Spreadsheet: 44350d1242936070-regression-question-3-updated-2-
Sheet: Sheet4

Period | AORD | BHP | NAB | SGB | TLS | AWC | WPL |  |  | (Predicted - Actual) | (predicted-actual nab) | (predicted-actual sgb) | (predicted-actual tls) | (predicted-actual awc) | (predicted-actual wpl)
1 | -0.6418205355317843 | 0.3183391003460212 | -1.061143984220908 | -0.3956043956043942 | -1.318385650224215 | -0.2608695652173898 | -0.8431876606683812 |  |  | 0.5181577291441233 | 0.08443483610122825 | 0.203645194469534 | 0.2183575105930737 | 0.3380135464099266 | 0.18317273100572
2 | 0.3031960840771672 | 0.1617977528089876 | 1.267940858276235 | 1.097727272727274 | 0.3022670025188932 | -1.306666666666667 | 0.05529953917050801 |  |  | 0.06945671773049679 | 0.01357189807903874 | 0.0508699943979618 | 0.06926412048651691 | 0.3671018518019547 | 0.08362046585390302
3 | 0.5152004493435376 | -0.3059866962305988 | 0.2074363992172215 | 0.3685580426861002 | 0.4127764127764122 | 0.7780548628428923 | 0.6165137614678899 |  |  | 0.3483178719059301 | 0.1993961810892999 | 0.1140263742518794 | 0.2121113363604283 | 0.1121993569283919 | 0.1287744721290082
4 | 0.03594870241340953 | -0.5870307167235493 | 0.2231484450144281 | 0.8181818181818175 | 0.8551068883610453 | -0.1686182669789216 | -0.01047120418848291 |  |  | 0.03232971034675038 | 0.001437510460531894 | 0.1282664929315449 | 0.005968141995421497 | 0.00562644396754596 | 0.0014902854976273
5 | 0.07691791395395509 | 0.05741626794258536 | 0.143531633616619 | 0.2553191489361719 | -0.2926829268292672 | -0.6270783847980992 | 0.9746724890829714 |  |  | 0.003949828350575965 | 0.000864844996907104 | 0.002121624363668432 | 0.01337826375613942 | 0.04936505807229973 | 0.02898865257456774
6 | 0.4313581646603746 | 1.614285714285714 | -0.3060653188180407 | -0.2555555555555564 | 0.7636363636363619 | 2.225563909774437 | 0.8820678513731801 |  |  | 0.001279226130079552 | 0.2837344201285791 | 0.3074159578457117 | 0.1090749330128006 | 0.007089697118420024 | 0.04312449781865469
7 | 0.3715839958798739 | 1.38509968520462 | -0.5706990105330347 | -0.08514664143803374 | 0.8717948717948714 | 0.5581395348837193 | 0.05417607223476217 |  |  | 0.001033990694552253 | 0.314146950921828 | 0.170235780771287 | 0.06562425810544291 | 0.05870411041084018 | 0.1280529436930392
8 | -0.1000343438758642 | -0.4063969896519297 | -0.1126005361930296 | -0.2858504049547399 | -0.6693227091633447 | 0.0969696969696976 | 0.04494382022471921 |  |  | 1.970890372812357e-07 | 0.003939196714261587 | 0.001417566642415391 | 0.0001305703827887663 | 0.01500567739107372 | 0.01241712772975436
9 | 0.4012341792078598 | 1.320350535540409 | -0.08119079837618415 | 0.2401171303074667 | 0 | 2.044088176352703 | -0.1522388059701498 |  |  | 0.006033116142087814 | 0.1832770823480534 | 0.08155450508356568 | 0.1609888665646049 | 0.005225111227319373 | 0.1934611405541889
10 | -0.3169631976602494 | -0.4631578947368422 | -0.6580381471389645 | -0.4880382775119609 | 0.4810126582278462 | -0.1232876712328759 | 0.4625850340136042 |  |  | 0.04139725259968194 | 0.009830599442074428 | 0.006706116843338108 | 0.1448880030823092 | 0.08317642980409848 | 0.1885951932306115
11 | 0.4141815564665032 | 0.9744525547445235 | 0.4281081081081064 | -0.3291770573566093 | -0.2677484787018241 | 1.34948096885813 | 0.9257641921397397 |  |  | 0.03075997170396175 | 0.07424300509230543 | 0.3280259976962691 | 0.2021645881202721 | 0.01031652044880877 | 0.03218662743138528
12 | -0.08130671506352094 | -0.8810126582278475 | 0.2463465553235897 | 0.03076923076923066 | 0.2489626556016589 | -1.660964230171073 | -0.1702702702702705 |  |  | 0.01811488214872148 | 0.02651967292870937 | 0.00924045052921077 | 0.01305657758140273 | 0.09208833121921332 | 0.001453585016877674
13 | 0.3248873187964429 | 1.027322404371584 | 0.1309239686327981 | 0.95140664961637 | -0.3414634146341462 | -0.3249097472924194 | 0.5181631254283774 |  |  | 0.005348706140345823 | 0.07927088124274438 | 0.01778878670430583 | 0.1369677958014913 | 0.1601229266533803 | 0.03743464403224964
14 | 0.1562045959970364 | 0 | 0.04047217537942593 | 0.02274881516587701 | -0.6025104602510463 | -0.3116883116883105 | 0.3784494086727967 |  |  | 0.02439987581059736 | 0.02039415618295499 | 0.0210967562797075 | 0.05568058018682491 | 0.05217026978682079 | 0.003627561124742893
15 | -0.03055848261327743 | -0.775167785234899 | -0.5929411764705872 | -0.556291390728477 | 0.6343612334801758 | -0.6628571428571424 | 0.6420382165605094 |  |  | 0.02540891837636189 | 0.02745911561173803 | 0.0563536117832488 | 0.01311889557518175 | 0.01512760950468704 | 0.03739596811801311
16 | 0.17325468791267 | 0.6565022421524667 | 0.2970297029702973 | 0.9999999999999991 | -0.2259414225941425 | 0.6290322580645169 | -0.2031438935912919 |  |  | 0.0001531224825568692 | 0.005615466385676017 | 0.0951186356412605 | 0.04127630679854734 | 0.0007583135255422791 | 0.05052258453915025
17 | 0.254794758309469 | 0.4285714285714297 | -0.1407867494824013 | 0.09890109890109855 | 0.8699360341151392 | -0.1149425287356318 | 0.3025830258302582 |  |  | 0.02243116125004677 | 0.09083946153905637 | 0.04291414094354329 | 0.01949630340431338 | 0.07919808160267405 | 0.0317050904439015
18 | 0.05370648386822641 | 0.6206896551724137 | -1.277932960893855 | -0.4196185286103544 | -0.2385685884691866 | -0.2088974854932295 | 0.9502099580083971 |  |  | 0.009682129925765299 | 0.2272509863200557 | 0.06544551435248677 | 0.007274237927918128 | 0.01042404410598397 | 0.03506939274616179
19 | 0.05346718930656191 | -0.03747072599531753 | -0.004689331770223237 | 0.1355294117647041 | -0.3164300202839758 | 0.5669291338582694 | 0.03335186214563635 |  |  | 0.003924978671494227 | 0.003027132270882369 | 0.0001395460627615033 | 0.009093044175335942 | 0.006062745180946765 | 0.002025819556471324
20 | 0.3800218984249968 | 1.118245888801882 | 0.1454261141516824 | 0.201023731968359 | -0.3749999999999987 | 0.4060150375939839 | 0.9711751662971189 |  |  | 0.01123345595410585 | 0.110147752336241 | 0.08019954601599243 | 0.1846127777848517 | 0.0817773003912953 | 0.01788381125872425
21 | 0.3644379132990467 | -0.4212034383954153 | 0.574739281575896 | 0.8237986270022883 | 0.05161290322580481 | -0.2400000000000002 | -0.0184615384615392 |  |  | 0.2187028197974991 | 0.03034439398743236 | 0.001047127072746019 | 0.1278814731715532 | 0.1764290884102511 | 0.1362494179881954
22 | 0.4959987322716097 | 1.380846325167036 | -0.08846295613711774 | 0.4059957173447541 | 0.6680942184154173 | 0.645640074211502 | 0.8505392912172587 |  |  | 0.02484178760400461 | 0.2759194984177489 | 0.09026640258700662 | 0.1661000678645602 | 0.1200167154895605 | 0.07856845265150275
23 | 0.3357005173988021 | -0.07989347536617863 | 0.3252877831414773 | 0.5517812758906375 | -0.0486815415821491 | 0.2957746478873249 | -0.4316546762589928 |  |  | 0.1262231442713689 | 0.05199708050519219 | 0.004889541280257655 | 0.1170633198314684 | 0.07138699054362939 | 0.1981752727588953
24 | 0.1586933458340516 | 0.7238605898123316 | 0.3383947939262466 | -0.2566336633663369 | 0.0733197556008145 | 0.288659793814432 | 0.3283582089552217 |  |  | 0.0003494545955629565 | 0.002179305085496195 | 0.07969640258746677 | 0.02219712163502192 | 0.008431728779108416 | 0.00568835650629383
25 | 0.145518299364455 | 2.222503160556258 | -0.3375527426160341 | -0.1019830028328617 | 0.7773279352226714 | -0.0604026845637593 | 0.6566585956416491 |  |  | 0.1592979652113196 | 0.06617750812814904 | 0.03788481757008993 | 0.00181582802235289 | 0.02544368288294143 | 0.0004414764279750961
26 | -0.1613857813063864 | -0.7999999999999998 | -0.1866859623733723 | 0 | -0.3878326996197718 | -0.2833052276559855 | 1.388429752066116 |  |  | 0.001201298893386378 | 0.009918531073602072 | 0.02604537040787277 | 0.01210944974518391 | 0.009169457073910234 | 0.2636758036041116
27 | -0.4609081597814964 | -1.22742857142857 | 0.3351708930540243 | 0.1224489795918355 | -0.5893909626719052 | -0.331606217616581 | -0.3950617283950626 |  |  | 0.02563786613674198 | 0.3270139676186503 | 0.2702834160874764 | 0.1465988085122421 | 0.1475255832328576 | 0.1301188403555638
28 | 0.3874109203418641 | 0.4812221514958619 | 0.9481587415087587 | 0.6303030303030317 | 0.446280991735537 | -0.4476021314387215 | 0.6382978723404245 |  |  | 0.07262167986979325 | 0.00541192373349215 | 0.007024829966833105 | 0.1078008952401824 | 0.2411785090314857 | 0.05086720381045937
29 | 0.4702240566037732 | 1.057527539779684 | -0.01192842942346006 | 0.06909788867562305 | 0.095617529880478 | 0.132841328413285 | 2.181818181818183 |  |  | 0.04455037993124087 | 0.2248394882477434 | 0.1909181627446821 | 0.2093664864519732 | 0.193117152827366 | 0.006903686081055987
30 | 0.3313553511903367 | 0.7964004499437571 | 0.1910447761194032 | 0.2335877862595419 | 0.02371541501976537 | 0.4817518248175183 | 0.4102564102564115 |  |  | 0.01854823514045027 | 0.07188758565885434 | 0.04789253905084224 | 0.1077256180426459 | 0.04829274660362859 | 0.05167151289245245
31 | 0.1844157636827948 | 0.6835443037974667 | 0.02350636630754188 | 0.143766379633095 | -0.9230769230769238 | 0.5263157894736832 | 1.067107438016527 |  |  | 0.0002858973126622913 | 0.03119993821345048 | 0.01326369832968388 | 0.09401359252177048 | 0.003905393113347868 | 0.007431188253580325
32 | 0.4869604622181951 | 1.047904191616767 | 0.6647116324535665 | 0.3817980022197567 | -1.564102564102563 | 0.3226890756302536 | 1.114754098360657 |  |  | 0.05297559713901729 | 0.07125572926712405 | 0.09184576722375483 | 0.4816673479216527 | 0.1699159112823802 | 0.04172095936883539
33 | -0.4700605321604336 | -0.8095456631482327 | -0.0185242358752693 | -0.2796701326640387 | 0.4127764127764122 | -0.6284779050736509 | -1.466666666666667 |  |  | 0.07380771911506685 | 0.2152300430369903 | 0.1124612590845413 | 0.2753158790279822 | 0.1052819196990301 | 0.009625883573940192
34 | 0.4647494731117021 | 0.6496062992125999 | 0.04452690166975692 | 0.4669603524229098 | -1.026128266033254 | 1.181347150259069 | 1.272151898734179 |  |  | 0.09336627236737276 | 0.2025097675486156 | 0.05751829296800694 | 0.3607112511583161 | 0.03651419937921171 | 0.02020087310980481
35 | 0.3277772929575002 | 0.4817927170868357 | -0.02218114602587828 | 0.5766784452296818 | 0.2493506493506494 | 1.999999999999998 | 1.455793991416306 |  |  | 0.04397855716007365 | 0.1123049853609691 | 0.00250098671904966 | 0.0868877385179167 | 0.0183680176326237 | 0.001715146274870011
36 | 0.4367991845056052 | 1.610412926391382 | 0.54814814814815 | 0.2589345920431567 | 0.1526717557251915 | 0.1455525606469008 | 1.846389385047205 |  |  | 0.001777157354887541 | 0.06520846858040602 | 0.09739313638822476 | 0.1735454699845393 | 0.1624746961346072 | 0.0009889786846896875
37 | -0.004426048112782244 | -0.6410763751483963 | 0.991735537190082 | -0.09504950495049647 | -0.3919597989949746 | -0.9107856191744332 | -1.255196815568331 |  |  | 0.02330939831043275 | 0.1106861765475817 | 0.001710338253481297 | 0.002252750610780166 | 0.04266709615509827 | 0.09852932645507606
38 | 0.51361102000656 | 1.856187290969899 | 0.3336968375136324 | 0.3113772455089823 | -0.342857142857143 | 0.8126801152737748 | 1.478883674981474 |  |  | 0.003450325284774553 | 0.162534557419834 | 0.1322272374619685 | 0.3124807910540751 | 0.1058534374717009 | 0.0191999330220107
39 | 0.2825916024532162 | 0.5561187545257038 | -0.02864721485411259 | 0.003891050583657574 | 0.641711229946524 | -0.4048582995951415 | 0.3482849604221645 |  |  | 0.02140686492337058 | 0.08530720366567902 | 0.07880226357812876 | 0.03906129918977463 | 0.1416605739526171 | 0.03773927701074842
40 | -0.5408872671403877 | -0.4359861591695489 | -0.8040414783302299 | -0.591247974068073 | -0.7005076142131981 | -0.9050279329608939 | -0.7179487179487167 |  |  | 0.1883957907604354 | 0.07548516569055018 | 0.06558832034281438 | 0.2008395708738695 | 0.1097165276796315 | 0.1287477428591651
41 | 0.1489049333306509 | 0.3274685816876115 | 0.02393844400113654 | 0 | -0.09703504043126587 | 0.2356495468277933 | 0 |  |  | 0.004713713556782267 | 0.01987569657201451 | 0.02217267917020559 | 0.02616332717882706 | 0.008895510576700738 | 0.02217267917020559
42 | -0.1833134684147786 | -0.5117091925900028 | 0.252559726962458 | -0.2782134333446979 | 0.4565217391304328 | -0.6755555555555555 | -0.3299999999999996 |  |  | 0.003354215216807983 | 0.07124199597588221 | 0.002431182367968972 | 0.05941388365656756 | 0.0007192594719372922 | 0.009925131824980204
43 | 0.2970285045692043 | -0.03066812705366972 | 0.1403899721448463 | 0.5277486910994762 | -0.6910994764397893 | -0.03767660910518078 | -0.1486328581444263 |  |  | 0.09274701229943774 | 0.06277968363844615 | 0.001834320148582108 | 0.1509470162760317 | 0.09348697810309432 | 0.1120388362039777
44 | 0.07842828457813233 | -0.8213762811127379 | 0.1255506607929515 | 0.1323971915747224 | 0.3666666666666654 | -0.3023622047244081 | -0.8547089446284897 |  |  | 0.07823893194832246 | 0.001359426907006422 | 0.0002148224656143851 | 0.0008932621754458127 | 0.02204375342582989 | 0.08713347609730006
45 | 0.5630353999608833 | 0.773280943025541 | 0.48392370572207 | 0.8611111111111116 | 0.8086253369272232 | 1.046849757673666 | -0.5197452229299375 |  |  | 0.1395303009712457 | 0.1622915921113143 | 0.0219827837336123 | 0.20792356016751 | 0.10273918457914 | 0.4828076226281604
46 | 0.2436809953483188 | -0.4606866002214831 | 0.3143006809848092 | 0.08886146251157179 | -0.5757575757575761 | -0.6953937592867772 | 0.003195739014648424 |  |  | 0.1271460423852402 | 0.01950099011291181 | 0.04035248992785029 | 0.1023373373792257 | 0.1638395862814352 | 0.05898610452863882
47 | 0.401420829061081 | -0.4238003838771607 | 0.3736600306278701 | 0.1286370597243485 | 1.177718832891245 | 0 | 0.175718849840254 |  |  | 0.2553038847895459 | 0.07713814481926394 | 0.115233432432714 | 0.06027502398266181 | 0.1611386820040856 | 0.1273478147340632
48 | 0.2410927838704522 | 0.3485873458018309 | 0.005940594059405946 | 0.09090909090909083 | 0.2898550724637694 | 0.2271293375394334 | -0.2393072684334814 |  |  | 0.02423285022757297 | 0.05718144398855732 | 0.03892918561463201 | 0.04109564806629978 | 0.03552380449709774 | 0.0910720609799142
49 | 0.1225489344703616 | 0.5893271461716942 | -0.01781296387926812 | -0.07218045112782034 | 0.05660377358490365 | 0.5201238390092886 | -0.0289156626506033 |  |  | 0.0004782865778241632 | 0.01649814677314066 | 0.02474830251015477 | 0.01323776845926926 | 4.246480669871356e-06 | 0.01686933169847445
50 | 0.3348405398435492 | 1.220788794692224 | 0.01189296333002865 | 0.7189107413010607 | 1.126760563380282 | 1.014836795252224 | 0.7181964573268926 |  |  | 0.001272904791077364 | 0.1094973985134661 | 0.000130772976 | 0.03447538836450013 | 0.0099501773473974 | 0.02331875677050814
51 | 0.3602729644744773 | -0.1525593844095017 | 0.772277227722773 | 0.3357122466457305 | 0.02575107296137258 | -0.2462380300957587 | -0.02127120790073489 |  |  | 0.158132440218069 | 0.01095067156784657 | 0.03943051819962869 | 0.1273518680678112 | 0.1741515897559982 | 0.1337126297523395
52 | 0.3575662114544604 | 0.8214164689935624 | -0.1283720930232564 | 0.4465426270480428 | 0.4882226980728062 | 0.9888268156424589 | 1.089802130898022 |  |  | 0.02442106835006552 | 0.1600464008495081 | 0.0203008397531522 | 0.08580994614617114 | 0.01651264487716594 | 0.006591929489972901
53 | -0.05903686650477713 | 1.332064700285441 | -0.4287729196050769 | -0.616867469879518 | -0.6666666666666683 | 0.06193548387096737 | 0.767441860465115 |  |  | 0.1485860002287901 | 0.006870594520103623 | 0.05668604742364176 | 0.0008537569782571925 | 0.005385270998117309 | 0.06434406240610248
54 | -0.2340823376541064 | 0.6748501284613182 | -0.7781569965870316 | -0.3149872988992382 | 0.02614379084967222 | -0.754813863928113 | -0.645245901639345 |  |  | 0.159567520820838 | 0.0005518459831145705 | 0.006783680987331388 | 0.05642684632934355 | 0.003507891953569498 | 0.004962776252062855
55 | -0.3841939393939406 | -0.3372972972972965 | -0.400417101147029 | -0.591304347826088 | -0.2869565217391288 | -0.6246575342465754 | -0.3021483021483018 |  |  | 0.09092450253299106 | 0.06332970394108363 | 0.00987671963404374 | 0.1198582433794606 | 0.05735553786819747 | 0.0945984810140029
 |  | 0.2450569253730345 | 0.3310048500586684 | 0.4816677804383615 | 0.1323839798773639 | 0.2316529763887843 | 0.2536015532742694 |  |  | 3.676790728691344 | 4.795926204253386 | 3.592950280659753 | 5.815024747680907 | 4.342156971146647 | 3.865143619594682
 | Weights
 | Total Allocation | 1.675368065410482
 |  |  |  |  |  |  |  |  | Ones
 |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  | 1