Kiểm định mô hình tài sản vốn - CAPM trên thị trường chứng khoán Việt Nam - 21

Included observations: 73

Variable

Coefficient

Std. SS

1.367128

Prob. Chi-Square(2)

0.5048

Test Equation:

Coefficient

Std. Error t-Statistic

Prob.

C

0.000652

0.000112 5.842365

0.0000

RM^2

-0.024936

0.021718 -1.148154

0.2548

RM

0.001534

0.001936 0.792582

0.4307

R-squared

0.021249

Mean dependent var

0.000593

Adjusted R-squared

-0.006716

S.D. dependent var

0.000816

S.E. of regression

0.000818

Akaike info criterion

-11.33850

Sum squared resid

4.69E-05

Schwarz criterion

-11.24437

Log likelihood

416.8554

Hannan-Quinn criter.

-11.30099

F-statistic

0.759844

Durbin-Watson stat

2.222073

Prob(F-statistic)

0.471558