 -151.43077 -4.98477
24 0.70728 242.48380 -2.45438 -36.73519 -9.97693
25 0.04962 -3.49561 -3.62227 11.55773 -2.33525
26 0.09186 -7.04236 10.40394 -4.82226 -2.18180
27 0.73504 248.20065 -83.31645 139.54693 1.03620
28 0.40783 137.04788 -5.01642 -10.53535 -5.78168
29 0.09193 31.12365 4.29128 -20.94739 -1.47284
30 0.27091 84.87904 -4.61205 2.44300 -1.88008
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9657898354
R Square 0.9327500062
Adjusted R Square 0.9219900071
Standard Error 0.2655300509
Observations 30

ANOVA
df SS MS F Significance F
Regression 4 24.4478334252 6.1119583563 86.686811482 2.8090882E-14
Residual 25 1.76265519858 0.0705062079
Total 29 26.2104886238

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.0106401 0.0863843 0.1231716 0.9029561 -0.1672718
GDP 0.0001786 0.0004915 0.3633361 0.7194082 -0.0008338
INF -0.0132258 0.0058423 -2.2638029 0.0325178 -0.0252582
IR -0.0029046 0.0033572 -0.8651672 0.3951735 -0.0098189
EXRATE -0.0538855 0.0253533 -2.1253857 0.0436143 -0.1061016
Upper 95% Lower 95.0% Upper 95.0%
0.1885519 -0.1672718 0.1885519
0.0011909 -0.0008338 0.0011909
-0.0011934 -0.0252582 -0.0011934
0.0040098 -0.0098189 0.0040098
-0.0016694 -0.1061016 -0.0016694
Y X1 X2 X3 X4
Observation Ri GDP INF IR EXRATE
Average Return β1 β2 β3 β4
1 0.05182 54.28323 -9.08233 4.11577 -3.20701
3 0.11867 -23.82358 -17.62730 29.07120 -1.02204
4 0.29640 47.63974 -7.86640 14.56420 -0.27843
5 0.15950 22.60277 -3.37450 6.49166 -2.76333
6 0.19884 47.61378 -29.48350 60.31801 -1.50164
7 0.11101 -2.27599 -15.79830 26.52220 0.32281
8 0.27411 -40.68731 -30.63581 52.81049 -4.98138
9 0.24002 95.73342 -13.64393 4.47788 -6.34004
10 0.13865 84.19682 -3.54285 -15.94241 -1.63830
11 0.29863 -20.74526 -34.19285 55.45707 -6.00844
12 0.33729 -19.30476 -23.28122 42.76496 -3.16348
13 0.52060 229.88997 -11.55376 -17.19054 -6.30991
15 0.42769 16.01087 -25.56423 39.26695 -4.78958
16 0.35281 28.86311 -20.96838 25.38139 -2.71962
17 0.29282 30.82214 5.78244 -23.63657 -3.74849
18 0.25417 3.93049 -14.10554 17.58258 -3.89934
19 -0.01702 -18.68369 -5.73566 7.30449 -2.74158
20 0.06874 -14.99706 -2.74881 5.03070 -0.28406
21 0.30671 82.06226 -3.77406 -17.81642 -5.05772
22 0.30830 8.46409 -10.74299 8.76029 -1.98757
25 0.04962 -3.49561 -3.62227 11.55773 -2.33525
26 0.09186 -7.04236 10.40394 -4.82226 -2.18180
29 0.09193 31.12365 4.29128 -20.94739 -1.47284
30 0.27091 84.87904 -4.61205 2.44300 -1.88008
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.722877
R Square 0.522551
Adjusted R Square 0.422036
Standard Error 0.101085
Observations 24

ANOVA
df SS MS F Significance F
Regression 4 0.212487 0.053122 5.198716 0.005313
Residual 19 0.194146 0.010218
Total 23 0.406633

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.080318 0.040214 1.997266 0.060321 -0.003851 0.164487 -0.003851 0.164487
GDP 0.000909 0.000575 1.582032 0.130146 -0.000294 0.002112 -0.000294 0.002112
INF -0.005985 0.006155 -0.972321 0.343108 -0.018868 0.006898 -0.018868 0.006898
IR -0.000739 0.003176 -0.232595 0.818563 -0.007387 0.005909 -0.007387 0.005909
EXRATE -0.018164 0.014124 -1.286018 0.213889 -0.047725 0.011398 -0.047725 0.011398

Tidak ada yg signifikan :)


Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.481306
R Square 0.231656
Adjusted R Square -0.109831
Standard Error 1.023261
Observations 14

ANOVA
df SS MS F Significance F
Regression 4 2.841204 0.710301 0.678374 0.623955
Residual 9 9.423571 1.047063
Total 13 12.26477

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -4.219028 3.316498 -1.272134 0.23521 -11.72147 3.283411 -11.72147 3.283411
X Variable 1 84.87904 52.51431 1.616303 0.140484 -33.91657 203.6747 -33.91657 203.6747
X Variable 2 -4.612051 24.69492 -0.186761 0.85599 -60.47584 51.25174 -60.47584 51.25174
X Variable 3 2.442996 46.40819 0.052641 0.959167 -102.5396 107.4256 -102.5396 107.4256
X Variable 4 -1.880079 2.957084 -0.635788 0.540742 -8.569467 4.809309 -8.569467 4.809309
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.512392
R Square 0.262546
Adjusted R-0.065211
Standard E 0.51914
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 0.863537 0.215884 0.801037 0.554056
Residual 9 2.425554 0.269506
Total 13 3.289091

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.385325 1.682587 -0.229008 0.823982 -4.191601 3.42095 -4.191601 3.42095
X Variable 31.12365 26.64252 1.168195 0.272741 -29.14592 91.39322 -29.14592 91.39322
X Variable 4.29128 12.52868 0.342517 0.739826 -24.05056 32.63313 -24.05056 32.63313
X Variable -20.94739 23.54465 -0.889688 0.396791 -74.2091 32.31432 -74.2091 32.31432
X Variable -1.472836 1.500242 -0.981732 0.351884 -4.86662 1.920947 -4.86662 1.920947
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.628317
R Square 0.394782
Adjusted R 0.125797
Standard E 1.265051
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 9.395178 2.348794 1.467671 0.289803
Residual 9 14.40319 1.600355
Total 13 23.79837

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -5.911533 4.100165 -1.441779 0.183241 -15.18675 3.363684 -15.18675 3.363684
X Variable 137.0479 64.9231 2.110926 0.063973 -9.818372 283.9141 -9.818372 283.9141
X Variable -5.01642 30.53017 -0.16431 0.873118 -74.08046 64.04762 -74.08046 64.04762
X Variable -10.53535 57.37414 -0.183625 0.858378 -140.3247 119.254 -140.3247 119.254
X Variable -5.78168 3.655824 -1.581499 0.148223 -14.05173 2.488367 -14.05173 2.488367
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.672025
R Square 0.451618
Adjusted R 0.207893
Standard E 2.153077
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 34.35974 8.589936 1.85298 0.203069
Residual 9 41.72168 4.635742
Total 13 76.08143

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Intercept -17.57638 6.978352 -2.518701 0.032839 -33.36251 -1.790256 -33.36251 -1.790256
X Variable 248.2006 110.4971 2.246219 0.051319 -1.761101 498.1624 -1.761101 498.1624
X Variable -83.31645 51.96139 -1.60343 0.143303 -200.8613 34.22839 -200.8613 34.22839
X Variable 139.5469 97.64899 1.429067 0.186761 -81.35043 360.4443 -81.35043 360.4443
X Variable 1.036196 6.222097 0.166535 0.871417 -13.03916 15.11156 -13.03916 15.11156
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.618455
R Square 0.382486
Adjusted R 0.108036
Standard E 0.453905
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.148527 0.287132 1.393644 0.310934
Residual 9 1.854265 0.206029
Total 13 3.002792

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.265142 1.471153 0.180227 0.860967 -3.062838 3.593122 -3.062838 3.593122
X Variable -7.042359 23.29463 -0.302317 0.769281 -59.73848 45.65376 -59.73848 45.65376
X Variable 10.40394 10.95433 0.949756 0.367041 -14.37648 35.18436 -14.37648 35.18436
X Variable -4.822265 20.58604 -0.234249 0.820033 -51.39112 41.74659 -51.39112 41.74659
X Variable -2.181795 1.311722 -1.663306 0.130612 -5.149116 0.785526 -5.149116 0.785526
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.600318
R Square 0.360381
Adjusted R 0.076106
Standard E 0.427494
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 0.92671 0.231678 1.267721 0.350938
Residual 9 1.644761 0.182751
Total 13 2.571471

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.269887 1.385554 -0.194786 0.849886 -3.404227 2.864453 -3.404227 2.864453
X Variable -3.495606 21.93922 -0.159331 0.876926 -53.12558 46.13437 -53.12558 46.13437
X Variable -3.622273 10.31695 -0.351099 0.733593 -26.96083 19.71628 -26.96083 19.71628
X Variable 11.55773 19.38823 0.596121 0.565784 -32.3015 55.41696 -32.3015 55.41696
X Variable -2.335254 1.235399 -1.890283 0.091295 -5.129921 0.459412 -5.129921 0.459412
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.515943
R Square 0.266198
Adjusted R-0.059937
Standard E 2.997196
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 29.32904 7.332259 0.816221 0.545898
Residual 9 80.84863 8.983181
Total 13 110.1777

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -9.61735 9.714228 -0.990027 0.348029 -31.59246 12.35776 -31.59246 12.35776
X Variable 242.4838 153.8177 1.576437 0.14938 -105.4759 590.4435 -105.4759 590.4435
X Variable -2.45438 72.33295 -0.033932 0.973672 -166.0829 161.1741 -166.0829 161.1741
X Variable -36.73519 135.9325 -0.270246 0.793066 -344.2358 270.7654 -344.2358 270.7654
X Variable -9.97693 8.661482 -1.151873 0.279052 -29.57056 9.616704 -29.57056 9.616704
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.882496
R Square 0.7788
Adjusted R 0.680488
Standard E 0.721464
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 16.49344 4.12336 7.921768 0.005072
Residual 9 4.684591 0.52051
Total 13 21.17803

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Intercept 6.820622 2.338341 2.916864 0.017119 1.530928 12.11032 1.530928 12.11032
X Variable -24.90397 37.02591 -0.672609 0.51809 -108.6624 58.85445 -108.6624 58.85445
X Variable 94.53696 17.41148 5.429576 0.000417 55.14946 133.9245 55.14946 133.9245
X Variable -151.4308 32.72071 -4.62798 0.00124 -225.4501 -77.41138 -225.4501 -77.41138
X Variable -4.984768 2.084931 -2.390855 0.040501 -9.70121 -0.268326 -9.70121 -0.268326
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.473833
R Square 0.224518
Adjusted R-0.120141
Standard E 0.646454
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.088925 0.272231 0.651422 0.640236
Residual 9 3.761129 0.417903
Total 13 4.850054

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.069602 2.095227 -0.033219 0.974225 -4.809335 4.67013 -4.809335 4.67013
X Variable 8.464089 33.17638 0.255124 0.804362 -66.58609 83.51427 -66.58609 83.51427
X Variable -10.74299 15.60124 -0.688599 0.508435 -46.03543 24.54946 -46.03543 24.54946
X Variable 8.760288 29.31878 0.298794 0.771881 -57.56341 75.08399 -57.56341 75.08399
X Variable -1.987572 1.868164 -1.063917 0.315077 -6.213653 2.238508 -6.213653 2.238508
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.698556
R Square 0.487981
Adjusted R 0.260417
Standard E 0.803805
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 5.541917 1.385479 2.144365 0.157175
Residual 9 5.81492 0.646102
Total 13 11.35684

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -2.597705 2.605217 -0.997117 0.34476 -8.491115 3.295704 -8.491115 3.295704
X Variable 82.06226 41.25169 1.989307 0.077884 -11.25555 175.3801 -11.25555 175.3801
X Variable -3.77406 19.39866 -0.194553 0.850064 -47.65688 40.10876 -47.65688 40.10876
X Variable -17.81642 36.45514 -0.488722 0.636727 -100.2837 64.65083 -100.2837 64.65083
X Variable -5.057722 2.322885 -2.177345 0.057422 -10.31245 0.19701 -10.31245 0.19701
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.235339
R Square 0.055385
Adjusted R-0.364444
Standard E 0.539321
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 0.153487 0.038372 0.131922 0.966697
Residual 9 2.617808 0.290868
Total 13 2.771295

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.714202 1.747998 0.408583 0.692397 -3.240044 4.668447 -3.240044 4.668447
X Variable -14.99706 27.67826 -0.541835 0.601087 -77.60963 47.61552 -77.60963 47.61552
X Variable -2.748806 13.01574 -0.211191 0.837443 -32.19245 26.69484 -32.19245 26.69484
X Variable 5.030699 24.45996 0.205671 0.841625 -50.30158 60.36298 -50.30158 60.36298
X Variable -0.284055 1.558564 -0.182254 0.859422 -3.809773 3.241663 -3.809773 3.241663
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.632024
R Square 0.399454
Adjusted R 0.132545
Standard E 0.520243
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.620226 0.405056 1.496591 0.281991
Residual 9 2.435874 0.270653
Total 13 4.0561

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.921306 1.686162 0.546392 0.598079 -2.893058 4.73567 -2.893058 4.73567
X Variable -18.68369 26.69914 -0.699786 0.501746 -79.08134 41.71397 -79.08134 41.71397
X Variable -5.735664 12.55531 -0.456832 0.658618 -34.13774 22.66641 -34.13774 22.66641
X Variable 7.304486 23.59469 0.309582 0.763927 -46.07041 60.67938 -46.07041 60.67938
X Variable -2.741583 1.50343 -1.823551 0.10153 -6.142578 0.659413 -6.142578 0.659413
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.64101
R Square 0.410894
Adjusted R 0.149069
Standard E 0.679623
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 2.899438 0.724859 1.569344 0.263371
Residual 9 4.156981 0.461887
Total 13 7.056419

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.226838 2.202729 -0.10298 0.920237 -5.209756 4.756081 -5.209756 4.756081
X Variable 3.930489 34.87859 0.112691 0.912749 -74.97036 82.83134 -74.97036 82.83134
X Variable -14.10554 16.4017 -0.860005 0.412109 -51.20876 22.99769 -51.20876 22.99769
X Variable 17.58258 30.82307 0.570436 0.582341 -52.14405 87.30921 -52.14405 87.30921
X Variable -3.899339 1.964015 -1.985391 0.078376 -8.342251 0.543573 -8.342251 0.543573
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.716463
R Square 0.51332
Adjusted R 0.297017
Standard E 0.474113
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 2.133782 0.533446 2.373157 0.129544
Residual 9 2.023048 0.224783
Total 13 4.15683

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Intercept -0.003729 1.53665 -0.002427 0.998117 -3.479874 3.472416 -3.479874 3.472416
X Variable 30.82214 24.33173 1.266747 0.237045 -24.22006 85.86434 -24.22006 85.86434
X Variable 5.782436 11.44203 0.505368 0.625444 -20.10123 31.6661 -20.10123 31.6661
X Variable -23.63657 21.50255 -1.099245 0.300195 -72.27872 25.00558 -72.27872 25.00558
X Variable -3.748487 1.370121 -2.73588 0.023002 -6.847916 -0.649057 -6.847916 -0.649057
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.501288
R Square 0.25129
Adjusted R -0.08147
Standard E 0.877658
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 2.326776 0.581694 0.755168 0.579369
Residual 9 6.932556 0.770284
Total 13 9.259333

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -1.661598 2.844583 -0.584127 0.573482 -8.096492 4.773297 -8.096492 4.773297
X Variable 28.86311 45.04189 0.640806 0.537621 -73.02872 130.7549 -73.02872 130.7549
X Variable -20.96838 21.18101 -0.989961 0.34806 -68.88314 26.94639 -68.88314 26.94639
X Variable 25.38139 39.80463 0.637649 0.539584 -64.66293 115.4257 -64.66293 115.4257
X Variable -2.719618 2.536311 -1.072273 0.311507 -8.457153 3.017918 -8.457153 3.017918
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.68697
R Square 0.471928
Adjusted R 0.23723
Standard E 0.787002
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 4.981704 1.245426 2.010786 0.176516
Residual 9 5.574354 0.619373
Total 13 10.55606

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -1.504311 2.550758 -0.58975 0.569865 -7.274526 4.265905 -7.274526 4.265905
X Variable 16.01087 40.38938 0.396413 0.701035 -75.35625 107.378 -75.35625 107.378
X Variable -25.56423 18.99316 -1.345971 0.211233 -68.52974 17.40128 -68.52974 17.40128
X Variable 39.26695 35.69309 1.100127 0.29983 -41.47643 120.0103 -41.47643 120.0103
X Variable -4.789581 2.274328 -2.105932 0.064494 -9.934468 0.355307 -9.934468 0.355307
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.33326
R Square 0.111062
Adjusted R-0.284021
Standard E 8.118316
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 74.10893 18.52723 0.281112 0.882975
Residual 9 593.1634 65.90705
Total 13 667.2724

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 7.757792 26.31232 0.294835 0.774808 -51.76481 67.2804 -51.76481 67.2804
X Variable -139.5654 416.6363 -0.334981 0.745315 -1082.062 802.9313 -1082.062 802.9313
X Variable -116.1887 195.9237 -0.59303 0.567762 -559.399 327.0216 -559.399 327.0216
X Variable 130.0419 368.1917 0.353191 0.732077 -702.8657 962.9494 -702.8657 962.9494
X Variable -7.137178 23.46081 -0.304217 0.767879 -60.20922 45.93487 -60.20922 45.93487
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.60216
R Square 0.362597
Adjusted R 0.079307
Standard E 2.088496
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 22.3316 5.5829 1.279948 0.346815
Residual 9 39.25636 4.361817
Total 13 61.58796

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -10.02963 6.769038 -1.481693 0.172563 -25.34226 5.282995 -25.34226 5.282995
X Variable 229.89 107.1827 2.144841 0.060543 -12.57424 472.3542 -12.57424 472.3542
X Variable -11.55376 50.40282 -0.229228 0.823816 -125.5729 102.4654 -125.5729 102.4654
X Variable -17.19054 94.72003 -0.181488 0.860006 -231.4621 197.0811 -231.4621 197.0811
X Variable -6.309911 6.035467 -1.045472 0.323071 -19.96309 7.343263 -19.96309 7.343263
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.662554
R Square 0.438978
Adjusted R 0.189634
Standard E 0.696178
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 3.413067 0.853267 1.760536 0.220778
Residual 9 4.361969 0.484663
Total 13 7.775036

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.081645 2.256385 -0.036184 0.971925 -5.185943 5.022653 -5.185943 5.022653
X Variable -19.30476 35.7282 -0.540323 0.602087 -100.1276 61.51805 -100.1276 61.51805
X Variable -23.28122 16.80123 -1.385685 0.199215 -61.28825 14.72581 -61.28825 14.72581
X Variable 42.76496 31.57389 1.354441 0.208619 -28.66015 114.1901 -28.66015 114.1901
X Variable -3.163478 2.011857 -1.572417 0.150304 -7.714615 1.387659 -7.714615 1.387659
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.782115
R Square 0.611704
Adjusted R 0.439129
Standard E 0.819812
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 9.529073 2.382268 3.544555 0.053158
Residual 9 6.048831 0.672092
Total 13 15.5779

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Intercept -0.189898 2.657099 -0.071468 0.944588 -6.200673 5.820877 -6.200673 5.820877
X Variable -20.74526 42.07321 -0.493075 0.633766 -115.9215 74.43095 -115.9215 74.43095
X Variable -34.19285 19.78498 -1.728223 0.118014 -78.94959 10.56388 -78.94959 10.56388
X Variable 55.45707 37.18113 1.491538 0.170015 -28.65249 139.5666 -28.65249 139.5666
X Variable -6.008438 2.369145 -2.536121 0.031913 -11.36782 -0.649061 -11.36782 -0.649061
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.545094
R Square 0.297127
Adjusted R-0.015261
Standard E 0.932522
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 3.308465 0.827116 0.951148 0.478209
Residual 9 7.826377 0.869597
Total 13 11.13484

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -3.125187 3.022403 -1.034007 0.328116 -9.962337 3.711963 -9.962337 3.711963
X Variable 84.19682 47.85753 1.759322 0.112382 -24.06443 192.4581 -24.06443 192.4581
X Variable -3.542851 22.50506 -0.157425 0.878385 -54.45284 47.36714 -54.45284 47.36714
X Variable -15.94241 42.29288 -0.376953 0.714943 -111.6155 79.73073 -111.6155 79.73073
X Variable -1.638302 2.69486 -0.607936 0.558257 -7.734499 4.457895 -7.734499 4.457895
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.602708
R Square 0.363257
Adjusted R 0.08026
Standard E 1.236061
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 7.844627 1.961157 1.283608 0.345591
Residual 9 13.75063 1.527848
Total 13 21.59526

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -4.325295 4.006206 -1.079649 0.308381 -13.38796 4.737372 -13.38796 4.737372
X Variable 95.73342 63.43532 1.50915 0.165538 -47.76725 239.2341 -47.76725 239.2341
X Variable -13.64393 29.83054 -0.457381 0.658238 -81.12531 53.83744 -81.12531 53.83744
X Variable 4.477882 56.05936 0.079878 0.938083 -122.3372 131.293 -122.3372 131.293
X Variable -6.340041 3.572047 -1.774904 0.109655 -14.42057 1.74049 -14.42057 1.74049
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.69255
R Square 0.479626
Adjusted R 0.248348
Standard E 0.986025
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 8.065002 2.01625 2.07381 0.167062
Residual 9 8.7502 0.972244
Total 13 16.8152

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.820835 3.19581 0.256847 0.803072 -6.408589 8.05026 -6.408589 8.05026
X Variable -40.68731 50.6033 -0.804045 0.44209 -155.1599 73.78531 -155.1599 73.78531
X Variable -30.63581 23.79627 -1.287421 0.230067 -84.46671 23.19509 -84.46671 23.19509
X Variable 52.81049 44.71939 1.180931 0.267897 -48.35179 153.9728 -48.35179 153.9728
X Variable -4.981379 2.849475 -1.748174 0.114372 -11.42734 1.464581 -11.42734 1.464581
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.392695
R Square 0.15421
Adjusted R-0.221697
Standard E 0.520577
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 0.444694 0.111173 0.410234 0.797226
Residual 9 2.439003 0.271
Total 13 2.883697

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.667791 1.687245 -0.395788 0.70148 -4.484604 3.149023 -4.484604 3.149023
X Variable -2.275987 26.71629 -0.085191 0.933975 -62.71242 58.16045 -62.71242 58.16045
X Variable -15.7983 12.56337 -1.257489 0.240225 -44.21861 12.62201 -44.21861 12.62201
X Variable 26.5222 23.60984 1.123354 0.290358 -26.88697 79.93138 -26.88697 79.93138
X Variable 0.322805 1.504396 0.214575 0.834882 -3.080374 3.725985 -3.080374 3.725985
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.588128
R Square 0.345894
Adjusted R 0.05518
Standard E 0.807018
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 3.09959 0.774898 1.18981 0.3785
Residual 9 5.861505 0.651278
Total 13 8.961095

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -4.772486 2.615631 -1.824602 0.10136 -10.68946 1.144483 -10.68946 1.144483
X Variable 47.61378 41.4166 1.14963 0.279928 -46.07707 141.3046 -46.07707 141.3046
X Variable -29.4835 19.47621 -1.513821 0.164368 -73.54175 14.57474 -73.54175 14.57474
X Variable 60.31801 36.60087 1.647994 0.133757 -22.47891 143.1149 -22.47891 143.1149
X Variable -1.501645 2.332171 -0.643883 0.535713 -6.777382 3.774093 -6.777382 3.774093
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.841789
R Square 0.708609
Adjusted R 0.579101
Standard E 0.223182
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.090163 0.272541 5.471576 0.016302
Residual 9 0.448292 0.04981
Total 13 1.538455

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Intercept -1.244014 0.723357 -1.719779 0.119587 -2.880361 0.392333 -2.880361 0.392333
X Variable 22.60277 11.45382 1.973382 0.079906 -3.307578 48.51313 -3.307578 48.51313
X Variable -3.374497 5.386176 -0.626511 0.54654 -15.55887 8.80988 -15.55887 8.80988
X Variable 6.491656 10.12203 0.641339 0.53729 -16.40596 29.38927 -16.40596 29.38927
X Variable -2.763334 0.644966 -4.284468 0.002037 -4.222348 -1.304321 -4.222348 -1.304321
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.366691
R Square 0.134462
Adjusted R-0.250221
Standard E 0.850987
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.012517 0.253129 0.34954 0.838077
Residual 9 6.517603 0.724178
Total 13 7.530119

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -2.84169 2.758137 -1.030293 0.329764 -9.08103 3.397651 -9.08103 3.397651
X Variable 47.63974 43.67308 1.090826 0.303691 -51.15563 146.4351 -51.15563 146.4351
X Variable -7.866397 20.53732 -0.383029 0.710588 -54.32505 38.59225 -54.32505 38.59225
X Variable 14.5642 38.59498 0.37736 0.714651 -72.7437 101.8721 -72.7437 101.8721
X Variable -0.278431 2.459234 -0.113218 0.912343 -5.841604 5.284743 -5.841604 5.284743
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.757965
R Square 0.574511
Adjusted R 0.385405
Standard E 0.329755
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1.321408 0.330352 3.038036 0.076652
Residual 9 0.978648 0.108739
Total 13 2.300055

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.491459 1.068772 0.459835 0.656541 -1.926271 2.90919 -1.926271 2.90919
X Variable -23.82358 16.92322 -1.407745 0.192795 -62.10657 14.45941 -62.10657 14.45941
X Variable -17.6273 7.958167 -2.214995 0.054003 -35.62993 0.375321 -35.62993 0.375321
X Variable 29.0712 14.95547 1.943851 0.08379 -4.760421 62.90282 -4.760421 62.90282
X Variable -1.022045 0.952948 -1.072509 0.311406 -3.177762 1.133672 -3.177762 1.133672
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.575352
R Square 0.33103
Adjusted R 0.03371
Standard E 15.94403
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 1132.137 283.0342 1.113378 0.407818
Residual 9 2287.909 254.2121
Total 13 3420.046

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -98.70789 51.67629 -1.910119 0.088445 -215.6078 18.192 -215.6078 18.192
X Variable 1164.689 818.2561 1.42338 0.188354 -686.3348 3015.713 -686.3348 3015.713
X Variable -603.2867 384.786 -1.56785 0.15136 -1473.733 267.1597 -1473.733 267.1597
X Variable 1099.685 723.1131 1.520765 0.162643 -536.1103 2735.481 -536.1103 2735.481
X Variable -0.264479 46.07605 -0.00574 0.995545 -104.4957 103.9668 -104.4957 103.9668
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.652456
R Square 0.425699
Adjusted R 0.170454
Standard E 0.587946
Observatio 14

ANOVA
df SS MS F Significance F
Regression 4 2.306111 0.576528 1.667806 0.24036
Residual 9 3.111124 0.34568
Total 13 5.417235

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -2.577696 1.905595 -1.352699 0.209155 -6.888451 1.73306 -6.888451 1.73306
X Variable 54.28323 30.1737 1.799025 0.105553 -13.97442 122.5409 -13.97442 122.5409
X Variable -9.082332 14.18922 -0.640087 0.538068 -41.18058 23.01591 -41.18058 23.01591
X Variable 4.115772 26.66524 0.15435 0.88074 -56.20519 64.43674 -56.20519 64.43674
X Variable -3.207014 1.699083 -1.887497 0.091702 -7.050606 0.636578 -7.050606 0.636578

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