CAPM regression model – STATA result explanation (econometric)

Project description
CAPM model Ri = Rf + Beta (Rm-Rf)
5 Stocks Portfolio (WPL, STO, OSH, AWE, BPT) STATA results attached in word file.
1)Residuals Normality Test (100 words)
2)Residuals Homoskedasticity Test (100 words)
3)Discussion: Discuss the signs and magnitudes of the estimated coefficients and their comparisons to predicted or theoretical signs and magnitudes. What have we

learned? Consider how the model might be reformulated in future studies, and implications for future econometric research. (500 words)
4) Conclusion (50 words)

Regress Portfolio (X) on Ri (Y)
R square 0.4140
F(1,57) 40.27

    
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