The SGRender Procedure



Frequency Analysis

The FREQ Procedure

Frequency
Percent
Row Pct
Col Pct
Table of spx_perf by bxm_perf
spx_perf bxm_perf
-1 0 1 Total
-1
84
27.36
71.79
94.38
33
10.75
28.21
20.00
0
0.00
0.00
0.00
117
38.11
 
 
0
5
1.63
5.10
5.62
88
28.66
89.80
53.33
5
1.63
5.10
9.43
98
31.92
 
 
1
0
0.00
0.00
0.00
44
14.33
47.83
26.67
48
15.64
52.17
90.57
92
29.97
 
 
Total
89
28.99
165
53.75
53
17.26
307
100.00

Frequency
Percent
Row Pct
Col Pct
Table of spx_perf by outperf
spx_perf outperf
-1 1 Total
-1
13
4.23
11.11
9.22
104
33.88
88.89
62.65
117
38.11
 
 
0
46
14.98
46.94
32.62
52
16.94
53.06
31.33
98
31.92
 
 
1
82
26.71
89.13
58.16
10
3.26
10.87
6.02
92
29.97
 
 
Total
141
45.93
166
54.07
307
100.00



SPX <= 0 Corr

The CORR Procedure

Pearson Correlation Coefficients, N = 117
Prob > |r| under H0: Rho=0
  spx_r bxm_r
spx_r
1.00000
 
0.90444
<.0001
bxm_r
0.90444
<.0001
1.00000
 

Scatter Plot Matrix



Regression SPX <= 0 Return

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Number of Observations Read 118
Number of Observations Used 117
Number of Observations with Missing Values 1

Analysis of Variance
Source DF Sum of
Squares
Mean
Square
F Value Pr > F
Model 1 0.12199 0.12199 516.89 <.0001
Error 115 0.02714 0.00023601    
Corrected Total 116 0.14913      

Root MSE 0.01536 R-Square 0.8180
Dependent Mean -0.01980 Adj R-Sq 0.8164
Coeff Var -77.56969    

Parameter Estimates
Variable DF Parameter
Estimate
Standard
Error
t Value Pr > |t|
Intercept 1 0.01356 0.00204 6.64 <.0001
spx_r 1 0.84719 0.03726 22.74 <.0001



Regression SPX <= 0 Return

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Panel of fit diagnostics for bxm_r.



0 <= SPX <= 0.03 Corr

The CORR Procedure

Pearson Correlation Coefficients, N = 98
Prob > |r| under H0: Rho=0
  spx_r bxm_r
spx_r
1.00000
 
0.30063
0.0026
bxm_r
0.30063
0.0026
1.00000
 

Scatter Plot Matrix



Regression 0 <= SPX <= 0.03

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Number of Observations Read 98
Number of Observations Used 98

Analysis of Variance
Source DF Sum of
Squares
Mean
Square
F Value Pr > F
Model 1 0.00063847 0.00063847 9.54 0.0026
Error 96 0.00643 0.00006694    
Corrected Total 97 0.00706      

Root MSE 0.00818 R-Square 0.0904
Dependent Mean 0.01568 Adj R-Sq 0.0809
Coeff Var 52.19302    

Parameter Estimates
Variable DF Parameter
Estimate
Standard
Error
t Value Pr > |t|
Intercept 1 0.01106 0.00171 6.48 <.0001
spx_r 1 0.32484 0.10518 3.09 0.0026



Regression 0 <= SPX <= 0.03

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Panel of fit diagnostics for bxm_r.



SPX >= 0.03 Corr

The CORR Procedure

Pearson Correlation Coefficients, N = 92
Prob > |r| under H0: Rho=0
  spx_r bxm_r
spx_r
1.00000
 
0.60400
<.0001
bxm_r
0.60400
<.0001
1.00000
 

Scatter Plot Matrix



Regression SPX >= 0.03 Return

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Number of Observations Read 92
Number of Observations Used 92

Analysis of Variance
Source DF Sum of
Squares
Mean
Square
F Value Pr > F
Model 1 0.01254 0.01254 51.69 <.0001
Error 90 0.02184 0.00024269    
Corrected Total 91 0.03439      

Root MSE 0.01558 R-Square 0.3648
Dependent Mean 0.03288 Adj R-Sq 0.3578
Coeff Var 47.38450    

Parameter Estimates
Variable DF Parameter
Estimate
Standard
Error
t Value Pr > |t|
Intercept 1 0.00108 0.00471 0.23 0.8188
spx_r 1 0.60036 0.08350 7.19 <.0001



Regression SPX >= 0.03 Return

The REG Procedure
Model: MODEL1
Dependent Variable: bxm_r

Panel of fit diagnostics for bxm_r.



Distribution Moments and other Statistics

The MEANS Procedure

Variable Mean Std Dev Skewness Kurtosis Median Maximum Minimum
bxm_r
spx_r
0.0073084
0.0053902
0.0335093
0.0464842
-1.8339326
-1.0621053
7.2993975
3.3893725
0.0123834
0.0106176
0.0954432
0.1237801
-0.1915022
-0.2454280



Distribution Moments and other Statistics

The SGRender Procedure



BXM Distribution

The UNIVARIATE Procedure

Histogram for bxm_r



SPX Distribution

The UNIVARIATE Procedure

Histogram for spx_r