Johnson Procter

Exxon Caterpill & McDonal Qualcom &

Month Microsoft Mobil ar Johnson d's Sandisk m Gamble
Jan-03 -0.08201 -0.02261 -0.0304 -0.00186 -0.11443 -0.24867 0.0349 0.000465
Feb-03 0.00211 0.00293 0.06867 -0.01781 -0.04424 0.09363 -0.08178 -0.043356

Mar-03 0.02152 0.02734 0.04681 0.10334 0.06245 0.00839 0.04251 0.087833

Apr-03 0.05576 0.00715 0.07622 -0.02609 0.18257 0.43876 -0.11444 0.013588
May-03 -0.03717 0.04119 -0.00856 -0.03141 0.09532 0.50165 0.05395 0.021925
Jun-03 0.04185 -0.01346 0.06731 -0.04876 0.17779 0.1164 0.07124 -0.028752
Jul-03 0.03003 -0.00919 0.21847 0.00174 0.04306 0.39734 0.04285 -0.009587
Aug-03 0.00417 0.06661 0.06462 -0.03804 -0.02564 0.06633 0.10459 -0.006601
Sep-03 0.04827 -0.02918 -0.04163 -0.00121 0.04996 0.05409 0.00823 0.063352
Oct-03 -0.05396 -0.00055 0.06987 0.01636 0.06202 0.26491 0.13967 0.063833
Nov-03 -0.01645 -0.00355 0.0378 -0.0157 0.0412 0.00273 -0.06043 -0.020857
Dec-03 0.06457 0.1326 0.09165 0.04787 -0.03121 -0.24276 0.21055 0.037822
Jan-04 0.01023 -0.00512 -0.05444 0.03407 0.03665 -0.11275 0.08678 0.01657
Feb-04 -0.04051 0.03996 -0.03046 0.01367 0.09946 -0.06372 0.07763 0.014147
Mar-04 -0.06031 -0.01375 0.04383 -0.05917 0.00954 0.11566 0.05072 0.02312
Apr-04 0.04813 0.02308 -0.01227 0.06526 -0.0469 -0.18371 -0.05778 0.013063
May-04 0.00383 0.0228 -0.03062 0.03637 -0.03048 0.06479 0.07541 0.019574
Jun-04 0.08883 0.02682 0.05428 -0.00018 -0.01515 -0.12008 0.08812 0.009831
Jul-04 -0.00245 0.04256 -0.06974 -0.00772 0.05769 0.12125 -0.05166 -0.037472
Aug-04 -0.03896 0.00151 -0.01075 0.05636 -0.01745 -0.03988 0.10157 0.07325
Sep-04 0.01282 0.04837 0.1066 -0.03046 0.03738 0.24711 0.02602 -0.033053
Oct-04 0.01157 0.01842 0.00622 0.03639 0.03996 -0.28331 0.06557 -0.049704
Nov-04 0.06864 0.04673 0.1367 0.03811 0.07341 0.08194 0.00048 0.044939
Dec-04 -0.00336 0.0002 0.0651 0.05139 0.04294 0.10585 0.02042 0.029918
Jan-05 -0.01647 0.00663 -0.08204 0.02018 0.01029 -0.01081 -0.1217 -0.029049
Feb-05 -0.03957 0.23217 0.06678 0.01832 0.0213 0.08826 -0.03008 -0.00263
Mar-05 -0.03935 -0.0586 -0.03798 0.02378 -0.05865 0.03423 0.01609 -0.001695
Apr-05 0.04675 -0.04312 -0.03259 0.02189 -0.05877 -0.14748 -0.0475 0.026981
May-05 0.02292 -0.00947 0.06882 -0.01749 0.05561 0.09578 0.07079 0.018467
Jun-05 -0.03721 0.0226 0.01275 -0.0313 -0.1031 -0.08625 -0.1143 -0.043518
Jul-05 0.031 0.02227 0.1365 -0.016 0.12324 0.4252 0.196 0.059905
Aug-05 0.07224 0.02451 0.02931 -0.00375 0.04107 0.14814 0.00811 -0.002696
Sep-05 -0.06026 0.06077 0.05875 -0.00174 0.03205 0.24234 0.12692 0.071738
Oct-05 -0.00117 -0.11646 -0.1006 -0.01043 -0.05643 0.22056 -0.11151 -0.053649
S&P 500
-0.027415
-0.017004

Johnson &
0.008358 Microsoft Exxon Mobil Caterpillar Johnson McDonald's
0.081044 Not significant Not significant Not significant significant Not significant
0.050899
0.011322
0.016224
0.017873
-0.011944
0.054962
0.007129
0.050765
0.017276
0.012209
-0.016359
-0.016791
0.012083
0.017989
-0.034291
0.002287
0.009364
0.014014
0.038595
0.032458
-0.02529
0.018903
-0.019118
-0.020109
0.029952
-0.000143
0.035968
-0.011222
0.006949
-0.017741
Sandisk Qualcomm Procter & Gamble
Not significant Not significant Not significant
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.839387
R Square 0.704571
Adjusted R Square 0.697186
Standard Error 1.723351
Observations 42

ANOVA
df SS MS F Significance F
Regression 1 283.3216 283.3216 95.39648 3.7935715E-12
Residual 40 118.7975 2.969937
Total 41 402.119

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Intercept 7.543367 0.551455 13.67902 1.13E-16 6.42883396092 8.6579 6.428834
X Variable 1 2.454498 0.251302 9.767112 3.79E-12 1.94659679353 2.962399 1.946597
Upper 95.0%
8.6579
2.962399
Fatal
Percent Accidents
Under 21 per 1000
13 2.962
12 0.708
8 0.885
12 1.652
11 2.091
17 2.627
18 3.83
8 0.368
13 1.142
8 0.645
9 1.028
16 2.801
12 1.405
9 1.433
10 0.039
9 0.338
11 1.849
12 2.246
14 2.855
14 2.352
11 1.294
17 4.1
8 2.19
16 3.623
15 2.623
9 0.835
8 0.82
14 2.89
8 1.267
15 3.224
10 1.014
10 0.493 Fatal Accidents
14 1.443 per 1000
18 3.614 4.5
10 1.926 4
14 1.643 3.5
16 2.943 3
12 1.913 2.5
2
1.5
1
0.5
0
4.5
4
3.5
3
2.5
15 2.814 2
13 2.634 1.5
9 0.926 1
17 3.256 0.5
0
6 8 10 12 14 16
al Accidents
r 1000
12 14 16 18 20
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.683212
R Square 0.466778
Adjusted R 0.44627
Standard E 4.982379
Observatio 28

ANOVA
df SS MS F Significance F
Regression 1 565.0019 565.0019 22.76022 6.16E-05
Residual 26 645.4266 24.8241
Total 27 1210.429

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept 46.6688 2.238439 20.84881 9.39E-18 42.06762 51.26998 42.06762 51.26998
X Variable 0.055249 0.011581 4.770767 6.16E-05 0.031445 0.079054 0.031445 0.079054
Upper 95.0%
Observati Brand Price ($) Megapixels Weight (oz.) Score Price ($) Megapixels
### Canon ### 10 7 66 ### 10
### Canon ### 12 5 66 ### 12
### Canon ### 12 7 65 ### 12
### Canon ### 10 6 62 ### 10
### Canon ### 12 5 62 ### 12
### Canon ### 12 7 61 ### 12
### Canon ### 14 5 60 ### 14
### Canon ### 10 7 60 ### 10
### Canon ### 12 5 59 ### 12
### Canon ### 16 5 55 ### 16
### Canon 90 14 5 52 90 14
### Canon ### 10 6 51 ### 10
### Canon 90 12 7 46 90 12
### Nikon ### 16 5 65 ### 16
### Nikon ### 16 7 63 ### 16
### Nikon ### 14 6 61 ### 14
### Nikon ### 14 7 59 ### 14
### Nikon ### 14 5 57 ### 14
### Nikon ### 16 6 56 ### 16
### Nikon ### 12 5 56 ### 12
### Nikon ### 14 6 55 ### 14
### Nikon ### 12 6 53 ### 12
### Nikon ### 12 6 53 ### 12
### Nikon 80 12 7 52 80 12
### Nikon 80 14 7 50 80 14
### Nikon ### 12 4 46 ### 12
### Nikon ### 12 5 45 ### 12
### Nikon ### 14 4 42 ### 14
Weight (oz.)
7
5
7
6
5
7
5
7
5
5
5
6
7
5
7
6
7
5
6
5
6
6
6
7
7
4
5
4
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.572487
R Square 0.327741
Adjusted R Sq 0.290394
Standard Error 0.166326
Observations 20

ANOVA
df SS MS F Significance F
Regression 1 0.242765 0.242765 8.775414 0.008341
Residual 18 0.497955 0.027664
Total 19 0.74072

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 2.358666 0.306306 7.700365 4.2E-07 1.715141 3.00219 1.715141 3.00219
X Variable 1 -3.35E-05 1.13E-05 -2.962332 0.008341 -5.73E-05 -9.74E-06 -5.73E-05 -9.74E-06
Upper 95.0%
Predicted
Road-Test Reliabilit Value
Car Price ($) Cost/Mile Score y Score
Nissan Altima 2.5 S (4-cyl.) 23,970.00 0.59 91 4 1.75
Kia Optima LX (2.4) 21,885.00 0.58 81 4 1.73
Subaru Legacy 2.5i Premium 23,830.00 0.59 83 4 1.73
Ford Fusion Hybrid 32,360.00 0.63 84 5 1.70
Honda Accord LX-P (4-cyl.) 23,730.00 0.56 80 4 1.62
Mazda6 i Sport (4-cyl.) 22,035.00 0.58 73 4 1.60
Hyundai Sonata GLS (2.4) 21,800.00 0.56 89 3 1.58
Ford Fusion SE (4-cyl.) 23,625.00 0.57 76 4 1.55
Chevrolet Malibu LT (4-cyl.) 24,115.00 0.57 74 3 1.48
Kia Optima SX (2.0T) 29,050.00 0.72 84 4 1.43
Ford Fusion SEL (V6) 28,400.00 0.67 80 4 1.42
Nissan Altima 3.5 SR (V6) 30,335.00 0.69 93 4 1.42
Hyundai Sonata Limited (2.0T) 28,090.00 0.66 89 3 1.39
Honda Accord EX-L (V6) 28,695.00 0.67 90 3 1.36
Mazda6 s Grand Touring (V6) 30,790.00 0.74 81 4 1.34
Ford Fusion SEL (V6, AWD) 30,055.00 0.71 75 4 1.32
Subaru Legacy 3.6R Limited 30,094.00 0.71 88 3 1.29
Chevrolet Malibu LTZ (V6) 28,045.00 0.67 83 3 1.20
Chrysler 200 Limited (V6) 27,825.00 0.70 52 5 1.20
Chevrolet Impala LT (3.6) 28,995.00 0.67 63 3 1.05
Distance Days
1 8
3 5
4 8
6 7
8 6
10 3
12 5
14 2
14 4
18 2
S&P 500 Horizon
1.2 -0.7
-2.5 -2.0
-3.0 -5.5
2.0 4.7
5.0 1.8
1.2 4.1
3.0 2.6
-1.0 2.0
0.5 -1.3
2.5 5.5
Miles Price
(1000s) ($1000s)
22 16.2
29 16
36 13.8
47 11.5
63 12.5
77 12.9
73 11.2
87 13
92 11.8
101 10.8
110 8.3
28 12.5
59 11.1
68 15
68 12.2
91 13
42 15.6
65 12.7
110 8.3