S&P Analysis.pdf (PDFy mirror)

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S&P Analysis.jrn Page 1 of 3
S&P 500 Closing Prices
Mean 1135.9731
2000
Std 332.2952
1900 N 5192
Zero Mean ADF 1.1717647
1800 Single Mean ADF -1.106151
Trend ADF -1.851447
1700
1600
1500
1400
1300
e
os 1200
Cl
1100
1000
900
800
700
600
500
400
1992-01-01 1995-01-01 1998-01-01 2001-01-01 2004-01-01 2007-01-01 2010-01-01 2013-01-01
Date
Tech Rally
1550
1500
1450
1400
1350
1300
1250
1200
1150
1100
1050
e
s 1000
o
Cl 950
900
850
800
750
700
650
600
550
500
450
1993-01-01 1995-01-01 1997-01-01 1999-01-01 2001-01-01
Date
Linear Fit
S&P Analysis.jrn Page 2 of 3
Tech Rally
Linear Fit
Close = -15691.15 + 5.6289e-6*Date
Summary of Fit
RSquare 0.965729
RSquare Adj 0.965709
Root Mean Square Error 64.50418
Mean of Response 888.7815
Observations (or Sum Wgts) 1685
Parameter Estimates
Term Estimate Std Error t Ratio Prob>|t|
Intercept -15691.15 76.1493 -206.1 <.0001*
Date 5.6289e-6 2.585e-8 217.78 <.0001*
Bush Rally
1550
1500
1450
1400
1350
1300
1250
e 1200
s
Clo 1150
1100
1050
1000
950
900
850
800
750
2002-01-01 2004-01-01 2006-01-01 2008-01-01
Date
Linear Fit
Linear Fit
Close = -11156.32 + 3.8635e-6*Date
Summary of Fit
RSquare 0.942303
RSquare Adj 0.942258
Root Mean Square Error 44.04311
Mean of Response 1194.185
Observations (or Sum Wgts) 1272
Parameter Estimates
Term Estimate Std Error t Ratio Prob>|t|
Intercept -11156.32 85.76472 -130.1 <.0001*
Date 3.8635e-6 2.683e-8 144.02 <.0001*
S&P Analysis.jrn Page 3 of 3
Current Rally
2000
1900
1800
1700
1600
1500
1400
e
s
Clo 1300
1200
1100
1000
900
800
700
2008-01-01 2010-01-01 2012-01-01 2014-01-01
Date
Linear Fit
Linear Fit
Close = -17891.53 + 5.6537e-6*Date
Summary of Fit
RSquare 0.91879
RSquare Adj 0.918731
Root Mean Square Error 83.667
Mean of Response 1357.908
Observations (or Sum Wgts) 1374
Parameter Estimates
Term Estimate Std Error t Ratio Prob>|t|
Intercept -17891.53 154.52 -115.8 <.0001*
Date 5.6537e-6 4.538e-8 124.59 <.0001*