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Stem-and-Leaf Display

Stem unit: 1

Statistics 2 8
Sample Size 200 3 56
Mean 10.0215 4 01224667
Median 10.1 5 01344789
Std. Deviation 3.029435 6 144666778889
Minimum 2.8 7 112235555566666689999
Maximum 19.5 8 00122334455578999
9 000122223334455566667788899
10 011113333344456677788888899999
11 0000112223333444556677799
12 00011111234444567889
13 0123444777789
14 245
15 122669
16 0149
17 2
18
19 05
Stem-and-Leaf Display

Stem unit: 1

Statistics 0 0011123334456667778
Sample Size 200 1 000111135667778
Mean 11.041 2 2233446778
Median 7.75 3 00004445688899
Std. Deviation 10.20688 4 024445567788
Minimum 0 5 0013455567
Maximum 55.4 6 003445568899
7 233666778
8 0446788
9 0011255899
10 035789
11 023788999
12 12
13 0117
14 23478
15 444689
16 1457
17 47
18 34499
19 1466
20 25
21 002
22 008
23 46
24 13
25 02
26
27 28
28 0235
29 23
30 09
31 5
32 38
33 346
34
35 2
36
37
38
39
40
41 1
42 2
43 5
44
45
46
47
48
49
50
51
52
53
54
55 4
X1 (normal) X2 (exponential) X1 Freq Rel Freq
9.5 32.3 min= 2.8 2.8 4.5 8 0.04
9.2 0.7 max= 19.5 4.47 6.1 12 0.06
10.9 12.2 6.14 7.8 28 0.14
12 10.5 width= 1.67 7.81 9.5 34 0.17
5.4 0.7 9.48 11.2 50 0.25
10.8 11.9 11.15 12.8 38 0.19
12.1 9.9 12.82 14.5 16 0.08
15.2 7.7 14.49 16.2 9 0.045
11.7 0.3 16.16 17.8 3 0.015
9.4 4.2 17.83 19.5 2 0.01
7.3 13.1
5.8 30.9
5.9 3.4
7.1 3.5
4.7 8.4
14.5 0.6
8.4 4.4
10.8 9.9
19 3.8
12.5 5.5
10.1 4.8
9 3.4 X1 Freq Rel Freq
11.4 0.1 min= 0 0 5.5 78 0.39
10.1 31.5 max= 55.4 5.54 11.1 47 0.235
4.2 5.1 11.08 16.6 28 0.14
5.1 5.5 width= 5.54 16.62 22.2 19 0.095
15.6 0.6 22.16 27.7 8 0.04
13.7 2.7 27.7 33.2 12 0.06
8.2 5.3 33.24 38.8 4 0.02
15.2 5 38.78 44.3 3 0.015
7.6 33.6 44.32 49.9 0 0
6.1 13.1 49.86 55.4 1 0.005
11.1 14.8
2.8 16.1
9 10.9
10.9 16.7
7.5 0.4
13.2 4.4
13.7 19.1
9.2 0.3
9.3 2.4
7.5 2.2
11.2 3.9
6.6 18.9
9.2 16.4
13.4 1.1
10.3 6.6
16 7.7
8.3 0.3
11.1 2.4
12.1 17.4
4 8
11.2 6.4
10.6 3.6
7.2 8.6
12.8 41.1
11 4.6
12.9 10.3
7.9 4.5
5 5.7
8.5 4.5
12.1 9.8
6.6 1
9.8 4.8
3.5 8.4
9.5 2.8
7.6 21.2
9.2 33.4
13.7 1.3
10.9 0.7
12.4 25.2
11.4 33.3
11.9 8.8
15.9 29.3
11 18.4
8.9 1.8
9.4 11.7
11.9 7.6
9.3 0
9.3 3.4
5.3 11
8.4 9
4.2 3.8
8.5 6.8
7.5 7.2
10.3 9.1
11 1.6
13.3 7.8
11.4 28
12.4 32.8
12.1 28.5
12 28.3
9.6 1.7
14.4 22
4.6 2.3
7.6 43.5
11.5 6.9
16.9 0.1
13.7 12.1
10 18.3
6.4 18.9
8.9 19.6
10.8 2.2
5.7 14.2
10.1 16.5
11.7 8.8
10.4 18.4
7.6 29.2
9.7 1.5
10.8 19.6
10.3 3
13.4 0.6
10.7 0.8
13.4 27.8
11.6 25
9.6 14.7
8 6.8
7.8 4.7
10.9 9.2
10.8 6.9
19.5 11.8
11.7 11.8
17.2 14.3
8.7 15.6
11.3 7.3
3.6 5.6
9.9 15.4
11.5 6
11.6 6.5
6.8 7.6
7.9 9.5
12.2 11.9
12.1 17.7
10.3 1.1
6.8 11.2
4.6 13.7
11.2 27.2
10.1 5.4
14.2 1.6
10.4 4
9 22.8
10.9 35.2
12.4 22
10.7 4.7
12.7 1
8.5 15.4
7.6 55.4
7.1 10
7.6 15.8
6.6 23.6
9.8 19.4
13.9 15.9
9.1 21
7.9 7.3
13 3.9
4.4 30
6.9 2.7
11.3 24.1
12.6 1.7
8.2 1.1
11.3 28.2
5.4 3
13.8 0
10.7 13
9.5 10.8
8 5
9.9 8.7
15.6 3.8
8.9 0.1
7.2 2.3
12.8 9.5
9.7 0.5
10.3 42.2
8.8 14.4
10.6 6.3
7.9 4.4
9.8 6.5
4.1 1.7
16.1 1
6.7 0.2
12.4 20.5
11 10.7
7.5 3
8.3 2.6
9.6 3
6.8 20.2
10.4 11.9
12 0.4
9.6 23.4
13.1 11.3
7.5 9.1
15.1 5.5
8.1 6.4
16.4 1.1
6.7 9
6.4 24.3
11.3 21
12.3 7.6
10.5 6
10.8 15.4
Rel Freq for X1
0.3

0.25

0.2

0.15

0.1

0.05

0
4.5 6.1 7.8 9.5 11.2 12.8 14.5 16.2 17.8 19.5

Rel Freq for X2


0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
5.5 11.1 16.6 22.2 27.7 33.2 38.8 44.3 49.9 55.4
Relative
FD Table Uper Frequenc Frequenc
data Midpoint Limit y y
12 14 19 3 0.15
13 24 29 6 0.30
17 34 39 5 0.25
21 44 49 4 0.20
24 54 59 2 0.10
24
26 0.35
27 0.30
27 0.25
30 0.20
32 0.15
35 0.10
37 0.05
38 0.00
41 14 24 34 44 54
43
44
46
53
58
Stem-Leaf
data
41 Stem-and-Leaf Display
24
32 Stem unit:10
26
27 Statistics 2 144677
27 Sample Si 10 3 028
30 Mean 29 4 1
24 Median 27
38 Std. Devia 6.377042
21 Minimum 21
Maximum 41
Annual Net Sales Annual Net Sales
Rs. Crore
Year Novartis Year Novartis Sales (in Rs. Crore)
Mar-90 241.52 Mar-90 241.52 Q1=
Mar-91 266.03 Mar-91 266.03 Q2=
Mar-92 326.85 Mar-92 326.85 Q3=
Mar-93 383.37 Mar-93 383.37
Mar-94 429.98 Mar-94 429.98 mean=
Mar-95 454.75 Mar-95 454.75 IQR=
Mar-96 494.09 Mar-96 494.09
Mar-97 584.87 Mar-97 584.87 cutoff1=
Mar-98 646.38 Mar-98 646.38 cutoff2=
Mar-99 722.55 Mar-99 722.55
Mar-00 807.02 Mar-00 807.02 Non-outlier "min"
Mar-01 445.64 Mar-01 445.64
Mar-02 465.41 Mar-02 465.41
Mar-03 479.72 Mar-03 479.72 Non-outlier "max"
Mar-04 514.87 Mar-04 514.87
Mar-05 481.84 Mar-05 481.84
Mar-06 538.23 Mar-06 538.23 Outliers=
Mar-07 553.34 Mar-07 553.34
Mar-08 569.54 Mar-08 569.54

Q0= 241.52
Q1= 437.81
Q2= 481.84
Q3= 561.44
Q4= 807.02
Novartis
mean= 495.05
Range= 565.5
IQR= 123.63
stdev= 141.09
cv= 0.29

cutoff1= 252.37
cutoff2= 746.89

min= 266.03
max= 722.55

skewness 0.266835
kurtosis= 0.471106
n Rs. Crore)
437.81
481.84
561.44

495.0526316
123.63

252.365
746.885

Non-outlier "min"
266.03

Non-outlier "max"
722.55

241.52
807.02
Asset No Return
1 0.52
2 0.32
3 0.25
4 0.24
5 0.31
6 0.24
7 0.21
8 0.37
9 0.35
10 0.24
11 0.13
12 0.13
13 0.02
14 0.08
15 0.05
16 0.01
17 0.01
Performance Score
20 Stem-and-Leaf Display
90
25 Stem unit:10
95
30 Statistics 2 05
75 Sample Siz 15 3 0
50 Mean 57.33333 4
70 Median 55 5 000555
55 Std. Devia 21.78357 6
70 Minimum 20 7 0005
50 Maximum 95 8
70 9 05
55
55
50
score
3.25
4.25
7
8

8.25 min= 3.25 Lower Limit Upper Limit FrequencyRelative Freq


8.75 max= 30 3.25 5.03 2 0.42%
9 width= 1.783333 5.03 6.82 0 0.00%
9.25 6.82 8.60 3 0.63%
9.5 8.60 10.38 7 1.48%
9.5 10.38 12.17 14 2.95%
9.5 12.17 13.95 20 4.22%
10 13.95 15.73 25 5.27%
10.5 15.73 17.52 27 5.70%
10.5 17.52 19.30 36 7.59%
10.75 19.30 21.08 30 6.33%
10.75 21.08 22.87 44 9.28%
10.75 22.87 24.65 55 11.60%
11 24.65 26.43 65 13.71%
11 26.43 28.22 79 16.67%
11.25 28.22 30.00 67 14.14%
11.25
11.5
11.75
12 Relative Frequency Histogram of Scores
12
0.18
12
12.25 0.16

12.25 0.14
12.5 0.12
12.5
0.1
12.5
0.08
12.5
12.75 0.06
12.75 0.04
12.75
0.02
12.75
12.75 0
12.75
13
13
13
13
13
13
13.25
13.25
14
14
14
14
14
14
14
14
14.25
14.25
14.25
14.25
14.25
14.5
14.5
14.5
14.5
14.75
14.75
15
15
15
15.25
15.25
15.25
15.75
16
16
16
16
16
16
16
16
16
16
16
16.25
16.25
16.25
16.25
16.5
16.5
16.5
16.5
16.5
16.75
16.75
17
17
17.25
17.25
18
18
18
18
18
18
18
18
18
18
18
18
18
18
18.25
18.25
18.25
18.25
18.5
18.5
18.5
18.5
18.5
18.5
18.5
18.5
18.75
18.75
18.75
18.75
18.75
18.75
18.75
18.75
19
19
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20
20.25
20.25
20.25
20.25
20.25
20.25
20.5
20.5
20.5
20.5
20.5
20.75
20.75
21
21.5
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22
22.25
22.25
22.25
22.25
22.25
22.25
22.25
22.25
22.25
22.25
22.25
22.5
22.5
22.5
22.5
22.5
22.75
22.75
22.75
23
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.25
24.5
24.5
24.5
24.75
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26
26.25
26.25
26.25
26.25
26.25
26.25
26.25
26.25
26.25
26.25
26.5
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28
28.25
28.25
28.25
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
30
Stem-and-Leaf Display

Stem unit: 1
Rel Fre Upper
Freq q Limit
Statistics 0.2% 1 3.99 3 3
Sample Size 474 0.2% 1 4.99 4 3
Mean 22.7558 0.0% 0 5.99 5
Median 24.0000 0.0% 0 6.99 6
Std. Deviati 5.9382 0.2% 1 7.99 7 0
Minimum 3.2500 0.6% 3 8.99 8 038
Maximum 30.0000 1.1% 5 9.99 9 03555
1.3% 6 10.99 10 055888
1.3% 6 11.99 11 003358
3.2% 15 12.99 12 000335555888888
1.7% 8 13.99 13 00000033
4.0% 19 14.99 14 0000000033333555588
1.5% 7 15.99 15 0003338
4.6% 22 16.99 16 0000000000033335555588
0.8% 4 17.99 17 0033
7.2% 34 18.99 18 00000000000000333355555
0.4% 2 19.99 19 00
6.1% 29 20.99 20 00000000000000003333335
of Scores 0.4% 2 21.99 21 05
9.1% 43 22.99 22 00000000000000000000000
0.2% 1 23.99 23 0
11.6% 55 24.99 24 00000000000000000000000
0.0% 0 25.99 25
13.7% 65 26.99 26 00000000000000000000000
0.0% 0 27.99 27
17.1% 81 28.99 28 00000000000000000000000
0.0% 0 29.99 29
13.5% 64 30.99 30 00000000000000000000000
26 65
28 81
30 64
333555588

033335555588

000033335555555588888888

0000003333335555588

000000000000003333333333355555888

000000000000000000003333333333333333333335558

0000000000000000000000000000000000000000000033333333335

00000000000000000000000000000000000000000000000000000000000000000000

000000000000000000000000000000000000000000000000000000
0000000000000333
Interviewe 1 2 3 4 5 6 7 8 9
Rating on Interviewee
6 #1 5 2 8 6 6 1 6 5
Rating on Interviewee
5 #2 5 9 5 5 6 6 9 5
10 Mean Median Trimmed Mean(40%)
5 5 5.5 5.5
5 6 5 5.333333
Employee No. 1 2 3 4 5 6 7 8 9 10
Salary (unit= 1000 Rs) 10 12 20 25 15 10 15 16 80 90
AM= 29.3 TM(.4)= 17.2 Median= 15.5 Right-sided TM(.2)= 15.4

AM= TM(.4)= Median= Right-sided TM(.2)=

5.5 5.875
10.5
0.375

5.5 5.125
1.5
0.375
Value of Investment Annual Gross Annual Net
(in 1000 Rs) Return Return
Start of Year 1 100
End of Year 1 50 0.5 -0.5
End of Year 2 85 1.7 0.7
End of Year 3 42.5 0.5 -0.5
End of Year 4 72.25 1.7 0.7
AM= 1.1 0.1
GM= 0.9219544457 -0.0780455543

AM= 0.9 -0.1


GM= 0.7518472981 -0.2481527019
Purchasing a Stock at Different Time Periods

Relative
Frequenc
No. of y or
Shares Proportio Equal
Price bought n Weight
220 15 0.11 0.25
170 20 0.15 0.25
110 30 0.22 0.25
47 70 0.52 0.25

Average Price per Share


Weighted Average = 98.44
Simple Average = 136.75
Data A Data B Data C Data D
11 14 11 42.5
11 15 11 40
14 15 11 40
16 15 12 40
16 16 19 37.5
17 16 20 37.5
19 16 20 37.5
20 17 20 35

Mean= 15.5 15.5 15.5 38.75


St Dev= 3.34 0.925820 4.57 2.31

cv= 0.0597303 0.0597303


Stock Prices & Ratios

NSE NSE NSE

Rs. Rs. Rs.


CIPLA
Adjusted ClAdjusted ClAdjusted Closing Price
400 Unitech
Year CIPLA Tata Motors Unitech ITC
3-Jan-11 372.5 261.69 66.6 163.58 350
4-Jan-11 379.25 259.68 65.6 166.1
300
5-Jan-11 376.35 256.56 64.85 168.25
6-Jan-11 363.6 252.2 61.6 167.41 250
7-Jan-11 357 238.04 61.4 161.42
10-Jan-11 348.1 235.34 59.3 159.65 200
11-Jan-11 346.65 231.61 55.35 159.18 150
12-Jan-11 346.8 243.6 58.95 162.59
13-Jan-11 344.5 247.34 59.8 162.03 100
14-Jan-11 339.5 236.48 57.45 159.6
50
17-Jan-11 346.8 235.77 56.9 160.91
18-Jan-11 354.6 239.91 57.6 164.84 0
19-Jan-11 351.55 238.55 59.05 164.18

40546
40562
40581
40597
40616
40632
40652
40669
40687
40703
40721
20-Jan-11 351.35 238.94 57.9 160.63
21-Jan-11 354 237.48 57.15 158.05
24-Jan-11 348.5 237.66 57.9 158.24
25-Jan-11 343.15 233.2 55.95 157.21
27-Jan-11 333.45 239.17 53.3 157.03
28-Jan-11 335.1 230.06 51.05 157.35
31-Jan-11 332.15 229.41 48.05 152.16
1-Feb-11 329 213.81 43.05 149.35
2-Feb-11 325.5 222.85 45.15 148.79
3-Feb-11 329.4 231.36 46.45 149.21
4-Feb-11 324.3 230.17 43.1 143.18
7-Feb-11 314.55 229.27 44.25 147.01
8-Feb-11 316.8 222.45 41.1 146.08
9-Feb-11 311.6 214.72 37.7 144.02
10-Feb-11 310.7 220.5 36 146.12
11-Feb-11 311.15 228.54 34.85 145.14
14-Feb-11 313 241.85 36.25 147.39
15-Feb-11 309.85 247.47 34.95 147.01
16-Feb-11 305.8 247.69 38.2 146.82
17-Feb-11 305.2 249.72 36.75 148.28
18-Feb-11 307.25 241.11 34.15 145.75
21-Feb-11 306.2 232.35 35.25 148.04
22-Feb-11 305.2 227.37 35 146.64
23-Feb-11 303.15 228.78 35.2 145.61
24-Feb-11 298.7 210.88 34.2 140.98
25-Feb-11 301.65 222.14 33.3 146.26
28-Feb-11 299.65 216.55 33.85 158.15
1-Mar-11 305.9 228.37 35 162.45
3-Mar-11 305.8 235.3 35.1 162.41
4-Mar-11 304.15 235.15 36.5 161.33
7-Mar-11 305.3 225.59 35.45 161.56
8-Mar-11 307.4 232.43 36.2 160.91
9-Mar-11 301.5 232.66 37.55 160.72
10-Mar-11 299.9 233 38.1 160.3
11-Mar-11 295.25 232.52 37.7 160.35
14-Mar-11 300.1 235.16 38.15 162.31
15-Mar-11 297.65 228.42 36.9 159.18
16-Mar-11 296 233.3 38.35 160.21
17-Mar-11 298.15 227.99 37.9 157.26
18-Mar-11 293.05 223.49 37.05 157.17
21-Mar-11 287.75 224.24 36.1 157.12
22-Mar-11 291.6 227.22 36.45 159.13
23-Mar-11 303.95 227.38 36.95 160.91
24-Mar-11 305.95 231.46 40.55 161.89
25-Mar-11 307.6 236.77 40.3 166.06
28-Mar-11 308.1 244.8 39.25 167.23
29-Mar-11 314 247.89 39 167.74
30-Mar-11 327.85 249.8 41 166.2
31-Mar-11 321.65 249.67 40.4 170.41
1-Apr-11 319.85 248.36 41.95 170.78
4-Apr-11 316.15 250.84 41.25 172.98
5-Apr-11 321.2 256.07 42.65 172.37
6-Apr-11 319.95 259.74 45.35 171.2
7-Apr-11 320.45 258.18 47.75 170.83
8-Apr-11 318.05 250.66 46.5 171.95
11-Apr-11 319.45 243.91 44.85 173.12
13-Apr-11 324.25 249.77 45.35 177.89
15-Apr-11 321.65 247.17 44.2 179.2
18-Apr-11 316.6 241.17 42.85 177.99
19-Apr-11 317.8 240.26 42.85 175.46
20-Apr-11 322.05 250.35 40.45 178.36
21-Apr-11 321.5 248.75 41.3 177.94
25-Apr-11 319.75 248.51 40.7 178.03
26-Apr-11 317.7 252.26 41.3 179.34
27-Apr-11 319.35 249.9 40.45 181.22
28-Apr-11 308.9 246.46 37.25 179.53
29-Apr-11 309.5 247.37 36.95 180
2-May-11 314.9 245.07 38.15 178.88
3-May-11 310.3 232.62 36.15 174.85
4-May-11 309.2 231.86 36.45 174.81
5-May-11 303.65 227.43 35.25 170.78
6-May-11 305.55 239.99 36.05 171.81
9-May-11 303 235.37 35.05 172.61
10-May-11 304.75 237.25 35.85 173.68
11-May-11 304.5 242.33 36.4 174.38
12-May-11 303.85 237.4 36.15 172
13-May-11 308.2 242.21 36.8 176.86
16-May-11 304.3 243.15 36.05 174.15
17-May-11 306 237.8 35.95 175.79
18-May-11 305.25 229.83 35.7 176.82
19-May-11 306.8 230.17 34.1 176.91
20-May-11 315.5 233.73 33.85 174.57
23-May-11 310.1 225.89 31.9 177.99
24-May-11 313.95 224.37 31.55 174.95
25-May-11 311.95 226.76 31.75 176.96
26-May-11 320.35 232.48 31.75 174.99
27-May-11 318.85 217.77 33.05 176.82
30-May-11 329.5 215.47 34.55 175.55
31-May-11 326.05 219.06 35.45 180.93
1-Jun-11 327.25 215.98 35.45 181.4
2-Jun-11 325.2 209.64 34.7 182.76
3-Jun-11 324.6 204.76 34.15 181.03
6-Jun-11 331.7 204.74 33.7 180.42
7-Jun-11 337.6 205.44 34.05 181.12
8-Jun-11 334.95 205.71 33.6 182.43
9-Jun-11 335.6 204.23 33.75 182.48
10-Jun-11 332.45 203.92 33.5 181.96
13-Jun-11 339.9 202.06 33.65 181.24
14-Jun-11 335.4 196.8 34.2 184.05
15-Jun-11 333.05 198.83 34.65 184.33
16-Jun-11 329.6 196.73 34.2 184.19
17-Jun-11 328.4 196.19 33.75 182.05
20-Jun-11 317.6 186.2 32.35 177.02
21-Jun-11 315.95 187.24 31 175.5
22-Jun-11 322.7 187.18 29.85 175.83
23-Jun-11 316 189 29.25 181.77
24-Jun-11 326.75 193.29 30.25 185.23
27-Jun-11 331.3 195.55 30.3 183.81
28-Jun-11 331.35 196.94 30.95 184.05
29-Jun-11 332.2 199.43 31.1 189.46
30-Jun-11 331.05 198.84 31.95 192.68
1-Jul-11 326.9 198.94 32.65 191.36
4-Jul-11 329.95 202.33 33.65 188.7
5-Jul-11 327.95 203.19 33.15 185.75
6-Jul-11 327.45 207.1 34.35 186.75
7-Jul-11 334.75 211.09 35.05 193.11
8-Jul-11 332.6 210.8 36.55 190.41
11-Jul-11 328.2 210.57 34.4 192.35
12-Jul-11 322.6 204.98 33.15 191.45
13-Jul-11 322.95 209.14 32.45 193.68
14-Jul-11 329.1 213.62 33.95 192.73
15-Jul-11 324.1 206.61 33.95 191.55
18-Jul-11 317.05 202.96 34.6 191.45
19-Jul-11 319.05 196.79 35.6 193.78
20-Jul-11 317.65 193.77 36.05 195.34
21-Jul-11 316.05 195.4 35.35 196.62
22-Jul-11 321.45 199.39 35.6 196.91
25-Jul-11 316.95 201.28 35.9 195.01
26-Jul-11 311.7 194.61 34.45 190.74
27-Jul-11 311.2 191.54 34.15 190.74
28-Jul-11 308 190.14 32.55 195.82
29-Jul-11 306.6 189.62 30.55 197.81
1-Aug-11 306.9 192.3 31.5 198.33
2-Aug-11 313.55 191.28 30.85 194.39
3-Aug-11 313.3 185.63 30.75 196.39
4-Aug-11 306.6 182.79 30.65 189.84
5-Aug-11 308.3 177.92 29.4 186.47
8-Aug-11 304.2 165.54 28.35 185.14
9-Aug-11 292.4 158.81 28.1 189.65
10-Aug-11 298.8 168.84 29.4 187.13
11-Aug-11 293.9 169.8 29.3 188.7
12-Aug-11 293 160 29.1 187.99
16-Aug-11 285.35 160.31 27.75 190.36
17-Aug-11 289.6 155.77 27.6 193.92
18-Aug-11 284.5 150.41 27 193.54
19-Aug-11 285.05 142.47 26.6 189.12
22-Aug-11 290 147.4 26.7 191.78
23-Aug-11 282.2 145.52 26.45 192.92
24-Aug-11 281 140.15 26.3 191.74
25-Aug-11 279.85 142.85 26.35 192.12
26-Aug-11 277.2 139.7 25.15 186.89
29-Aug-11 279.1 146.13 26.6 191.74
30-Aug-11 280.7 148.46 27.6 189.88
2-Sep-11 279.8 150.95 26.85 192.97
5-Sep-11 274.5 150.64 26.8 192.49
6-Sep-11 276.05 153.16 26.5 192.54
7-Sep-11 283.5 153.82 28.45 189.93
8-Sep-11 291.5 158.13 29 189.08
9-Sep-11 287.35 152.98 28.3 187.65
12-Sep-11 291.4 146.35 26.95 186.28
13-Sep-11 287.1 139.6 26.55 187.08
14-Sep-11 282.2 142.5 26.55 189.36
15-Sep-11 284.05 151.2 27.9 189.31
16-Sep-11 282.7 161.85 28.1 187.94
19-Sep-11 277.25 161.7 28.4 185.47
20-Sep-11 282.4 166.2 28.6 188.46
21-Sep-11 283.5 164.85 29.45 187.61
22-Sep-11 277.75 154.65 27.8 181.29
23-Sep-11 283.85 146.85 27.35 181.96
26-Sep-11 286.95 146.75 26.6 178.97
27-Sep-11 285.85 155.75 27.85 183.67
28-Sep-11 287.65 156.05 27.1 187.13
29-Sep-11 288.35 160.9 27 192.02
30-Sep-11 281.35 156.05 26.2 187.99
3-Oct-11 284.35 153.6 25.4 184.52
4-Oct-11 279.85 146.7 25.15 181.96
5-Oct-11 281.15 147.4 25.15 184.28
7-Oct-11 285.1 159.15 25.9 189.08
10-Oct-11 282.55 170.75 26.8 189.98
11-Oct-11 280.75 176.75 26.7 189.46
12-Oct-11 286.3 180.75 27.75 193.68
13-Oct-11 287.75 175.85 27.55 191.69
14-Oct-11 287.5 180.05 27.35 194.82
17-Oct-11 289.8 188.1 27.2 195.34
18-Oct-11 286 181.25 26.45 193.92

Tata
CIPLA Motors Unitech ITC
mean= 311.75 208.17 36.29 175.97
sd= 21.19 34.62 9.05 14.98

0.067972 0.1662907 0.2494107


CIPLA Tata Motors
Unitech
ITC
1/3/2011 163.58
1/4/2011 166.1
1/5/2011 168.25
1/6/2011 167.41
1/7/2011 161.42
1/10/2011 159.65
1/11/2011 159.18
1/12/2011 162.59
1/13/2011 162.03
1/14/2011 159.6
1/17/2011 160.91
1/18/2011 164.84
1/19/2011 164.18
40581
40597
40616
40632
40652
40669
40687
40703
40721
40737
40753
40772
40792
40808
40827

1/20/2011 160.63
1/21/2011 158.05
1/24/2011 158.24
1/26/2011 156.98 1/25/2011 157.21
1/27/2011 157.03
1/28/2011 157.35
1/31/2011 152.16
2/1/2011 149.35
2/2/2011 148.79
2/3/2011 149.21
2/4/2011 143.18
2/7/2011 147.01
2/8/2011 146.08
2/9/2011 144.02
2/10/2011 146.12
2/11/2011 145.14
2/14/2011 147.39
2/15/2011 147.01
2/16/2011 146.82
2/17/2011 148.28
2/18/2011 145.75
2/21/2011 148.04
2/22/2011 146.64
2/23/2011 145.61
2/24/2011 140.98
2/25/2011 146.26
2/28/2011 158.15
3/1/2011 162.45
3/2/2011 162.5 3/3/2011 162.41
3/4/2011 161.33
3/7/2011 161.56
3/8/2011 160.91
3/9/2011 160.72
3/10/2011 160.3
3/11/2011 160.35
3/14/2011 162.31
3/15/2011 159.18
3/16/2011 160.21
3/17/2011 157.26
3/18/2011 157.17
3/21/2011 157.12
3/22/2011 159.13
3/23/2011 160.91
3/24/2011 161.89
3/25/2011 166.06
3/28/2011 167.23
3/29/2011 167.74
3/30/2011 166.2
3/31/2011 170.41
4/1/2011 170.78
4/4/2011 172.98
4/5/2011 172.37
4/6/2011 171.2
4/7/2011 170.83
4/8/2011 171.95
4/11/2011 173.12
4/12/2011 173.12 4/13/2011 177.89
4/14/2011 179.02 4/15/2011 179.2
4/22/2011 178.13 4/18/2011 177.99
4/19/2011 175.46
4/20/2011 178.36
4/21/2011 177.94
4/25/2011 178.03
4/26/2011 179.34
4/27/2011 181.22
4/28/2011 179.53
4/29/2011 180
5/2/2011 178.88
5/3/2011 174.85
5/4/2011 174.81
5/5/2011 170.78
5/6/2011 171.81
5/9/2011 172.61
5/10/2011 173.68
5/11/2011 174.38
5/12/2011 172
5/13/2011 176.86
5/16/2011 174.15
5/17/2011 175.79
5/18/2011 176.82
5/19/2011 176.91
5/20/2011 174.57
5/23/2011 177.99
5/24/2011 174.95
5/25/2011 176.96
5/26/2011 174.99
5/27/2011 176.82
5/30/2011 175.55
5/31/2011 180.93
6/1/2011 181.4
6/2/2011 182.76
6/3/2011 181.03
6/6/2011 180.42
6/7/2011 181.12
6/8/2011 182.43
6/9/2011 182.48
6/10/2011 181.96
6/13/2011 181.24
6/14/2011 184.05
6/15/2011 184.33
6/16/2011 184.19
6/17/2011 182.05
6/20/2011 177.02
6/21/2011 175.5
6/22/2011 175.83
6/23/2011 181.77
6/24/2011 185.23
6/27/2011 183.81
6/28/2011 184.05
6/29/2011 189.46
6/30/2011 192.68
7/1/2011 191.36
7/4/2011 188.7
7/5/2011 185.75
7/6/2011 186.75
7/7/2011 193.11
7/8/2011 190.41
7/11/2011 192.35
7/12/2011 191.45
7/13/2011 193.68
7/14/2011 192.73
7/15/2011 191.55
7/18/2011 191.45
7/19/2011 193.78
7/20/2011 195.34
7/21/2011 196.62
7/22/2011 196.91
7/25/2011 195.01
7/26/2011 190.74
7/27/2011 190.74
7/28/2011 195.82
7/29/2011 197.81
8/1/2011 198.33
8/2/2011 194.39
8/3/2011 196.39
8/4/2011 189.84
8/5/2011 186.47
8/8/2011 185.14
8/9/2011 189.65
8/10/2011 187.13
8/11/2011 188.7
8/12/2011 187.99
8/16/2011 190.36
8/17/2011 193.92
8/18/2011 193.54
8/19/2011 189.12
8/22/2011 191.78
8/23/2011 192.92
8/24/2011 191.74
8/25/2011 192.12
8/26/2011 186.89
8/29/2011 191.74
8/30/2011 189.88
9/2/2011 192.97
9/5/2011 192.49
9/6/2011 192.54
9/7/2011 189.93
9/8/2011 189.08
9/9/2011 187.65
9/12/2011 186.28
9/13/2011 187.08
9/14/2011 189.36
9/15/2011 189.31
9/16/2011 187.94
9/19/2011 185.47
9/20/2011 188.46
9/21/2011 187.61
9/22/2011 181.29
9/23/2011 181.96
9/26/2011 178.97
9/27/2011 183.67
9/28/2011 187.13
9/29/2011 192.02
9/30/2011 187.99
10/3/2011 184.52
10/4/2011 181.96
10/5/2011 184.28
10/7/2011 189.08
10/10/2011 189.98
10/11/2011 189.46
10/12/2011 193.68
10/13/2011 191.69
10/14/2011 194.82
10/17/2011 195.34
10/18/2011 193.92

ITC
175.97
14.98
0.09
various conditions
of portfolio
Portfolio Portfolio
Economic ConditionsProbabilityA B
Recession 0.1 3 -5
Stable economy 0.4 7 3
Moderate growth 0.3 10 25
Boom 0.2 15 40

Expected 1-yr return= 9.100 16.200 Return


Variance of 1-yr return= 12.690 251.160
st dev of 1-yr return= 3.562 15.848 Risk
Coefficient of Variation= 0.391 0.978 Relative Risk
Return to Risk Ratio= 2.555 1.022
HENCE, PORTFOLIO A MAY BE PREFERABLE
mean= 69.90 53.00 38.70 mean=
sd= 7.95 17.26 10.02 sd=
Raw performance ratings
Grand Grand
A (Easy) B (MediumC (Hard) Mean= Stdev=
59 54 61 53.87 17.65
83 24 24 -1.37098
68 45 44
69 43 40
81 61 31
70 33 43
71 75 38
58 52 33
68 67 32
72 76 41
53.87 53.87 53.87
17.65 17.65 17.65
Normalized performance ratings

A (Easy) B (MediumC (Hard)


29.7 54.9 93.1
82.9 24.2 28.0
49.6 45.7 63.2
51.9 43.6 56.2
78.5 62.0 40.3
54.1 33.4 61.4
56.3 76.4 52.6
27.5 52.8 43.8
49.6 68.2 42.1
58.5 77.4 57.9
mean= 6.99 5.30 3.87 mean=
sd= 0.80 1.73 1.00 sd=
Raw performance ratings
Grand Grand
A (Easy) B (MediumC (Hard) Mean= Stdev=
5.9 5.4 6.1 5.39 1.76
8.3 2.4 2.4
6.8 4.5 4.4
6.9 4.3 4
8.1 6.1 3.1
7 3.3 4.3
7.1 7.5 3.8
5.8 5.2 3.3
6.8 6.7 3.2
7.2 7.6 4.1

A
Stem unit:1 Mean 6.99
Median 6.95
5 89 Std. Devia 0.795054
6 889 Minimum 5.8
7 012 Maximum 8.3
8 13

B
Stem unit:1 Mean 5.3
Median 5.3
2 4 Std. Devia 1.725624
3 3 Minimum 2.4
4 35 Maximum 7.6
5 24
6 17
7 56

C
Stem unit:1 Mean 3.87
Median 3.9
2 4 Std. Devia 1.002275
3 1238 Minimum 2.4
4 0134 Maximum 6.1
5
6 1
5.39 5.39 5.39
1.76 1.76 1.76
Normalized performance ratings

A (Easy) B (MediumC (Hard)


3.0 5.5 9.3
8.3 2.4 2.8
5.0 4.6 6.3
5.2 4.4 5.6
7.9 6.2 4.0
5.4 3.3 6.1
5.6 7.6 5.3
2.7 5.3 4.4
5.0 6.8 4.2
5.9 7.7 5.8

Stem-and-Leaf Display Mean 5.386667


Median 5.346632
Stem unit:1 Std. Devia 1.702798
Minimum 2.420934
2 478 Maximum 9.313098
3 03
4 02446
5 00233456689
6 1238
7 679
8 3
9 3
Manual Manual
Calc Team Calc
1 n= 19 20 Team 2
(n+1)/4= 5 5.25
3(n+1)/4= 15 15.75
40.95 mean= 40.95 36.65 36.65
16.93 sd= 18.46 16.08 14.88
min= 2 9
31 Q1= 31 24 24
46 Q2= 46 36.5 36.5
54 Q3= 54 47.5 47.5
max= 69 66
23 IQR 23 23.5 23.5
-3.5 Q1-1.5*IQR= -3.5 -11.25 -11.25
88.5 Q3+1.5*IQR= 88.5 82.75 82.75

0.413 cv= 0.451 0.439 0.406 2


0.50 robust cv= 0.50 0.64 0.64 1
Team 1 Team 2
2 9
4 10
21 16
24 22 Statistics
31 23 Sample Siz
33 27 Mean
35 32 Median
41 32 Std. Devia
43 33 Minimum
46 34 Maximum
48 39
49 41
50 41
50 45
54 46
55 48
56 50 Statistics
67 55 Sample Siz
69 64 Mean
66 Median
Std. Devia
Minimum
Maximum
Team 1

Stem unit:10

Statistics 0 24
19 1
40.9474 2 14
46.0000 3 135
18.4586 4 13689
2.0000 5 00456
69.0000 6 79

Team 2

Stem unit:10

Statistics 0 9
20 1 06
36.6500 2 237
36.5000 3 22349
16.0797 4 11568
9.0000 5 05
66.0000 6 46
New Mean= 34.8
Old sum of X squares= 31263
New var= 78.625

New SD= 8.867074


Week x (price) y (demand) Week x (price) y (demand) x y
1 5 50 1 x1 = 5 y1 = 50 5 50
2 10 30 2 x2= 10 y2 = 30 10 30
3 15 20 3 x3 = 15 y3 = 20 15 20
Total: Sx= Sy=
30 100
x^2 y^2 x*y
25 2500 250
100 900 300
225 400 300
S x^2 = S y^2 = S x*y =
350 3800 850
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.364954
R Square 0.133192
Adjusted R 0.124347
Standard E 27071.86
Observatio 100

ANOVA
df SS MS F Significance F
Regression 1 1.1E+10 1.1E+10 15.05844 0.000189
Residual 98 7.18E+10 7.33E+08
Total 99 8.29E+10

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept 76188.95 4391.635 17.34865 1.23E-31 67473.89 84904 67473.89 84904
Gender 21643.15 5577.382 3.880521 0.000189 10575.02 32711.28 10575.02 32711.28

RESIDUAL OUTPUT

Observation
Predicted Salary
Residuals
1 97832.1 44927.9
2 97832.1 27527.9
3 97832.1 -20802.1
4 97832.1 61127.9
5 97832.1 -12362.1
6 76188.95 1101.053
7 97832.1 -16192.1
8 76188.95 25561.05
9 97832.1 47277.9
10 76188.95 -6548.95
11 76188.95 22901.05
12 76188.95 25211.05
13 97832.1 -36572.1
14 76188.95 -45988.9
15 76188.95 24061.05
16 97832.1 -4002.1
17 97832.1 -6842.1
18 76188.95 12161.05
19 97832.1 -352.097
20 76188.95 30641.05
21 76188.95 -28788.9
22 97832.1 -29142.1
23 97832.1 33727.9
24 97832.1 12827.9
25 97832.1 -17512.1
26 76188.95 -6028.95
27 97832.1 11847.9
28 97832.1 -42.0968
29 76188.95 -18228.9
30 97832.1 -60972.1
31 76188.95 -19598.9
32 97832.1 -29212.1
33 97832.1 -4442.1
34 97832.1 -11822.1
35 97832.1 34177.9
36 97832.1 -6382.1
37 76188.95 -6158.95
38 97832.1 -23022.1
39 76188.95 6971.053
40 76188.95 -698.947
41 97832.1 17137.9
42 97832.1 -35572.1
43 76188.95 -25498.9
44 97832.1 19097.9
45 76188.95 -19088.9
46 97832.1 -4742.1
47 97832.1 -21012.1
48 97832.1 -5982.1
49 97832.1 28917.9
50 97832.1 -7762.1
51 76188.95 3901.053
52 97832.1 -392.097
53 76188.95 -12858.9
54 97832.1 22747.9
55 76188.95 24741.05
56 97832.1 -76972.1
57 97832.1 -15402.1
58 97832.1 -4992.1
59 76188.95 12861.05
60 76188.95 53601.05
61 97832.1 -16072.1
62 76188.95 -9808.95
63 97832.1 77927.9
64 76188.95 -29498.9
65 97832.1 41427.9
66 97832.1 67567.9
67 97832.1 17667.9
68 76188.95 18281.05
69 76188.95 11131.05
70 97832.1 7917.903
71 97832.1 9737.903
72 76188.95 21861.05
73 97832.1 -5202.1
74 76188.95 4331.053
75 76188.95 15371.05
76 97832.1 -18542.1
77 76188.95 23521.05
78 97832.1 16087.9
79 76188.95 -31428.9
80 97832.1 -15732.1
81 97832.1 1847.903
82 97832.1 -9912.1
83 97832.1 -18732.1
84 97832.1 25107.9
85 97832.1 21637.9
86 97832.1 -49952.1
87 76188.95 -44948.9
88 97832.1 36707.9
89 97832.1 -13492.1
90 76188.95 -25568.9
91 97832.1 -33292.1
92 76188.95 7241.053
93 97832.1 11527.9
94 76188.95 -8518.95
95 97832.1 1107.903
96 76188.95 12961.05
97 97832.1 -5112.1
98 97832.1 -29162.1
99 76188.95 -19148.9
100 97832.1 -29912.1
Salary Education ExperienceGender Appraisal
142760 18 19 1 8
125360 15 21 1 4
77030 15 14 1 3
158960 14 26 1 7
85470 15 8 1 8
77290 12 14 0 4
81640 15 12 1 5
101750 14 8 0 8
145110 13 23 1 7
69640 15 11 0 4
99090 16 17 0 6
101400 12 17 0 5
61260 16 16 1 1
30200 16 1 0 5
100250 16 14 0 5
93830 17 14 1 4
90990 15 17 1 1
88350 17 9 0 7
97480 17 14 1 3
106830 14 15 0 10
47400 16 6 0 2
68690 15 16 1 2
131560 17 20 1 6
110660 15 20 1 5
80320 15 16 1 3
70160 18 17 0 0
109680 18 21 1 3
97790 16 14 1 6
57960 16 11 0 2
36860 12 10 1 1
56590 15 3 0 5
68620 17 15 1 1
93390 17 11 1 6
86010 14 15 1 5
132010 17 23 1 4
91450 13 18 1 4
70030 18 12 0 3
74810 13 19 1 0
83160 15 14 0 4
75490 15 12 0 3
114970 17 19 1 5
62260 15 12 1 3
50690 14 11 0 2
116930 17 17 1 5
57100 14 11 0 3
93090 14 14 1 5
76820 15 16 1 2
91850 11 14 1 5
126750 16 20 1 8
90070 16 9 1 6
80090 15 11 0 6
97440 14 16 1 4
63330 12 10 0 4
120580 15 19 1 6
100930 14 9 0 8
20860 11 6 1 1
82430 17 10 1 6
92840 14 22 1 1
89050 16 12 0 5
129790 17 20 0 9
81760 15 10 1 6
66380 15 13 0 2
175760 15 36 1 7
46690 19 8 0 2
139260 15 24 1 9
165400 16 30 1 5
115500 14 21 1 4
94470 14 23 0 0
87320 16 16 0 4
105750 14 19 1 5
107570 17 24 1 0
98050 16 18 0 4
92630 15 15 1 4
80520 16 16 0 2
91560 16 15 0 4
79290 14 17 1 2
99710 14 18 0 5
113920 15 23 1 0
44760 14 11 0 2
82100 16 16 1 3
99680 15 19 1 5
87920 15 15 1 3
79100 16 12 1 4
122940 16 22 1 4
119470 17 22 1 4
47880 14 5 1 5
31240 18 5 0 0
134540 16 22 1 5
84340 13 19 1 4
50620 13 6 0 4
64540 16 10 1 4
83430 14 14 0 3
109360 17 19 1 4
67670 18 11 0 3
98940 15 13 1 6
89150 18 10 0 5
92720 15 14 1 5
68670 14 15 1 3
57040 15 10 0 3
67920 16 15 1 3
X (Experience) Y (Salary)
27 125
53 340
41 286
59 400
33 225
34 269
49 300
31 175
56 375
Ser. Company User Mileage User Mileage
No. Milage in City on Highway
1 50 39 41
2 55 41 45
3 58 43 45
4 60 46 47
5 60 50 53
6 63 46 51
7 70 49 62
8 74 54 60
9 77 60 67
10 79 57 66
11 80 55 70
12 82 60 71
13 88 64 74
14 95 68 81
TRENT TRENT data for Dummy V
Unit = Unit = Unit = Unit =
Rs. Rs. Rs. Rs.
Crore Crore Crore Crore
Net Personn
Quarter sales Time Lag1 Adv Exp el cost Quarter
Dec-03 42.02 1 40.13 4.3 2.74 Dec-03
Mar-04 40.35 2 42.02 2.7 3.27 Mar-04
Jun-04 46.89 3 40.35 4.59 3.3 Jun-04
Sep-04 54.1 4 46.89 4.54 3.41 Sep-04
Dec-04 70.13 5 54.1 8.87 3.85 Dec-04
Mar-05 63.37 6 70.13 3.17 4.1 Mar-05
Jun-05 74.01 7 63.37 7.44 4.14 Jun-05
Sep-05 86.63 8 74.01 8.33 4.89 Sep-05
Dec-05 95.17 9 86.63 9 5.22 Dec-05
Mar-06 90.63 10 95.17 5.08 6.02 Mar-06
Jun-06 105.09 11 90.63 11.18 6.64 Jun-06
Sep-06 120.29 12 105.09 10.18 7.5 Sep-06
Dec-06 121.83 13 120.29 11.03 7.11 Dec-06
Mar-07 108.58 14 121.83 5.67 7.19 Mar-07

Jun-07 121.6 15 108.58 9.58 9.19 Jun-07


Sep-07 119.49 16 121.6 10.37 8.04 Sep-07
Dec-07 144.17 17 119.49 17.33 9.85 Dec-07
Mar-08 128.9 18 144.17 4.1 9.58 Mar-08
TRENT data for Dummy Variable Regression

Unit = Rs.
Crore

Net sales Time Q1 Q2 Q3 Q4 Net sales


42.02 1 0 0 1 0 130
40.35 2 0 0 0 1 120
46.89 3 1 0 0 0 110
54.1 4 0 1 0 0 100
70.13 5 0 0 1 0 90
80
63.37 6 0 0 0 1
70
74.01 7 1 0 0 0
60
86.63 8 0 1 0 0 50
95.17 9 0 0 1 0 40
90.63 10 0 0 0 1

Jun-04

Sep-04

Mar-05

Jun-05

Sep-05
Dec-04
105.09 11 1 0 0 0
120.29 12 0 1 0 0
121.83 13 0 0 1 0
108.58 14 0 0 0 1

121.6 15 1 0 0 0
119.49 16 0 1 0 0
144.17 17 0 0 1 0
128.9 18 0 0 0 1
Sep-04

Dec-04

Mar-05

Jun-05

Sep-05

Dec-05

Mar-06
Net sales over time

Jun-06

Sep-06

Dec-06

Mar-07
Net Sales = amount of sales generated by a company after deduction of returns, allowances for damaged or missing g

Unit = Unit = Unit = Rs. Unit =


Rs. Crore Rs. Crore Crore Rs. Crore
Last
Quarter Net
Personn Sales
Quarter Constant Adv Exp el cost (Lag1) Time Net sales X transpose X
Dec-03 1 4.3 2.74 40.13 1 42.02 14 96.08
Mar-04 1 2.7 3.27 42.02 2 40.35 96.08 770.169
Jun-04 1 4.59 3.3 40.35 3 46.89
Sep-04 1 4.54 3.41 46.89 4 54.1
Dec-04 1 8.87 3.85 54.1 5 70.13
Mar-05 1 3.17 4.1 70.13 6 63.37 X transpose Y
Jun-05 1 7.44 4.14 63.37 7 74.01 1119.09
Sep-05 1 8.33 4.89 74.01 8 86.63 8521.491
Dec-05 1 9 5.22 86.63 9 95.17
Mar-06 1 5.08 6.02 95.17 10 90.63
Jun-06 1 11.18 6.64 90.63 11 105.09
Sep-06 1 10.18 7.5 105.09 12 120.29 ESTIMATED COEFF
Dec-06 1 11.03 7.11 120.29 13 121.83 27.81664
Mar-07 1 5.67 7.19 121.83 14 108.58 7.594265

Jun-07 1 9.58 9.19 108.58 15 121.6 ESTIMATED COEFF(IN 1 STEP)


Sep-07 1 10.37 8.04 121.6 16 119.49 27.81664
Dec-07 1 17.33 9.85 119.49 17 144.17 7.594265
Mar-08 1 4.1 9.58 144.17 18 128.9
s for damaged or missing goods and any discounts allowed

140
Net Sales

120

100
f(x) = 7.5942654015x + 27.8166414447

80

60

40

20

0
2 3 4 5 6 7 8 9 10 11 12

Adv Exp

ED COEFF(IN 1 STEP)
Net Sales = amount of sales generated by a company after deduction of returns, allowances for damaged or missing g

Unit = Unit = Unit = Rs. Unit =


Rs. Crore Rs. Crore Crore
Last Rs. Crore
Quarter Net
Personn Sales
Quarter Constant Adv Exp el cost (Lag1) Time Net sales X transpose X
Dec-03 1 4.3 2.74 40.13 1 42.02 14 96.08
Mar-04 1 2.7 3.27 42.02 2 40.35 96.08 770.169
Jun-04 1 4.59 3.3 40.35 3 46.89 69.38 517.2586
Sep-04 1 4.54 3.41 46.89 4 54.1 1050.64 7838.023
Dec-04 1 8.87 3.85 54.1 5 70.13
Mar-05 1 3.17 4.1 70.13 6 63.37
Jun-05 1 7.44 4.14 63.37 7 74.01 X transpose Y
Sep-05 1 8.33 4.89 74.01 8 86.63 1119.09
Dec-05 1 9 5.22 86.63 9 95.17 8521.491
Mar-06 1 5.08 6.02 95.17 10 90.63 6135.391
Jun-06 1 11.18 6.64 90.63 11 105.09 94068.85
Sep-06 1 10.18 7.5 105.09 12 120.29
Dec-06 1 11.03 7.11 120.29 13 121.83
Mar-07 1 5.67 7.19 121.83 14 108.58 ESTIMATED COEFF
-1.35963
3.052957
4.667411
Jun-07 1 9.58 9.19 108.58 15 121.6 0.495861
Sep-07 1 10.37 8.04 121.6 16 119.49
Dec-07 1 17.33 9.85 119.49 17 144.17
Mar-08 1 4.1 9.58 144.17 18 128.9 ESTIMATED COEFF(IN 1 STEP)
-1.35963
3.052957
4.667411
0.495861
s for damaged or missing goods and any discounts allowed

69.38 1050.64
517.2586 7838.023
379.4794 5806.8
5806.8 89673.18

27.5

ED COEFF(IN 1 STEP)
BSE Axis
Date Sensex X1 Bankex X2 Bank Y
Excess Excess
Sensex Sensex Bankex Axis
19-Nov-08 8773.78 Ret Return 4596.95 Return 427.40 Axis Ret Return
20-Nov-08 8451.01 -3.68 -3.71 4398.29 -4.32 406.05 -5.00 -5.02
21-Nov-08 8915.21 5.49 5.46 4598.90 4.56 411.75 1.40 1.37
24-Nov-08 8903.12 -0.14 -0.16 4454.68 -3.14 397.60 -3.44 -3.47
25-Nov-08 8695.53 -2.33 -2.36 4365.00 -2.01 381.95 -3.94 -3.97
26-Nov-08 9026.72 3.81 3.78 4625.23 5.96 405.05 6.05 6.02
28-Nov-08 9092.72 0.73 0.70 4645.40 0.44 406.85 0.44 0.42
1-Dec-08 8839.87 -2.78 -2.81 4465.82 -3.87 413.05 1.52 1.50
2-Dec-08 8739.24 -1.14 -1.17 4436.27 -0.66 428.80 3.81 3.78
3-Dec-08 8747.43 0.09 0.07 4547.01 2.50 432.95 0.97 0.94
4-Dec-08 9229.75 5.51 5.49 4803.37 5.64 455.20 5.14 5.11
5-Dec-08 8965.20 -2.87 -2.89 4707.45 -2.00 443.10 -2.66 -2.68
8-Dec-08 9162.62 2.20 2.18 4787.85 1.71 451.50 1.90 1.87
10-Dec-08 9654.90 5.37 5.35 4959.29 3.58 462.75 2.49 2.47
11-Dec-08 9645.46 -0.10 -0.12 5003.30 0.89 457.60 -1.11 -1.14
12-Dec-08 9690.07 0.46 0.44 5063.25 1.20 469.00 2.49 2.47
15-Dec-08 9832.39 1.47 1.45 5139.93 1.51 485.55 3.53 3.51
16-Dec-08 9976.98 1.47 1.45 5257.38 2.29 500.75 3.13 3.11
17-Dec-08 9715.29 -2.62 -2.65 5249.38 -0.15 497.40 -0.67 -0.69
18-Dec-08 10076.43 3.72 3.69 5620.04 7.06 538.30 8.22 8.20
19-Dec-08 10099.91 0.23 0.21 5631.22 0.20 545.70 1.37 1.35
22-Dec-08 9928.35 -1.70 -1.72 5491.78 -2.48 536.85 -1.62 -1.64
23-Dec-08 9686.75 -2.43 -2.46 5285.09 -3.76 498.90 -7.07 -7.09
24-Dec-08 9568.72 -1.22 -1.24 5371.87 1.64 489.20 -1.94 -1.97
26-Dec-08 9328.92 -2.51 -2.53 5211.45 -2.99 481.75 -1.52 -1.54
29-Dec-08 9533.52 2.19 2.17 5404.61 3.71 494.80 2.71 2.69
30-Dec-08 9716.16 1.92 1.90 5525.66 2.24 510.40 3.15 3.13
31-Dec-08 9647.31 -0.71 -0.73 5454.54 -1.29 504.65 -1.13 -1.15
1-Jan-09 9903.46 2.66 2.63 5585.01 2.39 517.25 2.50 2.48
2-Jan-09 9958.22 0.55 0.53 5674.31 1.60 542.60 4.90 4.88
5-Jan-09 10275.60 3.19 3.17 5874.87 3.53 559.25 3.07 3.05
6-Jan-09 10335.93 0.59 0.57 5970.29 1.62 567.20 1.42 1.40
7-Jan-09 9586.88 -7.25 -7.27 5489.24 -8.06 522.15 -7.94 -7.96
9-Jan-09 9406.47 -1.88 -1.90 5381.36 -1.97 485.75 -6.97 -6.99
12-Jan-09 9110.05 -3.15 -3.17 5186.78 -3.62 452.55 -6.83 -6.85
13-Jan-09 9071.36 -0.42 -0.44 5126.25 -1.17 440.15 -2.74 -2.76
14-Jan-09 9370.49 3.30 3.28 5215.67 1.74 449.80 2.19 2.17
15-Jan-09 9046.74 -3.45 -3.47 4918.88 -5.69 434.65 -3.37 -3.39
16-Jan-09 9323.59 3.06 3.04 5037.84 2.42 444.35 2.23 2.21
19-Jan-09 9329.57 0.06 0.05 4989.12 -0.97 438.35 -1.35 -1.37
20-Jan-09 9100.55 -2.45 -2.47 4833.81 -3.11 422.40 -3.64 -3.66
21-Jan-09 8779.17 -3.53 -3.55 4644.94 -3.91 407.95 -3.42 -3.44
22-Jan-09 8813.84 0.39 0.38 4679.40 0.74 415.95 1.96 1.94
23-Jan-09 8674.35 -1.58 -1.60 4484.66 -4.16 384.10 -7.66 -7.68
27-Jan-09 9004.08 3.80 3.78 4615.22 2.91 394.50 2.71 2.69
28-Jan-09 9257.47 2.81 2.80 4789.93 3.79 423.10 7.25 7.23
29-Jan-09 9236.28 -0.23 -0.25 4804.47 0.30 435.05 2.82 2.81
30-Jan-09 9424.24 2.04 2.02 4900.06 1.99 433.00 -0.47 -0.49
2-Feb-09 9066.70 -3.79 -3.81 4649.58 -5.11 397.65 -8.16 -8.18
3-Feb-09 9149.30 0.91 0.89 4674.02 0.53 395.35 -0.58 -0.60
4-Feb-09 9201.85 0.57 0.56 4674.03 0.00 394.75 -0.15 -0.17
5-Feb-09 9090.88 -1.21 -1.23 4648.13 -0.55 392.10 -0.67 -0.69
6-Feb-09 9300.86 2.31 2.29 4763.70 2.49 402.70 2.70 2.68
9-Feb-09 9583.89 3.04 3.02 4915.51 3.19 421.70 4.72 4.70
10-Feb-09 9647.47 0.66 0.64 4972.69 1.16 421.05 -0.15 -0.17
11-Feb-09 9618.54 -0.30 -0.32 4973.89 0.02 431.55 2.49 2.47
12-Feb-09 9465.83 -1.59 -1.61 4916.55 -1.15 430.70 -0.20 -0.22
13-Feb-09 9634.74 1.78 1.77 5024.92 2.20 439.20 1.97 1.95
16-Feb-09 9305.45 -3.42 -3.44 4794.78 -4.58 418.75 -4.66 -4.68
17-Feb-09 9035.00 -2.91 -2.93 4583.37 -4.41 399.70 -4.55 -4.57
18-Feb-09 9015.18 -0.22 -0.24 4479.49 -2.27 394.10 -1.40 -1.42
19-Feb-09 9042.63 0.30 0.29 4454.58 -0.56 388.45 -1.43 -1.45
20-Feb-09 8843.21 -2.21 -2.22 4298.91 -3.49 373.15 -3.94 -3.96
24-Feb-09 8822.06 -0.24 -0.26 4240.39 -1.36 363.65 -2.55 -2.57
25-Feb-09 8902.56 0.91 0.89 4277.03 0.86 366.25 0.71 0.70
26-Feb-09 8954.86 0.59 0.57 4185.15 -2.15 346.50 -5.39 -5.41
27-Feb-09 8891.61 -0.71 -0.73 4240.10 1.31 347.95 0.42 0.40
2-Mar-09 8607.08 -3.20 -3.22 4033.99 -4.86 323.05 -7.16 -7.18
3-Mar-09 8427.29 -2.09 -2.11 3949.08 -2.10 324.95 0.59 0.57
4-Mar-09 8446.49 0.23 0.21 3889.71 -1.50 322.60 -0.72 -0.74
5-Mar-09 8197.92 -2.94 -2.96 3728.22 -4.15 300.85 -6.74 -6.76
6-Mar-09 8325.82 1.56 1.54 3737.09 0.24 295.25 -1.86 -1.88
9-Mar-09 8160.40 -1.99 -2.01 3633.23 -2.78 280.90 -4.86 -4.88
12-Mar-09 8343.75 2.25 2.23 3754.22 3.33 304.35 8.35 8.33
13-Mar-09 8756.61 4.95 4.93 3973.85 5.85 330.55 8.61 8.59
16-Mar-09 8943.54 2.13 2.12 4087.39 2.86 342.70 3.68 3.66
17-Mar-09 8863.82 -0.89 -0.91 4005.76 -2.00 325.80 -4.93 -4.95
18-Mar-09 8976.68 1.27 1.25 4110.99 2.63 341.25 4.74 4.72
19-Mar-09 9001.75 0.28 0.26 4136.26 0.61 358.30 5.00 4.98
20-Mar-09 8966.68 -0.39 -0.41 4055.63 -1.95 343.05 -4.26 -4.28
23-Mar-09 9424.02 5.10 5.08 4325.54 6.66 374.05 9.04 9.02
24-Mar-09 9471.04 0.50 0.48 4419.67 2.18 372.30 -0.47 -0.49
25-Mar-09 9667.90 2.08 2.06 4552.44 3.00 397.75 6.84 6.82
26-Mar-09 10003.10 3.47 3.45 4706.22 3.38 421.50 5.97 5.95
27-Mar-09 10048.49 0.45 0.43 4829.03 2.61 431.20 2.30 2.28
30-Mar-09 9568.14 -4.78 -4.80 4414.47 -8.58 397.40 -7.84 -7.86
31-Mar-09 9708.50 1.47 1.45 4490.97 1.73 414.50 4.30 4.28
1-Apr-09 9901.99 1.99 1.97 4602.15 2.48 417.85 0.81 0.79
2-Apr-09 10348.83 4.51 4.49 4822.39 4.79 439.75 5.24 5.22
6-Apr-09 10534.87 1.80 1.78 4926.27 2.15 436.40 -0.76 -0.78
8-Apr-09 10742.34 1.97 1.95 4915.29 -0.22 443.85 1.71 1.69
9-Apr-09 10803.86 0.57 0.56 5045.27 2.64 444.55 0.16 0.14
13-Apr-09 10967.22 1.51 1.50 5301.15 5.07 462.25 3.98 3.97
15-Apr-09 11284.73 2.90 2.88 5541.45 4.53 504.25 9.09 9.07
16-Apr-09 10947.40 -2.99 -3.01 5369.17 -3.11 470.65 -6.66 -6.68
17-Apr-09 11023.09 0.69 0.68 5526.33 2.93 503.80 7.04 7.03
20-Apr-09 10979.50 -0.40 -0.41 5473.45 -0.96 510.30 1.29 1.27
21-Apr-09 10898.11 -0.74 -0.76 5316.70 -2.86 493.85 -3.22 -3.24
22-Apr-09 10817.54 -0.74 -0.75 5274.33 -0.80 472.50 -4.32 -4.34
23-Apr-09 11134.99 2.93 2.92 5441.19 3.16 502.55 6.36 6.34
24-Apr-09 11329.05 1.74 1.73 5591.70 2.77 528.75 5.21 5.20
27-Apr-09 11371.85 0.38 0.36 5726.59 2.41 557.55 5.45 5.43
28-Apr-09 11001.75 -3.25 -3.27 5441.75 -4.97 530.60 -4.83 -4.85
29-Apr-09 11403.25 3.65 3.64 5685.22 4.47 555.65 4.72 4.71
4-May-09 12134.75 6.41 6.40 6133.53 7.89 608.85 9.57 9.56
5-May-09 12131.08 -0.03 -0.04 6278.16 2.36 627.80 3.11 3.10
6-May-09 11952.75 -1.47 -1.48 6093.64 -2.94 604.85 -3.66 -3.67
7-May-09 12116.94 1.37 1.36 6206.46 1.85 624.55 3.26 3.24
8-May-09 11876.43 -1.98 -2.00 6007.47 -3.21 607.35 -2.75 -2.77
11-May-09 11682.99 -1.63 -1.64 5962.56 -0.75 617.80 1.72 1.71
12-May-09 12158.03 4.07 4.05 6250.68 4.83 668.25 8.17 8.15
13-May-09 12019.65 -1.14 -1.15 6179.39 -1.14 670.25 0.30 0.29
14-May-09 11872.91 -1.22 -1.23 6138.62 -0.66 637.40 -4.90 -4.91
15-May-09 12173.42 2.53 2.52 6375.65 3.86 659.40 3.45 3.44
18-May-09 14284.21 17.34 17.33 7598.64 19.18 793.60 20.35 20.34
19-May-09 14302.03 0.12 0.11 8118.36 6.84 766.80 -3.38 -3.39
20-May-09 14060.66 -1.69 -1.70 7919.53 -2.45 728.05 -5.05 -5.07
21-May-09 13736.54 -2.31 -2.32 7689.23 -2.91 734.95 0.95 0.93
22-May-09 13887.15 1.10 1.08 7827.56 1.80 762.70 3.78 3.76
25-May-09 13913.22 0.19 0.17 7851.27 0.30 771.90 1.21 1.19
26-May-09 13589.23 -2.33 -2.34 7605.16 -3.13 743.80 -3.64 -3.65
27-May-09 14109.64 3.83 3.82 8017.30 5.42 797.40 7.21 7.19
28-May-09 14296.01 1.32 1.31 8162.73 1.81 782.05 -1.93 -1.94
29-May-09 14625.25 2.30 2.29 8258.43 1.17 783.40 0.17 0.16
1-Jun-09 14840.63 1.47 1.46 8188.21 -0.85 742.25 -5.25 -5.27
2-Jun-09 14874.91 0.23 0.22 8163.03 -0.31 720.15 -2.98 -2.99
3-Jun-09 14870.90 -0.03 -0.04 8058.07 -1.29 716.20 -0.55 -0.56
4-Jun-09 15008.68 0.93 0.91 8164.65 1.32 734.85 2.60 2.59
5-Jun-09 15103.55 0.63 0.62 8204.28 0.49 737.50 0.36 0.35
8-Jun-09 14665.92 -2.90 -2.91 7841.76 -4.42 697.80 -5.38 -5.40
9-Jun-09 15127.00 3.14 3.13 8040.65 2.54 725.20 3.93 3.91
10-Jun-09 15466.81 2.25 2.23 8240.65 2.49 749.45 3.34 3.33
11-Jun-09 15411.47 -0.36 -0.37 8212.73 -0.34 725.55 -3.19 -3.20
12-Jun-09 15237.94 -1.13 -1.14 8038.62 -2.12 703.45 -3.05 -3.06
15-Jun-09 14875.52 -2.38 -2.39 8021.13 -0.22 716.45 1.85 1.83
16-Jun-09 14957.91 0.55 0.54 8202.49 2.26 757.90 5.79 5.77
17-Jun-09 14522.84 -2.91 -2.92 8023.11 -2.19 720.85 -4.89 -4.90
18-Jun-09 14265.53 -1.77 -1.79 7965.77 -0.71 731.90 1.53 1.52
19-Jun-09 14521.89 1.80 1.78 8111.04 1.82 755.50 3.22 3.21
22-Jun-09 14326.22 -1.35 -1.36 8124.14 0.16 763.90 1.11 1.10
23-Jun-09 14324.01 -0.02 -0.03 7950.32 -2.14 746.75 -2.25 -2.26
24-Jun-09 14422.73 0.69 0.68 7940.87 -0.12 768.65 2.93 2.92
25-Jun-09 14345.62 -0.53 -0.55 7970.86 0.38 777.30 1.13 1.11
26-Jun-09 14764.64 2.92 2.91 8314.61 4.31 818.45 5.29 5.28
29-Jun-09 14785.74 0.14 0.13 8417.86 1.24 867.10 5.94 5.93
30-Jun-09 14493.84 -1.97 -1.99 8211.48 -2.45 833.65 -3.86 -3.87
1-Jul-09 14645.47 1.05 1.03 8321.05 1.33 869.55 4.31 4.29
2-Jul-09 14658.49 0.09 0.08 8278.07 -0.52 853.15 -1.89 -1.90
3-Jul-09 14913.05 1.74 1.72 8459.70 2.19 871.80 2.19 2.17
6-Jul-09 14043.40 -5.83 -5.84 7768.63 -8.17 794.20 -8.90 -8.91
7-Jul-09 14170.45 0.90 0.89 7804.66 0.46 817.20 2.90 2.88
8-Jul-09 13769.15 -2.83 -2.84 7485.53 -4.09 783.60 -4.11 -4.12
9-Jul-09 13757.46 -0.08 -0.10 7458.61 -0.36 765.20 -2.35 -2.36
10-Jul-09 13504.22 -1.84 -1.85 7319.81 -1.86 739.10 -3.41 -3.42
13-Jul-09 13400.32 -0.77 -0.78 7310.26 -0.13 755.90 2.27 2.26
14-Jul-09 13853.70 3.38 3.37 7580.18 3.69 762.90 0.93 0.91
15-Jul-09 14253.24 2.88 2.87 7774.40 2.56 788.90 3.41 3.40
16-Jul-09 14250.25 -0.02 -0.03 7762.69 -0.15 799.00 1.28 1.27
17-Jul-09 14744.92 3.47 3.46 8132.16 4.76 851.75 6.60 6.59
20-Jul-09 15191.01 3.03 3.01 8487.30 4.37 886.30 4.06 4.04
21-Jul-09 15062.49 -0.85 -0.86 8369.02 -1.39 882.85 -0.39 -0.40
22-Jul-09 14843.12 -1.46 -1.47 8265.96 -1.23 861.35 -2.44 -2.45
23-Jul-09 15231.04 2.61 2.60 8409.08 1.73 892.60 3.63 3.61
24-Jul-09 15378.96 0.97 0.96 8335.02 -0.88 892.50 -0.01 -0.02
27-Jul-09 15375.04 -0.03 -0.04 8329.33 -0.07 938.60 5.17 5.15
28-Jul-09 15331.94 -0.28 -0.29 8227.35 -1.22 954.45 1.69 1.68
29-Jul-09 15173.46 -1.03 -1.05 8127.46 -1.21 919.20 -3.69 -3.71
30-Jul-09 15387.96 1.41 1.40 8305.91 2.20 917.50 -0.18 -0.20
31-Jul-09 15670.31 1.83 1.82 8465.76 1.92 917.70 0.02 0.01
3-Aug-09 15924.23 1.62 1.61 8567.69 1.20 921.55 0.42 0.41
4-Aug-09 15830.98 -0.59 -0.60 8506.72 -0.71 894.65 -2.92 -2.93
5-Aug-09 15903.83 0.46 0.45 8499.69 -0.08 851.40 -4.83 -4.85
6-Aug-09 15514.03 -2.45 -2.46 8357.38 -1.67 845.20 -0.73 -0.74
7-Aug-09 15160.24 -2.28 -2.29 8110.08 -2.96 814.15 -3.67 -3.69
10-Aug-09 15009.77 -0.99 -1.01 8004.99 -1.30 840.50 3.24 3.22
11-Aug-09 15074.59 0.43 0.42 8046.96 0.52 866.75 3.12 3.11
12-Aug-09 15020.16 -0.36 -0.37 8006.95 -0.50 870.55 0.44 0.43
13-Aug-09 15518.49 3.32 3.30 8354.08 4.34 877.80 0.83 0.82
14-Aug-09 15411.63 -0.69 -0.70 8285.99 -0.82 870.30 -0.85 -0.87
17-Aug-09 14784.92 -4.07 -4.08 7947.87 -4.08 828.55 -4.80 -4.81
http://www.rbi.org.in/home.aspx' ; Current Rates > Market Trends > Government Securitis Market > 91-day T-bills (*cut-off at

Rf_t= 91-
day
Governm
ent
security
Yield at
the time
period t Date Sensex X1 X2 L&T Y
B S E Capital
Sensex Goods Index
Rf % 19-Nov-08 8773.78 Ret Return 732.2 L&T Ret
0.029 20-Nov-08 8451.01 -3.68 -2.929 712.3 -2.717837
0.029 21-Nov-08 8915.21 5.49 5.588 760.35 6.7457532
0.029 24-Nov-08 8903.12 -0.14 -0.025 758.85 -0.197278
0.029 25-Nov-08 8695.53 -2.33 -2.564 736.2 -2.98478
0.029 26-Nov-08 9026.72 3.81 0.291 750.55 1.9491986
0.029 28-Nov-08 9092.72 0.73 -0.280 726.95 -3.144361
0.029 1-Dec-08 8839.87 -2.78 -3.787 703.55 -3.218928
0.029 2-Dec-08 8739.24 -1.14 -2.016 679.2 -3.461019
0.029 3-Dec-08 8747.43 0.09 1.081 690.15 1.6121908
0.029 4-Dec-08 9229.75 5.51 6.907 747.6 8.3242773
0.026 5-Dec-08 8965.20 -2.87 -1.509 728.75 -2.521402
0.026 8-Dec-08 9162.62 2.20 1.882 740.2 1.5711835
0.026 10-Dec-08 9654.90 5.37 4.514 779.6 5.3228857
0.026 11-Dec-08 9645.46 -0.10 -0.203 781.75 0.2757825
0.023 12-Dec-08 9690.07 0.46 0.254 787 0.6715702
0.023 15-Dec-08 9832.39 1.47 3.177 820.4 4.2439644
0.023 16-Dec-08 9976.98 1.47 0.928 810.3 -1.231107
0.023 17-Dec-08 9715.29 -2.62 -3.860 783.4 -3.319758
0.023 18-Dec-08 10076.43 3.72 4.459 811 3.5231044
0.022 19-Dec-08 10099.91 0.23 0.785 818.65 0.9432799
0.022 22-Dec-08 9928.35 -1.70 -0.990 814.65 -0.488609
0.022 23-Dec-08 9686.75 -2.43 -3.607 774.85 -4.885534
0.022 24-Dec-08 9568.72 -1.22 -0.975 765.05 -1.264761
0.020 26-Dec-08 9328.92 -2.51 -2.952 744.4 -2.69917
0.020 29-Dec-08 9533.52 2.19 1.245 741.1 -0.44331
0.020 30-Dec-08 9716.16 1.92 2.922 770 3.8996087
0.020 31-Dec-08 9647.31 -0.71 0.486 774.4 0.5714286
0.020 1-Jan-09 9903.46 2.66 4.733 821.75 6.1144112
0.019 2-Jan-09 9958.22 0.55 0.672 822.6 0.1034378
0.019 5-Jan-09 10275.60 3.19 2.833 854.4 3.8657914
0.019 6-Jan-09 10335.93 0.59 0.270 848.55 -0.684691
0.019 7-Jan-09 9586.88 -7.25 -6.718 775.55 -8.602911
0.019 9-Jan-09 9406.47 -1.88 -4.699 720.1 -7.149765
0.019 12-Jan-09 9110.05 -3.15 -3.635 695.15 -3.464797
0.019 13-Jan-09 9071.36 -0.42 -0.648 700.15 0.7192692
0.019 14-Jan-09 9370.49 3.30 1.779 709.8 1.3782761
0.019 15-Jan-09 9046.74 -3.45 -1.681 704.8 -0.704424
0.019 16-Jan-09 9323.59 3.06 1.828 717.6 1.816118
0.019 19-Jan-09 9329.57 0.06 1.324 728 1.4492754
0.019 20-Jan-09 9100.55 -2.45 -1.994 707.35 -2.836538
0.019 21-Jan-09 8779.17 -3.53 -3.046 686.65 -2.926415
0.019 22-Jan-09 8813.84 0.39 -1.609 663.9 -3.313187
0.019 23-Jan-09 8674.35 -1.58 -2.866 640.85 -3.471908
0.019 27-Jan-09 9004.08 3.80 1.554 638.2 -0.413513
0.019 28-Jan-09 9257.47 2.81 3.037 671.4 5.202131
0.019 29-Jan-09 9236.28 -0.23 -2.006 660.3 -1.653262
0.019 30-Jan-09 9424.24 2.04 1.764 689.2 4.3767984
0.019 2-Feb-09 9066.70 -3.79 -2.724 661.95 -3.95386
0.019 3-Feb-09 9149.30 0.91 0.212 657.95 -0.604275
0.019 4-Feb-09 9201.85 0.57 0.129 653.65 -0.653545
0.019 5-Feb-09 9090.88 -1.21 -1.470 636.85 -2.570183
0.019 6-Feb-09 9300.86 2.31 0.864 638.7 0.2904923
0.019 9-Feb-09 9583.89 3.04 3.590 674.4 5.5894786
0.019 10-Feb-09 9647.47 0.66 3.139 697.35 3.4030249
0.019 11-Feb-09 9618.54 -0.30 -0.175 689.15 -1.17588
0.019 12-Feb-09 9465.83 -1.59 -1.298 682.2 -1.008489
0.019 13-Feb-09 9634.74 1.78 2.480 701.1 2.7704485
0.019 16-Feb-09 9305.45 -3.42 -4.550 666.3 -4.963629
0.019 17-Feb-09 9035.00 -2.91 -1.882 659.05 -1.088098
0.019 18-Feb-09 9015.18 -0.22 -0.051 654.05 -0.758668
0.019 19-Feb-09 9042.63 0.30 -0.933 640.65 -2.048773
0.019 20-Feb-09 8843.21 -2.21 -1.953 622.5 -2.83306
0.019 24-Feb-09 8822.06 -0.24 -0.483 625.45 0.4738956
0.019 25-Feb-09 8902.56 0.91 -0.362 612.45 -2.078503
0.019 26-Feb-09 8954.86 0.59 0.350 610.8 -0.26941
0.019 27-Feb-09 8891.61 -0.71 -0.432 611.45 0.1064178
0.019 2-Mar-09 8607.08 -3.20 -2.900 584.55 -4.399379
0.019 3-Mar-09 8427.29 -2.09 -1.444 574.8 -1.66795
0.019 4-Mar-09 8446.49 0.23 -0.341 580.35 0.9655532
0.019 5-Mar-09 8197.92 -2.94 -2.633 568.55 -2.033256
0.019 6-Mar-09 8325.82 1.56 1.545 580.15 2.0402779
0.019 9-Mar-09 8160.40 -1.99 -1.939 561.8 -3.162975
0.019 12-Mar-09 8343.75 2.25 1.998 576 2.5275899
0.018 13-Mar-09 8756.61 4.95 4.070 614.95 6.7621528
0.018 16-Mar-09 8943.54 2.13 2.264 626.15 1.8212863
0.018 17-Mar-09 8863.82 -0.89 -0.390 617.05 -1.453326
0.018 18-Mar-09 8976.68 1.27 3.181 635.85 3.0467547
0.018 19-Mar-09 9001.75 0.28 -2.620 609.55 -4.136196
0.020 20-Mar-09 8966.68 -0.39 -2.544 585.1 -4.011156
0.020 23-Mar-09 9424.02 5.10 2.841 604.7 3.3498547
0.020 24-Mar-09 9471.04 0.50 0.777 607.9 0.529188
0.020 25-Mar-09 9667.90 2.08 1.847 623.35 2.5415364
0.020 26-Mar-09 10003.10 3.47 5.422 661.35 6.0960937
0.020 27-Mar-09 10048.49 0.45 1.288 680 2.8199894
0.020 30-Mar-09 9568.14 -4.78 -3.809 650.95 -4.272059
0.020 31-Mar-09 9708.50 1.47 3.286 672.65 3.3335894
0.020 1-Apr-09 9901.99 1.99 -0.043 672.5 -0.0223
0.020 2-Apr-09 10348.83 4.51 5.318 717.25 6.6542751
0.018 6-Apr-09 10534.87 1.80 3.752 770.35 7.4032764
0.018 8-Apr-09 10742.34 1.97 3.024 806.6 4.7056533
0.017 9-Apr-09 10803.86 0.57 1.308 828.85 2.7584924
0.017 13-Apr-09 10967.22 1.51 1.645 824 -0.585148
0.017 15-Apr-09 11284.73 2.90 7.356 878.8 6.6504854
0.017 16-Apr-09 10947.40 -2.99 -4.947 831.5 -5.38234
0.015 17-Apr-09 11023.09 0.69 2.572 866.5 4.2092604
0.015 20-Apr-09 10979.50 -0.40 1.786 883.9 2.0080785
0.015 21-Apr-09 10898.11 -0.74 -2.392 853.8 -3.405363
0.015 22-Apr-09 10817.54 -0.74 -2.801 827.15 -3.12134
0.015 23-Apr-09 11134.99 2.93 2.828 864.35 4.4973705
0.014 24-Apr-09 11329.05 1.74 2.044 886.25 2.5336958
0.014 27-Apr-09 11371.85 0.38 1.574 908.2 2.4767278
0.014 28-Apr-09 11001.75 -3.25 -4.167 872.65 -3.914336
0.013 29-Apr-09 11403.25 3.65 2.244 879.55 0.790695
0.013 4-May-09 12134.75 6.41 5.885 952.4 8.2826445
0.013 5-May-09 12131.08 -0.03 1.766 978.75 2.7666947
0.013 6-May-09 11952.75 -1.47 -0.928 970.55 -0.837803
0.013 7-May-09 12116.94 1.37 1.551 986.7 1.6640049
0.013 8-May-09 11876.43 -1.98 -0.777 990.8 0.4155265
0.013 11-May-09 11682.99 -1.63 -2.482 962.9 -2.815906
0.013 12-May-09 12158.03 4.07 2.722 981.9 1.9732059
0.013 13-May-09 12019.65 -1.14 -0.564 971.95 -1.013341
0.013 14-May-09 11872.91 -1.22 -1.138 947.2 -2.546427
0.013 15-May-09 12173.42 2.53 3.569 988.15 4.3232686
0.013 18-May-09 14284.21 17.34 21.900 1237.15 25.198603
0.013 19-May-09 14302.03 0.12 6.329 1346.25 8.8186558
0.013 20-May-09 14060.66 -1.69 1.476 1359.35 0.9730734
0.013 21-May-09 13736.54 -2.31 -5.406 1242.6 -8.588664
0.013 22-May-09 13887.15 1.10 2.902 1301.4 4.7320135
0.013 25-May-09 13913.22 0.19 0.250 1304.7 0.2535731
0.013 26-May-09 13589.23 -2.33 -3.061 1254.75 -3.828466
0.013 27-May-09 14109.64 3.83 4.237 1311.4 4.5148436
0.013 28-May-09 14296.01 1.32 1.744 1341.8 2.3181333
0.013 29-May-09 14625.25 2.30 4.129 1405.6 4.754807
0.013 1-Jun-09 14840.63 1.47 0.700 1397.75 -0.55848
0.013 2-Jun-09 14874.91 0.23 0.308 1411.35 0.9729923
0.013 3-Jun-09 14870.90 -0.03 0.977 1409.35 -0.141708
0.013 4-Jun-09 15008.68 0.93 3.226 1455.9 3.3029411
0.013 5-Jun-09 15103.55 0.63 2.953 1519.3 4.3546947
0.013 8-Jun-09 14665.92 -2.90 -3.181 1479.25 -2.636082
0.013 9-Jun-09 15127.00 3.14 4.040 1573.8 6.3917526
0.013 10-Jun-09 15466.81 2.25 3.457 1633.65 3.8028974
0.013 11-Jun-09 15411.47 -0.36 -1.277 1624.7 -0.547853
0.013 12-Jun-09 15237.94 -1.13 -2.273 1582.45 -2.60048
0.013 15-Jun-09 14875.52 -2.38 -3.659 1507.1 -4.761604
0.013 16-Jun-09 14957.91 0.55 1.281 1526.55 1.290558
0.013 17-Jun-09 14522.84 -2.91 -3.951 1466.55 -3.930431
0.013 18-Jun-09 14265.53 -1.77 -3.729 1415.3 -3.494596
0.013 19-Jun-09 14521.89 1.80 4.583 1496.1 5.709037
0.013 22-Jun-09 14326.22 -1.35 0.358 1510.4 0.9558185
0.013 23-Jun-09 14324.01 -0.02 -0.369 1485.95 -1.618776
0.013 24-Jun-09 14422.73 0.69 2.523 1508.85 1.5411017
0.013 25-Jun-09 14345.62 -0.53 0.091 1527.65 1.245982
0.013 26-Jun-09 14764.64 2.92 4.170 1611.2 5.4691847
0.013 29-Jun-09 14785.74 0.14 0.869 1615.05 0.2389523
0.013 30-Jun-09 14493.84 -1.97 -3.180 1568.3 -2.894647
0.013 1-Jul-09 14645.47 1.05 0.807 1574.25 0.3793917
0.013 2-Jul-09 14658.49 0.09 -1.010 1563.6 -0.676513
0.012 3-Jul-09 14913.05 1.74 1.901 1607.7 2.8204144
0.012 6-Jul-09 14043.40 -5.83 -7.018 1464 -8.938235
0.012 7-Jul-09 14170.45 0.90 1.670 1500.85 2.5170765
0.012 8-Jul-09 13769.15 -2.83 -5.052 1413.15 -5.843355
0.012 9-Jul-09 13757.46 -0.08 -1.072 1389.4 -1.680643
0.013 10-Jul-09 13504.22 -1.84 -2.285 1359.35 -2.162804
0.013 13-Jul-09 13400.32 -0.77 -2.387 1330.35 -2.133373
0.013 14-Jul-09 13853.70 3.38 4.111 1372.7 3.1833728
0.013 15-Jul-09 14253.24 2.88 4.718 1430.15 4.1851825
0.013 16-Jul-09 14250.25 -0.02 -1.648 1378 -3.646471
0.013 17-Jul-09 14744.92 3.47 2.718 1419.8 3.0333817
0.013 20-Jul-09 15191.01 3.03 2.112 1458 2.6905198
0.013 21-Jul-09 15062.49 -0.85 -0.183 1471.3 0.9122085
0.013 22-Jul-09 14843.12 -1.46 -1.872 1447.25 -1.634609
0.013 23-Jul-09 15231.04 2.61 2.083 1488.7 2.8640525
0.013 24-Jul-09 15378.96 0.97 1.489 1498.8 0.6784443
0.013 27-Jul-09 15375.04 -0.03 0.692 1499.5 0.046704
0.013 28-Jul-09 15331.94 -0.28 -0.030 1494.45 -0.336779
0.013 29-Jul-09 15173.46 -1.03 -1.753 1462.55 -2.134565
0.013 30-Jul-09 15387.96 1.41 0.201 1489.6 1.8495094
0.013 31-Jul-09 15670.31 1.83 1.049 1506.6 1.141246
0.013 3-Aug-09 15924.23 1.62 1.820 1519.4 0.8495951
0.013 4-Aug-09 15830.98 -0.59 -0.284 1519.45 0.0032908
0.013 5-Aug-09 15903.83 0.46 -0.505 1514.8 -0.306032
0.013 6-Aug-09 15514.03 -2.45 -2.120 1486.2 -1.888038
0.013 7-Aug-09 15160.24 -2.28 -2.388 1465.45 -1.396178
0.013 10-Aug-09 15009.77 -0.99 -2.033 1438.55 -1.835614
0.013 11-Aug-09 15074.59 0.43 0.487 1444.5 0.4136109
0.013 12-Aug-09 15020.16 -0.36 -0.421 1421.8 -1.571478
0.013 13-Aug-09 15518.49 3.32 4.198 1495.8 5.2046701
0.013 14-Aug-09 15411.63 -0.69 -0.567 1486.2 -0.641797
0.013 17-Aug-09 14784.92 -4.07 -3.776 1411.9 -4.999327
rket > 91-day T-bills (*cut-off at the last auction)

Frequ Relative
bin upper boundary ency Freq
-8.90 -6.95 8 0.04 Relative Freq
20.35 -5.00 7 0.04
0.2
29.25 -3.05 28 0.16 0.18
15 -1.10 21 0.12 0.16
1.95 0.85 29 0.16 0.14
2.80 33 0.18 0.12
0.59 4.75 27 0.15 0.1
6.70 14 0.08 0.08
-2.95 8.65 8 0.04 0.06
3.19 10.60 3 0.02 0.04
6.14 12.55 0 0.00 0.02
0
14.50 0 0.00
9 7 5 4 8 4 2 3 5 7
4.33 16.45 0 0.00 8 3 6 5 6 2 2 88 0 14 2 5 9 9 5 3 8 08 0 8 2 3 5 6 6 3 0
6 9 2 5 2 5 6 4 1 8
18.40 0 0.00 0 9 2 0 7 2 0 5 3 0 3 3 9 86 0 0 0 0 2 5 0 4 5 0 65 08 4 10 4
5 0 5 0 4 8 5 0 5 0 5
20.35 1 0.01 .9 5.0 3.0 1.1 0.8 2. 4.7 6.7 8.6 0.6 2.5 1
-6 - - - 1 1

-6.75
-6751
Relative Freq

4 8 4 2 3 5 7 8 9 2 3 5
2 5 9 9 5 3 8 08 0 8 2 3 5 6 6 3 0 9 0 4 3 1 7 4 5 3 7 2 7 0 0 1
2 5 6 4 1 8 5 4 0 7 5
86 0 0 0 0 2 5 0 4 5 0 65 08 4 10 4 0 12 14 4 1 6 3 1 8 4
8 5 0 5 0 5 5 5 0 5
2. 4.7 6.7 8.6 0.6 2.5 14. 6.4 8.4 0.3
1 1 1 1 2
Summary
MLR-AE- MLR-AE- DVR- MLR-PC-
MODELS SLR-AE SLR-PC PC PC-PC^2 SLR-Time Time PC^2
Adj R^2 0.58 0.93 0.973 0.978 0.94 0.976 0.94
DW 1.33 1.67 1.11 1.64 1.86 1.48 2.23

Actual Predicted Net Sales


Net Sales Quarter
121.6 7-Jun 100.57 149.95 144.43 129.03 129.21 128.56 126.93
119.5 7-Sep 109.48 123.05 124.72 121.53 133.75 139.01 119.50
144.2 7-Dec 168.57 148.19 164.85 140.06 136.57 143.63 121.96
128.9 8-Mar 61.32 143.27 125.05 110.45 144.42 137.18 133.80

MAPE= 23.75 10.05 10.11 6.25 8.88 7.22 5.9


MLR-AE-
PC-Lag1
0.99
1.98

124.62
127.55
153.02
125.49

4.5