소개글
KOSPI-Samsung Electronics에 대한 자료입니다.
목차
PART1
A. Hypothesis on population mean
PART2.
A. Time trend analysis
B. Regression of Y on X
본문내용
PART1
Hypothesis on population mean
1. Test at α = 0.05, H0: μX = 0; H1: μX ≠ 0.
Reject H0 if (x ̅– μ)/(s/√n) < -tn-1,α/2 or (x ̅– μ)/(s/√n) > tn-1, α/2 (x ̅– μ)/(σ/√n) (x ̅– μ)/(σ/√n)
(x ̅– μ)/(s/√n) = (1.277-0)/(6.435/(√49)) = 1.389
tn-1,α/2 = 2.021 (df=40)
Check with Excel: tn-1,α/2 = 2.010
Do not reject H0
2. Test at α = 0.05, H0: μY = 0; H1: μY > 0.
Reject H0 if (y ̅ ̅– μ)/(s/√n) < -tn-1,α/2 or (y ̅ ̅– μ)/(s/√n) > tn-1, α/2
(y ̅ ̅– μ)/(s/√n) = (1.277-0)/(6.435/(√49)) = 2.343
tn-1,α/2 = 2.021 (df=40)
Check with Excel: tn-1,α/2 = 2.010