Group Project
Analysis of ORACLE Stock Price
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Contents
Contents.................................................................................................................................................. 1
Introduction ............................................................................................................................................ 3
Stepwise regression ................................................................................................................................. 5
Regression Analysis ................................................................................................................................. 7
Overall quality of the Regression Model .................................................................................................. 9
Adequacy of the model ........................................................................................................................... 9
CLRM Assumptions ................................................................................................................................ 10
Constant term: ....................................................................................................... 10
Homoscedasticity: .................................................................................................. 11
Autocorrelation: ..................................................................................................... 13
Normality: .............................................................................................................. 16
Coefficient stability: ............................................................................................... 17
Multicollinearity: .................................................................................................... 19
Regression Analysis - Limited Dependent Variable (LDV) model