NO.

of Time DSEX Monthly DBH1STM Monthly Deviation Deviation Product of Square Square
Obserb. 30 Return F Return of of DBH Deviation value of value of
of of DBH DSEX30 From deviate. deviate.
DSEX30 From Expect. Of Of DBH
Expect. DSEX30
1 2 3 4 5 6 7 8 9
1 30-11- 1775.33 0 7.2 0 -0.01731 -0.01953 0.00033815 0.0003 0.00038
16 8 5 2
2 29-12- 1810.91 0.02004 7.3 0.01388 0.002728 -0.00564 -1.53859E- 7.44E- 3.19E-
16 5 9 05 06 05
3 31-01- 1993.15 0.10063 8.3 0.13698 0.083321 0.117453 0.00978627 0.00694 0.01379
17 2 3 6 4 2 5
4 28-02- 2025.82 0.01639 8.4 0.01204 -0.00092 -0.00748 6.8816E-06 8.45E- 5.6E-05
16 5 3 8 07
5 30-03- 2090.75 0.03205 8.4 0 0.01474 -0.01953 - 0.00021 0.00038
17 7 2 0.00028791 7 2
9
6 30-04- 2016.13 -0.03569 8.5 0.01190 -0.053 -0.00763 0.00040431 0.00280 5.82E-
17 6 5 9 9 05
7 31-05- 1991.99 -0.01197 8.7 0.02352 -0.02929 0.003996 - 0.00085 1.6E-05
17 5 9 0.00011703 8
8
8 29-06- 2083.80 0.04608 9 0.03448 0.028777 0.01495 0.00043021 0.00082 0.00022
17 5 9 3 6 8 3
9 31-07- 2143.50 0.02865 9.3 0.03333 0.011339 0.0138 0.00015648 0.00012 0.00019
17 9 1 3 8 9
10 31-08- 2138.72 -0.00223 9.3 0 -0.01954 -0.01953 0.00038161 0.00038 0.00038
17 7 6 2 2
11 28-09- 2177.61 0.01818 8.9 -0.04301 0.00087 -0.06254 -5.44098E- 7.57E- 0.00391
17 4 2 05 07 2
12 31-10- 2168.03 -0.0044 9 0.01123 -0.02171 -0.0083 0.00018014 0.00047 6.88E-
17 2 6 7 1 05
sum 0.20774 0.23439 0.01120934 0.01294 0.01949
4 9 4 5 6
E return 0.01731 0.01953
2 3
varianc 0.00107 0.00162
e 9 5
stan. Devi 0.03285 0.04031
co-variance 0.00093411
2
correlation 0.70542491
3
beta 0.86589555
2