please see regression summary below. I need to list the pvalues that have signif
ID: 3297073 • Letter: P
Question
please see regression summary below. I need to list the pvalues that have significance of 1% 5% and 10%. please highlight the ones that have 1% 5% and 10% significance. color code them differently
CAPM REGRESSION 3-factor regression Summary of 4 factor Regression Model Alpha pvalue Beta pvalue Alpha P-value Beta p-value smb p-value hml p-value stock Alpha P-value Beta p-value smb p-value hml p-value umd p-value WEN -0.00294 0.113752 1.284308 5.64E-06 WEN -0.00255 0.126599 1.229208 5.78E-05 0.259122 0.000698 0.120594 0.081872 WEN -0.00136 0.393217 1.170731 0.001996 0.268665 0.000197 0.003965 0.957362 -0.17324 0.003182 BKW -0.00112 0.384343 0.899332 0.013816 BKW -0.00102 0.354653 0.921431 0.028874 -0.08374 0.086614 -0.2009 4.31E-05 BKW -0.00078 0.491992 0.9097 0.019844 -0.08183 0.095031 -0.2243 8.44E-05 -0.03475 0.390815 MCD -0.00078 0.29947 0.944326 0.019565 MCD -0.00107 0.123422 0.965889 0.125075 -0.11155 0.00047 0.0295 0.301895 MCD -0.00091 0.200851 0.95827 0.081622 -0.11031 0.000561 0.014306 0.666504 -0.02257 0.372736 CMG -0.00291 0.012892 1.019497 0.582607 CMG -0.00291 0.015315 1.021481 0.566743 -0.00768 0.880998 -0.0168 0.728592 CMG -0.00257 0.035906 1.004889 0.902789 -0.00498 0.922618 -0.04989 0.376154 -0.04916 0.252805 PZZA -0.00066 0.473434 0.966902 0.245618 PZZA -0.00076 0.333963 0.992665 0.769833 -0.11464 0.001441 -0.10562 0.001812 PZZA -0.00103 0.2008 1.006034 0.820851 -0.11683 0.001111 -0.07895 0.038437 0.039608 0.16743 DPZ -0.00047 0.699887 0.980923 0.611293 DPZ -0.00043 0.722974 0.985481 0.712095 -0.01648 0.759828 -0.04741 0.352712 DPZ -0.00038 0.763721 0.982959 0.688834 -0.01607 0.767884 -0.05244 0.381303 -0.00747 0.8693 PZA.TO 0.001771 0.172253 0.843335 0.000223 PZA.TO 0.001641 0.207747 0.859572 0.001247 -0.07738 0.177112 -0.02779 0.604613 PZA.TO 0.001124 0.394397 0.885024 0.010932 -0.08153 0.150138 0.022969 0.709146 0.075403 0.111339 RRGB -0.00073 0.158839 0.993073 0.665048 RRGB -0.00084 0.103 0.996073 0.80919 -0.02058 0.35752 0.042345 0.047709 RRGB -0.00085 0.109211 0.996975 0.863423 -0.02073 0.358907 0.044143 0.077867 0.002671 0.886876 DRI 0.000903 0.69821 0.82227 0.01653 DRI 0.001941 0.235541 0.709939 7.07E-07 0.545748 2.71E-10 0.113721 0.095656 DRI 0.001654 0.328274 0.724054 7.79E-06 0.543445 4.02E-10 0.141873 0.07609 0.041817 0.486515 EW -0.00077 0.165372 0.972663 0.11408 EW -0.00067 0.229387 0.964638 0.048871 0.041423 0.090814 -0.01026 0.652918 EW -0.00057 0.321005 0.959848 0.03827 0.042204 0.086843 -0.01981 0.458583 -0.01419 0.485199 VW -0.00101 0.087008 0.999381 0.972624 VW -0.00092 0.120714 0.995034 0.791735 0.024707 0.339641 -0.02271 0.351869 VW -0.00073 0.229472 0.985536 0.471109 0.026257 0.30787 -0.04165 0.142224 -0.02814 0.191504 1% SIGNIFICANCE 0.01 1% SIGNIFICANCE 1% SIGNIFICANCE 5% SIGNIFICANCE 0.05 5% SIGNIFICANCE 5% SIGNIFICANCE 10% SIGNIFICANCE 0.1 10% SIGNIFICANCE 10% SIGNIFICANCEExplanation / Answer
if p-value < alpha , the variable is significant
if the variable is significant at any alpha , it is significant at all p-value greater than alpha.
for example if a variable has p-value 0.04 ,
it is significant at alpha = 0.05 , (as 0.04 < 0.05}
clearly it is also significant at alpha= 0.10 , {as 0.04 < 0.10 also}
i have color coded
yellow - 0.01,0.05,0.10
red - 0.05 ,0.10
green - 0.10 ,
the link is below , as when i copied here , color was gone .
https://drive.google.com/open?id=0B87cWxOkV88CY0JhdTEzZHMwaFE
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