Chapter 15. Simple Regression Extensions

  • 15.1 Simple Correlation 408

    • 15.1.1 Introduction 408

    • 15.1.2 Example: Correlation of Financial Indices 409

    • 15.1.3 Data Patterns and Correlation Coefficients 415

  • 15.2 Regression and Stock Market Returns 417

    • 15.2.1 Introduction 417

    • 15.2.2 Capital Asset Pricing Model (CAPM) 421

  • 15.3 Curvilinear Regression 426

    • 15.3.1 Introduction 426

    • 15.3.2 Quadratic Regression with Fit Polynomial 426

    • 15.3.3 Fitting Curves with Fit Special 430

    • 15.3.4 Detail Example: Price Elasticity of Demand 433

  • 15.4 Summary 438

  • 15.5 Problems 439

    • 15.5.1 Correlation 439

    • 15.5.2 Stock Market Returns 441

    • 15.5.3 Curvilinear Regression 442

  • 15.6 Case Studies 444

    • 15.6.1 Case Study 1: Comparing Correlation between Individual Stocks and an Index 444

    • 15.6.2 Case Study 2: ...

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