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Gregory Choi's Blog Posts Tagged 'multi' (1)

Multi-Regression in R (Exxon Mobil stock price ~ WTI, Gas, and S&P500)

[Previous Post]

Single regression on Exxon's stock



[Introduction of Multi-regression]



Let's recall our last job. We conducted the single regression on Exxon Mobil's stock along with WTI crude oil spot price. The result was fantastic, which accounts for 25% of the variation of stock movement. Put it in other way, R-square. The problem is "are you happy with the…

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Added by Gregory Choi on May 20, 2016 at 9:05am — 1 Comment

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