How are returns on common stocks in overseas markets related to returns in one c

Question

How are returns on common stocks in overseas markets related to returns in one countries markets? Consider measuring the countries returns by the annual rate of return on the index A and overseas returns by the annual rate of return on index B. Both are recorded in percents. We will regress the B returns on the A returns for the years 1993 to 2014. Here is part of the output for this regression. The regression equation is

B = 3.13 + 0.823A.

Complete the analysis of variance table by filling in the missing boxes. (Round your answer for F to two decimal places and your answers for SS and MS to one decimal place.)

Regression 1 5552.5 5552.5 _____

Residual Error _____ 4524.6 _____

Total _____ 10077.1   

Analysis of Variance Source DF SS    MS F Analysis of Variance Source Regression Residual Error 22 Total DF MS 5552.5 5552.5 26.99 X4524.6 4524.6 23 10077.1

Explanation / Answer

for total number of samples N=2014-1993+1=22

hence below is regression output:

please revert for any clarification

source df SS MS F regression 1 5552.5 5552.5 24.54 residual error 20 4524.6 226.2 total 21 10077.1

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