Merge branch 'master' of github.com:carlobortolan/icm25

README.md

@@ -17,6 +17,11 @@ Data set ([Case1.csv](./data/Case1.csv)) includes 16 stock market indices in loc
 - Monthly stock market data starting on December 31, 1992, and ending on February 28, 2018
 - Indexed to ”100” at the beginning of the period
 
+![case1a](https://github.com/user-attachments/assets/f3b92af7-c614-4e5e-aac3-c33dab097881)
+![case1b](https://github.com/user-attachments/assets/3a270736-9a91-484e-9783-c483aaa93653)
+![case1c](https://github.com/user-attachments/assets/42c354cf-3a83-45d9-a133-47616eec2c3d)
+
+
 ## Case 2: Rational asset pricing and multifactor models
 
 Data set ([Case2Factors.csv](./data/Case2Factors.csv) and [Case2MSCI.csv](./data/Case2MSCI.csv)) include monthly total return index data over the 1st decade of the 21st century, from January 2000 to December 2009, denominated in EUR for 10 European stock markets and 4 global risk factors.
@@ -25,6 +30,34 @@ Data set ([Case2Factors.csv](./data/Case2Factors.csv) and [Case2MSCI.csv](./data
 - **Market return on the MSCI World index return** (_single factor model_)
 - **Market return on the 4 global factors** (_4-factor model_)
 
+```
+================================ Switzerland =================================
+                            OLS Regression Results                            
+==============================================================================
+Dep. Variable:            Switzerland   R-squared:                       0.674
+Model:                            OLS   Adj. R-squared:                  0.662
+Method:                 Least Squares   F-statistic:                     59.37
+Date:                Sat, 10 Aug 2024   Prob (F-statistic):           4.25e-27
+Time:                        23:18:03   Log-Likelihood:                 280.69
+No. Observations:                 120   AIC:                            -551.4
+Df Residuals:                     115   BIC:                            -537.4
+Df Model:                           4                                         
+Covariance Type:            nonrobust                                         
+================================================================================
+                   coef    std err          t      P>|t|      [0.025      0.975]
+--------------------------------------------------------------------------------
+const            0.0035      0.002      1.565      0.120      -0.001       0.008
+FX USD/EUR       0.2081      0.075      2.759      0.007       0.059       0.358
+EUR 10Y Rate     0.0626      0.052      1.206      0.230      -0.040       0.165
+CRB Index       -0.1146      0.048     -2.383      0.019      -0.210      -0.019
+MSCI World       0.7431      0.053     14.017      0.000       0.638       0.848
+==============================================================================
+Omnibus:                        4.731   Durbin-Watson:                   1.689
+Prob(Omnibus):                  0.094   Jarque-Bera (JB):                4.503
+...
+==============================================================================
+```
+
 ---
 
 © Carlo Bortolan