Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-6.530e-17  1.560e-19  3.740e-19  5.230e-19  5.738e-18 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 6.822e-18  6.663e-19 1.024e+01   <2e-16 ***
Output:regressor   1.000e+00  8.883e-17 1.126e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.439e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.267e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.0037484 0.0037484 1.2673e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000000 0.0000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.439109e-37 -4.400504e-35
Output:regressor   -4.400504e-35  7.891101e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 6.8215e-18 1.1647e-19 5.8571e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 5.7536e-17 1.7380e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0057753 -0.0015256 -0.0000546  0.0010371  0.0081840 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0022825  0.0002401   9.508   <2e-16 ***
Output:regressor   0.4883644  0.0212121  23.023   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002353 on 147 degrees of freedom
Output:Multiple R-squared:  0.7829,	Adjusted R-squared:  0.7814 
Output:F-statistic: 530.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00293453 0.00293453  530.05 < 2.2e-16 ***
Output:Residuals 147 0.00081384 0.00000554                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.762704e-08 -3.034943e-06
Output:regressor   -3.034943e-06  4.499552e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00228253 0.00030116  7.5792 3.603e-12 ***
Output:regressor   0.48836437 0.01296488 37.6683 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0048882 -0.0016711 -0.0006673  0.0013250  0.0105070 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0001875  0.0003449   0.544    0.588    
Output:regressor   0.9965959  0.0499111  19.967   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002621 on 147 degrees of freedom
Output:Multiple R-squared:  0.7306,	Adjusted R-squared:  0.7288 
Output:F-statistic: 398.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0027386 0.00273863   398.7 < 2.2e-16 ***
Output:Residuals 147 0.0010097 0.00000687                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.189428e-07 -1.347069e-05
Output:regressor   -1.347069e-05  2.491122e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00018747 0.00052123  0.3597   0.7196    
Output:regressor   0.99659593 0.08392840 11.8744   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0062356 -0.0014691 -0.0005048  0.0013055  0.0120721 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0014774  0.0003013   4.903 2.47e-06 ***
Output:regressor   3.0639103  0.1560081  19.639  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002653 on 147 degrees of freedom
Output:Multiple R-squared:  0.7241,	Adjusted R-squared:  0.7222 
Output:F-statistic: 385.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0027140 2.714e-03  385.71 < 2.2e-16 ***
Output:Residuals 147 0.0010344 7.040e-06                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.078919e-08 -3.256227e-05
Output:regressor   -3.256227e-05  2.433851e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00147736 0.00031238  4.7294 5.231e-06 ***
Output:regressor   3.06391034 0.19082803 16.0559 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0113732 -0.0016214 -0.0003716  0.0013136  0.0093017 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0027773  0.0002684   10.35   <2e-16 ***
Output:regressor   0.1459475  0.0077356   18.87   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00273 on 147 degrees of freedom
Output:Multiple R-squared:  0.7077,	Adjusted R-squared:  0.7057 
Output:F-statistic:   356 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0026528 0.00265284  355.96 < 2.2e-16 ***
Output:Residuals 147 0.0010955 0.00000745                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.202989e-08 -1.147706e-06
Output:regressor   -1.147706e-06  5.983953e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00277731 0.00036364  7.6376 2.606e-12 ***
Output:regressor   0.14594748 0.01192194 12.2419 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0102080 -0.0017548 -0.0003197  0.0015672  0.0086516 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0005337  0.0003573   1.494    0.137    
Output:regressor   0.3887248  0.0211964  18.339   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002785 on 147 degrees of freedom
Output:Multiple R-squared:  0.6959,	Adjusted R-squared:  0.6938 
Output:F-statistic: 336.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0026083 0.00260833  336.32 < 2.2e-16 ***
Output:Residuals 147 0.0011400 0.00000776                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.276608e-07 -5.828491e-06
Output:regressor   -5.828491e-06  4.492888e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00053373 0.00041584  1.2835   0.2013    
Output:regressor   0.38872479 0.02940967 13.2176   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.006091 -0.001828 -0.000716  0.001332  0.013573 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0023551  0.0003402   6.923 1.27e-10 ***
Output:regressor   0.3855827  0.0259948  14.833  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003196 on 147 degrees of freedom
Output:Multiple R-squared:  0.5995,	Adjusted R-squared:  0.5968 
Output:F-statistic:   220 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0022471 0.00224706  220.02 < 2.2e-16 ***
Output:Residuals 147 0.0015013 0.00001021                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.532679e-05
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.157121e-07 -5.645640e-06
Output:regressor   -5.645640e-06  6.757312e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00235505 0.00055248  4.2627 3.594e-05 ***
Output:regressor   0.38558272 0.02983933 12.9220 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.369e-17 -1.017e-18 -6.580e-19 -2.800e-20  1.477e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -9.095e-18  1.221e-18 -7.448e+00 7.43e-12 ***
Output:regressor    1.000e+00  3.520e-17  2.841e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.242e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.072e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.12454 0.12454 8.0719e+32 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.491251e-36 -2.376121e-35
Output:regressor   -2.376121e-35  1.238872e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -9.0953e-18  2.5457e-19 -3.5728e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  5.3000e-17  1.8868e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.036060 -0.005706 -0.001776  0.002429  0.063403 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0002954  0.0014105   0.209    0.834    
Output:regressor   2.7997520  0.1246330  22.464   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01382 on 147 degrees of freedom
Output:Multiple R-squared:  0.7744,	Adjusted R-squared:  0.7729 
Output:F-statistic: 504.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.096447 0.096447  504.63 < 2.2e-16 ***
Output:Residuals 147 0.028095 0.000191                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.989404e-06 -0.0001047725
Output:regressor   -1.047725e-04  0.0155333832
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00029543 0.00126055  0.2344    0.815    
Output:regressor   2.79975198 0.17185164 16.2917   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.041176 -0.007582 -0.000103  0.005539  0.088016 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.007862   0.001928  -4.078  7.4e-05 ***
Output:regressor    4.849224   0.257022  18.867  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01574 on 147 degrees of freedom
Output:Multiple R-squared:  0.7077,	Adjusted R-squared:  0.7057 
Output:F-statistic:   356 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.088143 0.088143  355.96 < 2.2e-16 ***
Output:Residuals 147 0.036400 0.000248                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.716189e-06 -0.0003683871
Output:regressor   -3.683871e-04  0.0660601484
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.0078622  0.0017528 -4.4855 1.457e-05 ***
Output:regressor    4.8492242  0.3735172 12.9826 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.034459 -0.008893 -0.003411  0.005592  0.093162 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.009817   0.002309  -4.252 3.75e-05 ***
Output:regressor    5.362288   0.334145  16.048  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01755 on 147 degrees of freedom
Output:Multiple R-squared:  0.6366,	Adjusted R-squared:  0.6341 
Output:F-statistic: 257.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.079286 0.079286  257.53 < 2.2e-16 ***
Output:Residuals 147 0.045257 0.000308                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.331061e-06 -0.0006037614
Output:regressor   -6.037614e-04  0.1116530256
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.0098167  0.0026470 -3.7087 0.0002947 ***
Output:regressor    5.3622876  0.2928776 18.3090 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.061099 -0.007848 -0.001303  0.005994  0.077151 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.008262   0.002302   -3.59  0.00045 ***
Output:regressor    2.115345   0.136536   15.49  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01794 on 147 degrees of freedom
Output:Multiple R-squared:  0.6202,	Adjusted R-squared:  0.6176 
Output:F-statistic:   240 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.077240 0.077240  240.03 < 2.2e-16 ***
Output:Residuals 147 0.047303 0.000322                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.296948e-06 -0.0002418379
Output:regressor   -2.418379e-04  0.0186420561
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.0082620  0.0020633 -4.0042 9.841e-05 ***
Output:regressor    2.1153450  0.2384399  8.8716 2.257e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.039089 -0.008563 -0.002279  0.001914  0.087365 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.002584   0.002053  -1.259     0.21    
Output:regressor   16.267447   1.063153  15.301   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01808 on 147 degrees of freedom
Output:Multiple R-squared:  0.6143,	Adjusted R-squared:  0.6117 
Output:F-statistic: 234.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.076506 0.076506  234.12 < 2.2e-16 ***
Output:Residuals 147 0.048036 0.000327                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  4.216298e-06 -0.001512209
Output:regressor   -1.512209e-03  1.130293407
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0025843  0.0016421 -1.5738   0.1177    
Output:regressor   16.2674471  1.1673411 13.9355   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.042974 -0.008106 -0.003284  0.001467  0.087325 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0007125  0.0019768    0.36    0.719    
Output:regressor   2.2103603  0.1510626   14.63   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01857 on 147 degrees of freedom
Output:Multiple R-squared:  0.5929,	Adjusted R-squared:  0.5901 
Output:F-statistic: 214.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.073842 0.073842   214.1 < 2.2e-16 ***
Output:Residuals 147 0.050700 0.000345                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008415034
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.907677e-06 -0.0001906572
Output:regressor   -1.906572e-04  0.0228199107
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00071247 0.00358751  0.1986   0.8429    
Output:regressor   2.21036029 0.21499859 10.2808   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.021e-17  3.360e-20  6.200e-20  7.610e-20  8.398e-19 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 8.527e-19  9.673e-20 8.815e+00 3.14e-15 ***
Output:regressor   1.000e+00  5.008e-17 1.997e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.516e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.987e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.00028911 0.00028911 3.9868e+32 < 2.2e-16 ***
Output:Residuals 147 0.00000000 0.00000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliableOutput:[1] "-------------------------------------------------------------------------------------------"

Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.356513e-39 -3.355788e-36
Output:regressor   -3.355788e-36  2.508268e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 8.5269e-19 5.6844e-20 1.5000e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 1.3540e-17 7.3857e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0035832 -0.0003219 -0.0000613  0.0002652  0.0023770 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 4.212e-04  6.616e-05   6.366 2.34e-09 ***
Output:regressor   1.359e-01  5.846e-03  23.249  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0006485 on 147 degrees of freedom
Output:Multiple R-squared:  0.7862,	Adjusted R-squared:  0.7847 
Output:F-statistic: 540.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 2.2729e-04 2.2729e-04  540.51 < 2.2e-16 ***
Output:Residuals 147 6.1816e-05 4.2100e-07                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.377106e-09 -2.305214e-07
Output:regressor   -2.305214e-07  3.417670e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 4.2115e-04 8.6446e-05  4.8718  2.83e-06 ***
Output:regressor   1.3591e-01 1.3281e-02 10.2334 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0026503 -0.0003116 -0.0000192  0.0002822  0.0038566 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 2.006e-05  9.025e-05   0.222    0.824    
Output:regressor   2.363e-01  1.203e-02  19.639   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0007367 on 147 degrees of freedom
Output:Multiple R-squared:  0.7241,	Adjusted R-squared:  0.7222 
Output:F-statistic: 385.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 2.0933e-04 2.0933e-04  385.71 < 2.2e-16 ***
Output:Residuals 147 7.9779e-05 5.4300e-07                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.144915e-09 -8.074084e-07
Output:regressor   -8.074084e-07  1.447866e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 2.0064e-05 1.4286e-04  0.1405    0.8885    
Output:regressor   2.3632e-01 3.0616e-02  7.7187 1.658e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0024823 -0.0004362 -0.0000948  0.0003477  0.0035384 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001238  0.0001016  -1.219    0.225    
Output:regressor    0.2703158  0.0147030  18.385   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0007721 on 147 degrees of freedom
Output:Multiple R-squared:  0.6969,	Adjusted R-squared:  0.6949 
Output:F-statistic:   338 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 2.0148e-04 2.0148e-04  338.01 < 2.2e-16 ***
Output:Residuals 147 8.7625e-05 5.9600e-07                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.032182e-08 -1.168983e-06
Output:regressor   -1.168983e-06  2.161789e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.00012384  0.00014213 -0.8713    0.385    
Output:regressor    0.27031576  0.01938470 13.9448   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0027374 -0.0004083 -0.0001133  0.0002653  0.0030203 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 3.807e-04  8.363e-05   4.553  1.1e-05 ***
Output:regressor   1.146e-01  6.391e-03  17.927  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0007856 on 147 degrees of freedom
Output:Multiple R-squared:  0.6862,	Adjusted R-squared:  0.684 
Output:F-statistic: 321.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 1.9837e-04 1.9837e-04  321.39 < 2.2e-16 ***
Output:Residuals 147 9.0734e-05 6.1700e-07                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.993225e-09 -3.412023e-07
Output:regressor   -3.412023e-07  4.083878e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00038071 0.00012806  2.9730  0.003447 ** 
Output:regressor   0.11456513 0.01435272  7.9821 3.777e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0027044 -0.0003394 -0.0000992  0.0002579  0.0047775 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 6.136e-04  8.562e-05   7.166 3.46e-11 ***
Output:regressor   3.776e-02  2.468e-03  15.301  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.000871 on 147 degrees of freedom
Output:Multiple R-squared:  0.6143,	Adjusted R-squared:  0.6117 
Output:F-statistic: 234.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00017760 1.776e-04  234.12 < 2.2e-16 ***
Output:Residuals 147 0.00011151 7.590e-07                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.331599e-09 -1.168198e-07
Output:regressor   -1.168198e-07  6.090797e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 6.1362e-04 8.8651e-05  6.9217 1.284e-10 ***
Output:regressor   3.7763e-02 6.1579e-03  6.1324 7.603e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0033046 -0.0004929 -0.0000820  0.0004154  0.0035232 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 8.393e-05  1.196e-04   0.702    0.484    
Output:regressor   9.666e-02  7.098e-03  13.619   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0009325 on 147 degrees of freedom
Output:Multiple R-squared:  0.5579,	Adjusted R-squared:  0.5549 
Output:F-statistic: 185.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00016128 0.00016128  185.47 < 2.2e-16 ***
Output:Residuals 147 0.00012783 0.00000087                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.953428e-06
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.431386e-08 -6.535146e-07
Output:regressor   -6.535146e-07  5.037612e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00008393 0.00021395  0.3923    0.6954    
Output:regressor   0.09666146 0.01928101  5.0133 1.519e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.766e-18 -5.170e-19 -3.300e-19 -1.500e-19  5.701e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -4.548e-18  4.866e-19 -9.345e+00   <2e-16 ***
Output:regressor    1.000e+00  4.300e-17  2.326e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.77e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.408e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.012304 0.012304 5.4082e+32 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.368124e-37 -1.247179e-35
Output:regressor   -1.247179e-35  1.849045e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -4.5477e-18  3.2727e-19 -1.3896e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  1.8674e-17  5.3552e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0135377 -0.0022291 -0.0002786  0.0013976  0.0275185 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0009939  0.0004805  -2.068   0.0404 *  
Output:regressor    5.7843956  0.2488035  23.249   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00423 on 147 degrees of freedom
Output:Multiple R-squared:  0.7862,	Adjusted R-squared:  0.7847 
Output:F-statistic: 540.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0096733 0.0096733  540.51 < 2.2e-16 ***
Output:Residuals 147 0.0026308 0.0000179                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.309154e-07 -8.281966e-05
Output:regressor   -8.281966e-05  6.190317e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.00099390  0.00046151 -2.1536   0.0329 *  
Output:regressor    5.78439560  0.30366864 19.0484   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0099243 -0.0023454 -0.0003075  0.0020794  0.0179048 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0021946  0.0005222  -4.202 4.57e-05 ***
Output:regressor    1.6030701  0.0696295  23.023  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004263 on 147 degrees of freedom
Output:Multiple R-squared:  0.7829,	Adjusted R-squared:  0.7814 
Output:F-statistic: 530.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0096327 0.0096327  530.05 < 2.2e-16 ***
Output:Residuals 147 0.0026714 0.0000182                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.727373e-07 -2.703655e-05
Output:regressor   -2.703655e-05  4.848265e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00219460  0.00074455 -2.9475  0.003727 ** 
Output:regressor    1.60307012  0.14377924 11.1495 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0103848 -0.0022754 -0.0005702  0.0012193  0.0194013 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 8.208e-05  4.555e-04    0.18    0.857    
Output:regressor   7.975e-01  3.481e-02   22.91   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004279 on 147 degrees of freedom
Output:Multiple R-squared:  0.7812,	Adjusted R-squared:  0.7797 
Output:F-statistic: 524.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0096123 0.0096123  524.93 < 2.2e-16 ***
Output:Residuals 147 0.0026918 0.0000183                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.074681e-07 -1.012246e-05
Output:regressor   -1.012246e-05  1.211565e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00008208 0.00069274  0.1185   0.9058    
Output:regressor   0.79748889 0.05459216 14.6081   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0151427 -0.0018904 -0.0003887  0.0013894  0.0215891 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0014399  0.0004272   3.371 0.000959 ***
Output:regressor   0.2766002  0.0123131  22.464  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004345 on 147 degrees of freedom
Output:Multiple R-squared:  0.7744,	Adjusted R-squared:  0.7729 
Output:F-statistic: 504.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0095285 0.0095285  504.63 < 2.2e-16 ***
Output:Residuals 147 0.0027757 0.0000189                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.824973e-07 -2.907864e-06
Output:regressor   -2.907864e-06  1.516114e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00143987 0.00042065   3.423 0.0008026 ***
Output:regressor   0.27660016 0.02658984  10.402 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.009850 -0.003116 -0.001044  0.002511  0.018006 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0029804  0.0006315   -4.72 5.45e-06 ***
Output:regressor    1.7985121  0.0913846   19.68  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004799 on 147 degrees of freedom
Output:Multiple R-squared:  0.7249,	Adjusted R-squared:  0.723 
Output:F-statistic: 387.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0089191 0.0089191  387.33 < 2.2e-16 ***
Output:Residuals 147 0.0033850 0.0000230                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.987395e-07 -4.515866e-05
Output:regressor   -4.515866e-05  8.351148e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00298043  0.00086863 -3.4312 0.0007805 ***
Output:regressor    1.79851209  0.12962659 13.8746 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0202184 -0.0023035  0.0002889  0.0020294  0.0175471 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0025479  0.0006212  -4.101 6.78e-05 ***
Output:regressor    0.7163401  0.0368547  19.437  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004842 on 147 degrees of freedom
Output:Multiple R-squared:  0.7199,	Adjusted R-squared:  0.718 
Output:F-statistic: 377.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0088576 0.0088576  377.79 < 2.2e-16 ***
Output:Residuals 147 0.0034465 0.0000234                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 8.313593e-05
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.859389e-07 -1.762045e-05
Output:regressor   -1.762045e-05  1.358271e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00254788  0.00088606 -2.8755  0.004634 ** 
Output:regressor    0.71634012  0.08977681  7.9791 3.841e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.509e-18 -1.577e-19 -4.400e-20  9.490e-20  4.731e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.137e-18  6.483e-20 -1.754e+01   <2e-16 ***
Output:regressor    1.000e+00  9.382e-18  1.066e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.927e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.136e+34 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.0027574 0.0027574 1.1361e+34 < 2.2e-16 ***
Output:Residuals 147 0.0000000 0.0000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.202867e-39 -4.759895e-37
Output:regressor   -4.759895e-37  8.802429e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -1.1369e-18  1.3757e-19 -8.2645e+00 7.579e-14 ***
Output:regressor    1.0000e+00  3.0113e-17  3.3208e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0063020 -0.0010980  0.0001814  0.0011899  0.0099091 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0013192  0.0002754   4.791 4.02e-06 ***
Output:regressor   0.7331154  0.0367156  19.967  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002248 on 147 degrees of freedom
Output:Multiple R-squared:  0.7306,	Adjusted R-squared:  0.7288 
Output:F-statistic: 398.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00201459 0.00201459   398.7 < 2.2e-16 ***
Output:Residuals 147 0.00074278 0.00000505                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.583325e-08 -7.517378e-06
Output:regressor   -7.517378e-06  1.348036e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00131923 0.00049834  2.6472     0.009 ** 
Output:regressor   0.73311542 0.10682270  6.8629 1.755e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0056282 -0.0013937  0.0001488  0.0014602  0.0104705 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0026889  0.0002318   11.60   <2e-16 ***
Output:regressor   0.4030492  0.0204794   19.68   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002272 on 147 degrees of freedom
Output:Multiple R-squared:  0.7249,	Adjusted R-squared:  0.723 
Output:F-statistic: 387.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00199879 0.00199879  387.33 < 2.2e-16 ***
Output:Residuals 147 0.00075858 0.00000516                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.371463e-08 -2.828895e-06
Output:regressor   -2.828895e-06  4.194069e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00268892 0.00034286  7.8426 8.290e-13 ***
Output:regressor   0.40304920 0.04822329  8.3580 4.435e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0082608 -0.0014620 -0.0000316  0.0011573  0.0112190 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0019582  0.0002708    7.23 2.45e-11 ***
Output:regressor   2.5781457  0.1402306   18.39  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002384 on 147 degrees of freedom
Output:Multiple R-squared:  0.6969,	Adjusted R-squared:  0.6949 
Output:F-statistic:   338 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00192165 0.00192165  338.01 < 2.2e-16 ***
Output:Residuals 147 0.00083572 0.00000569                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  7.33543e-08 -0.0000263091
Output:regressor   -2.63091e-05  0.0196646164
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00195820 0.00031612  6.1944 5.569e-09 ***
Output:regressor   2.57814570 0.23957898 10.7612 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.007150 -0.001466 -0.000066  0.001146  0.014482 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0011741  0.0003208    3.66 0.000352 ***
Output:regressor   0.3263331  0.0190324   17.15  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002501 on 147 degrees of freedom
Output:Multiple R-squared:  0.6667,	Adjusted R-squared:  0.6644 
Output:F-statistic:   294 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df     Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.00183823 0.00183823  293.99 < 2.2e-16 ***
Output:Residuals 147 0.00091914 0.00000625                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.029248e-07 -4.699142e-06
Output:regressor   -4.699142e-06  3.622330e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0011741  0.0005053  2.3235   0.02152 *  
Output:regressor   0.3263331  0.0442752  7.3706 1.137e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0097534 -0.0012992  0.0000693  0.0013096  0.0098691 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0031304  0.0002567   12.20   <2e-16 ***
Output:regressor   0.1187210  0.0073980   16.05   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002611 on 147 degrees of freedom
Output:Multiple R-squared:  0.6366,	Adjusted R-squared:  0.6341 
Output:F-statistic: 257.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0017554 0.00175539  257.53 < 2.2e-16 ***
Output:Residuals 147 0.0010020 0.00000682                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.587949e-08 -1.049707e-06
Output:regressor   -1.049707e-06  5.473002e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00313044 0.00038425  8.1469 1.483e-13 ***
Output:regressor   0.11872104 0.02354474  5.0424 1.335e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.006229 -0.001402 -0.000191  0.001166  0.013380 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0026956  0.0002997   8.996 1.09e-15 ***
Output:regressor   0.3245815  0.0228996  14.174  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002815 on 147 degrees of freedom
Output:Multiple R-squared:  0.5775,	Adjusted R-squared:  0.5746 
Output:F-statistic: 200.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq    Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0015923 0.00159230  200.91 < 2.2e-16 ***
Output:Residuals 147 0.0011651 0.00000793                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.863088e-05
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.979641e-08 -4.381204e-06
Output:regressor   -4.381204e-06  5.243899e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00269565 0.00051647  5.2194 6.013e-07 ***
Output:regressor   0.32458147 0.05238595  6.1960 5.526e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.127e-17  2.200e-20  2.850e-19  4.590e-19  3.591e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.274e-18  3.737e-19 -6.085e+00 9.62e-09 ***
Output:regressor    1.000e+00  2.855e-17  3.502e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.51e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.226e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.015114 0.015114 1.2264e+33 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.396239e-37 -6.812306e-36
Output:regressor   -6.812306e-36  8.153705e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -2.2738e-18  4.6952e-19 -4.8429e+00 3.208e-06 ***
Output:regressor    1.0000e+00  3.6489e-17  2.7405e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0178015 -0.0016852 -0.0001281  0.0019216  0.0185503 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0017474  0.0004839   3.611 0.000417 ***
Output:regressor   0.9796095  0.0427565  22.911  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004743 on 147 degrees of freedom
Output:Multiple R-squared:  0.7812,	Adjusted R-squared:  0.7797 
Output:F-statistic: 524.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0118075 0.0118075  524.93 < 2.2e-16 ***
Output:Residuals 147 0.0033065 0.0000225                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.341318e-07 -1.233061e-05
Output:regressor   -1.233061e-05  1.828114e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00174741 0.00060483  2.8891  0.004449 ** 
Output:regressor   0.97960950 0.11324520  8.6503 8.195e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0207117 -0.0028297 -0.0001509  0.0022567  0.0259050 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0003419  0.0006452    0.53    0.597    
Output:regressor   5.9892467  0.3340844   17.93   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00568 on 147 degrees of freedom
Output:Multiple R-squared:  0.6862,	Adjusted R-squared:  0.684 
Output:F-statistic: 321.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0103706 0.0103706  321.39 < 2.2e-16 ***
Output:Residuals 147 0.0047434 0.0000323                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.163441e-07 -0.0001493251
Output:regressor   -1.493251e-04  0.1116123609
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00034190 0.00083579  0.4091    0.6831    
Output:regressor   5.98924674 0.76473421  7.8318 8.807e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.024448 -0.002230 -0.000123  0.002719  0.032605 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0003151  0.0007861  -0.401    0.689    
Output:regressor    1.5547281  0.1048151  14.833   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006417 on 147 degrees of freedom
Output:Multiple R-squared:  0.5995,	Adjusted R-squared:  0.5968 
Output:F-statistic:   220 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0090605 0.0090605  220.02 < 2.2e-16 ***
Output:Residuals 147 0.0060535 0.0000412                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.180249e-07 -6.126503e-05
Output:regressor   -6.126503e-05  1.098621e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00031514  0.00127992 -0.2462    0.8059    
Output:regressor    1.55472812  0.29708675  5.2332 5.645e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.026825 -0.002405 -0.000395  0.002137  0.036181 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.003210   0.000636   5.047 1.31e-06 ***
Output:regressor   0.268240   0.018332  14.632  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00647 on 147 degrees of freedom
Output:Multiple R-squared:  0.5929,	Adjusted R-squared:  0.5901 
Output:F-statistic: 214.1 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0089612 0.0089612   214.1 < 2.2e-16 ***
Output:Residuals 147 0.0061528 0.0000419                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.045395e-07 -6.445828e-06
Output:regressor   -6.445828e-06  3.360751e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00321008 0.00056962  5.6354 8.639e-08 ***
Output:regressor   0.26824046 0.05189363  5.1690 7.556e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.025272 -0.003277 -0.001422  0.002016  0.025773 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0012657  0.0008673  -1.459    0.147    
Output:regressor    1.7791287  0.1255194  14.174   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006591 on 147 degrees of freedom
Output:Multiple R-squared:  0.5775,	Adjusted R-squared:  0.5746 
Output:F-statistic: 200.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0087279 0.0087279  200.91 < 2.2e-16 ***
Output:Residuals 147 0.0063861 0.0000434                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.522544e-07 -8.519546e-05
Output:regressor   -8.519546e-05  1.575512e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.0012657  0.0012251 -1.0331    0.3032    
Output:regressor    1.7791287  0.2536046  7.0154 7.789e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0196284 -0.0031002  0.0000516  0.0032421  0.0264206 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0007306  0.0008628  -0.847    0.398    
Output:regressor    0.7003505  0.0511833  13.683   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006725 on 147 degrees of freedom
Output:Multiple R-squared:  0.5602,	Adjusted R-squared:  0.5572 
Output:F-statistic: 187.2 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0084666 0.0084666  187.23 < 2.2e-16 ***
Output:Residuals 147 0.0066474 0.0000452                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001021215
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.443701e-07 -3.398502e-05
Output:regressor   -3.398502e-05  2.619733e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00073058  0.00152581 -0.4788    0.6328    
Output:regressor    0.70035053  0.15606481  4.4876 1.444e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-2.777e-17 -1.519e-19  1.601e-19  3.196e-19  3.758e-18 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 6.822e-18  3.081e-19 2.214e+01   <2e-16 ***
Output:regressor   1.000e+00  1.828e-17 5.470e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.402e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.993e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.017261 0.017261 2.9926e+33 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 0.0001166314
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.494777e-38 -4.334943e-36
Output:regressor   -4.334943e-36  3.341587e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 6.8215e-18 1.7789e-19 3.8347e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.6069e-17 3.8359e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.013290 -0.003619 -0.001102  0.002972  0.026100 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0061943  0.0005851   10.59   <2e-16 ***
Output:regressor   1.0049537  0.0517035   19.44   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005735 on 147 degrees of freedom
Output:Multiple R-squared:  0.7199,	Adjusted R-squared:  0.718 
Output:F-statistic: 377.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0124263 0.0124263  377.79 < 2.2e-16 ***
Output:Residuals 147 0.0048351 0.0000329                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 8.313593e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.423711e-07 -1.803106e-05
Output:regressor   -1.803106e-05  2.673253e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00619430 0.00086555  7.1565 3.645e-11 ***
Output:regressor   1.00495371 0.05994313 16.7651 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0131269 -0.0038507 -0.0004185  0.0031488  0.0245511 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0029901  0.0007321   4.084 7.24e-05 ***
Output:regressor   1.7901012  0.0976109  18.339  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005976 on 147 degrees of freedom
Output:Multiple R-squared:  0.6959,	Adjusted R-squared:  0.6938 
Output:F-statistic: 336.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.012011 0.0120115  336.32 < 2.2e-16 ***
Output:Residuals 147 0.005250 0.0000357                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 2.532679e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.359872e-07 -5.313261e-05
Output:regressor   -5.313261e-05  9.527879e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00299013 0.00093147  3.2101  0.001629 ** 
Output:regressor   1.79010115 0.14105471 12.6908 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0202431 -0.0037813 -0.0003475  0.0034110  0.0214873 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0019259  0.0008233   2.339   0.0207 *  
Output:regressor   2.0428817  0.1191451  17.146   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006256 on 147 degrees of freedom
Output:Multiple R-squared:  0.6667,	Adjusted R-squared:  0.6644 
Output:F-statistic:   294 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0115075 0.0115075  293.99 < 2.2e-16 ***
Output:Residuals 147 0.0057539 0.0000391                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 1.863088e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.777903e-07 -7.676214e-05
Output:regressor   -7.676214e-05  1.419555e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00192586 0.00099196  1.9415  0.05411 .  
Output:regressor   2.04288175 0.18769445 10.8841  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0220621 -0.0039892 -0.0009382  0.0025806  0.0258562 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0073495  0.0006566   11.19   <2e-16 ***
Output:regressor   0.2931844  0.0189237   15.49   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006678 on 147 degrees of freedom
Output:Multiple R-squared:  0.6202,	Adjusted R-squared:  0.6176 
Output:F-statistic:   240 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0107053 0.0107053  240.03 < 2.2e-16 ***
Output:Residuals 147 0.0065561 0.0000446                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 0.0008415034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.310600e-07 -6.868398e-06
Output:regressor   -6.868398e-06  3.581073e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0073495  0.0010165  7.2303 2.443e-11 ***
Output:regressor   0.2931844  0.0225511 13.0009 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.012339 -0.004767 -0.001371  0.002756  0.023731 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0062900  0.0007649   8.223 9.62e-14 ***
Output:regressor   0.7998598  0.0584557  13.683  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007186 on 147 degrees of freedom
Output:Multiple R-squared:  0.5602,	Adjusted R-squared:  0.5572 
Output:F-statistic: 187.2 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0096696 0.0096696  187.23 < 2.2e-16 ***
Output:Residuals 147 0.0075919 0.0000516                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 0.0001021215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.851383e-07 -2.854914e-05
Output:regressor   -2.854914e-05  3.417070e-03
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0062900  0.0015619  4.0271 9.016e-05 ***
Output:regressor   0.7998598  0.0815336  9.8102 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.019076 -0.004764 -0.001045  0.003376  0.037545 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0052514  0.0008185   6.416 1.81e-09 ***
Output:regressor   5.7712717  0.4237703  13.619  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007205 on 147 degrees of freedom
Output:Multiple R-squared:  0.5579,	Adjusted R-squared:  0.5549 
Output:F-statistic: 185.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0096295 0.0096295  185.47 < 2.2e-16 ***
Output:Residuals 147 0.0076320 0.0000519                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001166314
Output:[1] 1.953428e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.698864e-07 -0.0002402601
Output:regressor   -2.402601e-04  0.1795812936
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0052514  0.0011098   4.732 5.173e-06 ***
Output:regressor   5.7712717  0.5684635  10.152 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.032e-15  1.210e-18  5.780e-18  9.940e-18  7.615e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.091e-16  1.256e-17 8.688e+00  6.6e-15 ***
Output:regressor   1.000e+00  3.402e-17 2.940e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.616e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.641e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 6.4153  6.4153 8.6411e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000  0.0000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.578320e-34 -3.535404e-34
Output:regressor   -3.535404e-34  1.157267e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 1.0914e-16 2.3728e-18 4.5998e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 1.4729e-17 6.7894e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.35482 -0.14518 -0.04292  0.12505  0.61091 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.27717    0.02628  10.546   <2e-16 ***
Output:regressor    0.59224    0.41910   1.413     0.16    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2075 on 147 degrees of freedom
Output:Multiple R-squared:  0.0134,	Adjusted R-squared:  0.006691 
Output:F-statistic: 1.997 on 1 and 147 DF,  p-value: 0.1597
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0860 0.085979  1.9969 0.1597
Output:Residuals 147 6.3293 0.043056               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006907871 -0.008401106
Output:regressor   -0.0084011057  0.175648297
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.277170   0.029032  9.5470   <2e-16 ***
Output:regressor   0.592240   0.440583  1.3442   0.1809    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.33437 -0.14564 -0.04331  0.12742  0.58600 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.26483    0.04206   6.297 3.32e-09 ***
Output:regressor    0.09605    0.09080   1.058    0.292    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2081 on 147 degrees of freedom
Output:Multiple R-squared:  0.007555,	Adjusted R-squared:  0.0008033 
Output:F-statistic: 1.119 on 1 and 147 DF,  p-value: 0.2919
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0485 0.048465   1.119 0.2919
Output:Residuals 147 6.3668 0.043312               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001768876 -0.003491144
Output:regressor   -0.003491144  0.008245253
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.264826   0.046256  5.7252 5.619e-08 ***
Output:regressor   0.096054   0.085064  1.1292    0.2607    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.32078 -0.15821 -0.04103  0.12834  0.58895 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.28437    0.03712   7.660  2.3e-12 ***
Output:regressor    0.04105    0.06403   0.641    0.522    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2086 on 147 degrees of freedom
Output:Multiple R-squared:  0.002789,	Adjusted R-squared:  -0.003995 
Output:F-statistic: 0.4111 on 1 and 147 DF,  p-value: 0.5224
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1 0.0179 0.01789  0.4111 0.5224
Output:Residuals 147 6.3974 0.04352               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001378257 -0.002110190
Output:regressor   -0.002110190  0.004099604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.284365   0.028180 10.0912   <2e-16 ***
Output:regressor   0.041052   0.054385  0.7548   0.4516    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.31711 -0.15224 -0.03923  0.12388  0.59582 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29549    0.02896  10.202   <2e-16 ***
Output:regressor    0.02793    0.06525   0.428    0.669    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2088 on 147 degrees of freedom
Output:Multiple R-squared:  0.001244,	Adjusted R-squared:  -0.00555 
Output:F-statistic: 0.1832 on 1 and 147 DF,  p-value: 0.6693
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0080 0.007983  0.1832 0.6693
Output:Residuals 147 6.4073 0.043587               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008389033 -0.001525276
Output:regressor   -0.0015252764  0.004258022
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.295492   0.028695  10.298   <2e-16 ***
Output:regressor   0.027927   0.065099   0.429   0.6686    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.31355 -0.15418 -0.04145  0.12696  0.59128 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29295    0.05466   5.360 3.16e-07 ***
Output:regressor    0.02365    0.09786   0.242    0.809    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2089 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003971,	Adjusted R-squared:  -0.006403 
Output:F-statistic: 0.0584 on 1 and 147 DF,  p-value: 0.8094
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0025 0.002547  0.0584 0.8094
Output:Residuals 147 6.4127 0.043624               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002987528 -0.005079857
Output:regressor   -0.005079857  0.009576011
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.292952   0.054535  5.3718 2.986e-07 ***
Output:regressor   0.023647   0.098301  0.2406    0.8102    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.30962 -0.15454 -0.03711  0.12921  0.59626 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.31368    0.04782   6.560  8.6e-10 ***
Output:regressor   -0.01398    0.07629  -0.183    0.855    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2089 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002285,	Adjusted R-squared:  -0.006573 
Output:F-statistic: 0.0336 on 1 and 147 DF,  p-value: 0.8548
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0015 0.001466  0.0336 0.8548
Output:Residuals 147 6.4138 0.043631               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04334647
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002286500 -0.003406423
Output:regressor   -0.003406423  0.005820274
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.313680   0.048495  6.4682 1.381e-09 ***
Output:regressor   -0.013983   0.070886 -0.1973    0.8439    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-5.591e-17 -3.754e-18 -1.223e-18  1.247e-18  3.105e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  5.783e-18 -1.258e+01   <2e-16 ***
Output:regressor    1.000e+00  1.249e-17  8.009e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.862e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.415e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 5.2529  5.2529 6.4148e+33 < 2.2e-16 ***
Output:Residuals 147 0.0000  0.0000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.344328e-35 -6.600535e-35
Output:regressor   -6.600535e-35  1.558890e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -7.2762e-17  3.8198e-18 -1.9049e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  9.6562e-18  1.0356e+17 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.38354 -0.11311 -0.00617  0.11510  0.50792 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24133    0.04687   5.148 8.30e-07 ***
Output:regressor    0.34325    0.08392   4.090 7.07e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1791 on 147 degrees of freedom
Output:Multiple R-squared:  0.1022,	Adjusted R-squared:  0.09607 
Output:F-statistic: 16.73 on 1 and 147 DF,  p-value: 7.073e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.5367 0.53674   16.73 7.073e-05 ***
Output:Residuals 147 4.7162 0.03208                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002197146 -0.003735928
Output:regressor   -0.003735928  0.007042577
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.241325   0.067837  3.5574 0.0005045 ***
Output:regressor   0.343252   0.096953  3.5404 0.0005354 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.47915 -0.10520 -0.00202  0.10883  0.40748 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.47915    0.03324  14.415   <2e-16 ***
Output:regressor   -0.10828    0.05733  -1.889   0.0609 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1868 on 147 degrees of freedom
Output:Multiple R-squared:  0.02369,	Adjusted R-squared:  0.01705 
Output:F-statistic: 3.567 on 1 and 147 DF,  p-value: 0.06089
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1245 0.124461  3.5675 0.06089 .
Output:Residuals 147 5.1285 0.034887                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001104878 -0.001691631
Output:regressor   -0.001691631  0.003286443
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.47915    0.10332  4.6373 7.734e-06 ***
Output:regressor   -0.10828    0.14638 -0.7397    0.4607    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.43271 -0.11885 -0.00632  0.12201  0.43040 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40232    0.02384   16.88   <2e-16 ***
Output:regressor    0.44095    0.38007    1.16    0.248    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1882 on 147 degrees of freedom
Output:Multiple R-squared:  0.009074,	Adjusted R-squared:  0.002333 
Output:F-statistic: 1.346 on 1 and 147 DF,  p-value: 0.2479
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0477 0.047663   1.346 0.2479
Output:Residuals 147 5.2053 0.035410               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005681078 -0.006909124
Output:regressor   -0.0069091240  0.144454301
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40232    0.03673 10.9534   <2e-16 ***
Output:regressor    0.44095    0.49759  0.8862    0.377    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.42338 -0.12417  0.00085  0.11367  0.44759 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.39939    0.02746  14.545   <2e-16 ***
Output:regressor    0.07865    0.07435   1.058    0.292    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1883 on 147 degrees of freedom
Output:Multiple R-squared:  0.007555,	Adjusted R-squared:  0.0008033 
Output:F-statistic: 1.119 on 1 and 147 DF,  p-value: 0.2919
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0397 0.039684   1.119 0.2919
Output:Residuals 147 5.2132 0.035464               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0007539388 -0.001688808
Output:regressor   -0.0016888077  0.005528083
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.399385   0.035984  11.099   <2e-16 ***
Output:regressor   0.078650   0.080749   0.974   0.3317    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.42480 -0.11713  0.00349  0.11051  0.42032 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43694    0.02619   16.68   <2e-16 ***
Output:regressor   -0.03775    0.05900   -0.64    0.523    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1888 on 147 degrees of freedom
Output:Multiple R-squared:  0.002777,	Adjusted R-squared:  -0.004007 
Output:F-statistic: 0.4094 on 1 and 147 DF,  p-value: 0.5233
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0146 0.014588  0.4094 0.5233
Output:Residuals 147 5.2383 0.035635               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006858516 -0.001247001
Output:regressor   -0.0012470010  0.003481178
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.436936   0.046345  9.4279   <2e-16 ***
Output:regressor   -0.037751   0.069072 -0.5466   0.5855    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.42256 -0.11805  0.00078  0.10857  0.42942 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.424616   0.043274   9.812   <2e-16 ***
Output:regressor   -0.002055   0.069042  -0.030    0.976    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.189 on 147 degrees of freedom
Output:Multiple R-squared:  6.029e-06,	Adjusted R-squared:  -0.006797 
Output:F-statistic: 0.0008863 on 1 and 147 DF,  p-value: 0.9763
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0000 0.000032   9e-04 0.9763
Output:Residuals 147 5.2529 0.035734               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0354927
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001872635 -0.002789847
Output:regressor   -0.002789847  0.004766782
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.4246156  0.0496514  8.5519 1.449e-14 ***
Output:regressor   -0.0020554  0.0824381 -0.0249    0.9801    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.090e-15 -4.230e-18  5.520e-18  1.200e-17  7.117e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.911e-16  2.110e-17 -1.379e+01   <2e-16 ***
Output:regressor    1.000e+00  3.367e-17  2.970e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.218e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.822e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 7.4964  7.4964 8.8217e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000  0.0000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.453250e-34 -6.634443e-34
Output:regressor   -6.634443e-34  1.133573e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -2.9105e-16  3.5666e-17 -8.1603e+00 1.374e-13 ***
Output:regressor    1.0000e+00  4.9994e-17  2.0003e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.50421 -0.13530 -0.01319  0.14779  0.53320 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46680    0.02889   16.16  < 2e-16 ***
Output:regressor    0.33072    0.06510    5.08 1.13e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2083 on 147 degrees of freedom
Output:Multiple R-squared:  0.1494,	Adjusted R-squared:  0.1436 
Output:F-statistic: 25.81 on 1 and 147 DF,  p-value: 1.127e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.1196 1.11961   25.81 1.127e-06 ***
Output:Residuals 147 6.3768 0.04338                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000834915 -0.001518025
Output:regressor   -0.001518025  0.004237779
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.466801   0.037710 12.3785 < 2.2e-16 ***
Output:regressor   0.330719   0.080558  4.1053 6.671e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.53337 -0.15159  0.00188  0.17704  0.50240 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.49760    0.02699  18.439  < 2e-16 ***
Output:regressor    1.83288    0.43033   4.259 3.64e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2131 on 147 degrees of freedom
Output:Multiple R-squared:  0.1099,	Adjusted R-squared:  0.1038 
Output:F-statistic: 18.14 on 1 and 147 DF,  p-value: 3.644e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.8235 0.82350  18.141 3.644e-05 ***
Output:Residuals 147 6.6729 0.04539                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0007282931 -0.008857241
Output:regressor   -0.0088572405  0.185185053
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.497603   0.029828 16.6825 < 2.2e-16 ***
Output:regressor   1.832883   0.541343  3.3858 0.0009104 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.4984 -0.1698 -0.0340  0.1750  0.4755 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.50578    0.05869   8.618 9.91e-15 ***
Output:regressor    0.14984    0.10508   1.426    0.156    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2243 on 147 degrees of freedom
Output:Multiple R-squared:  0.01364,	Adjusted R-squared:  0.006933 
Output:F-statistic: 2.033 on 1 and 147 DF,  p-value: 0.156
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1 0.1023 0.10228  2.0333  0.156
Output:Residuals 147 7.3942 0.05030               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003444757 -0.005857308
Output:regressor   -0.005857308  0.011041578
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.505784   0.066512  7.6044 3.132e-12 ***
Output:regressor   0.149836   0.117193  1.2785    0.2031    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.46517 -0.17994 -0.02831  0.19906  0.42181 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.59026    0.03292  17.929   <2e-16 ***
Output:regressor   -0.01634    0.08915  -0.183    0.855    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2258 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002285,	Adjusted R-squared:  -0.006573 
Output:F-statistic: 0.0336 on 1 and 147 DF,  p-value: 0.8548
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0017 0.001713  0.0336 0.8548
Output:Residuals 147 7.4947 0.050985               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001083889 -0.00242789
Output:regressor   -0.002427890  0.00794737
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.590260   0.032028 18.4297   <2e-16 ***
Output:regressor   -0.016340   0.083656 -0.1953   0.8454    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.46914 -0.17839 -0.03139  0.19885  0.41500 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.586510   0.045637   12.85   <2e-16 ***
Output:regressor   -0.002933   0.098530   -0.03    0.976    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2258 on 147 degrees of freedom
Output:Multiple R-squared:  6.029e-06,	Adjusted R-squared:  -0.006797 
Output:F-statistic: 0.0008863 on 1 and 147 DF,  p-value: 0.9763
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0000 0.000045   9e-04 0.9763
Output:Residuals 147 7.4964 0.050996               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002082707 -0.004110537
Output:regressor   -0.004110537  0.009708112
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.5865104  0.0558009 10.5108   <2e-16 ***
Output:regressor   -0.0029333  0.1190842 -0.0246   0.9804    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.46946 -0.17835 -0.03154  0.19767  0.41559 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.584415   0.040187  14.542   <2e-16 ***
Output:regressor   0.001658   0.069310   0.024    0.981    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2258 on 147 degrees of freedom
Output:Multiple R-squared:  3.895e-06,	Adjusted R-squared:  -0.006799 
Output:F-statistic: 0.0005725 on 1 and 147 DF,  p-value: 0.9809
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0000 0.000029   6e-04 0.9809
Output:Residuals 147 7.4964 0.050996               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05065166
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001615032 -0.002472707
Output:regressor   -0.002472707  0.004803889
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.5844148  0.0463282 12.6147   <2e-16 ***
Output:regressor   0.0016584  0.0671416  0.0247   0.9803    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.802e-17 -1.449e-17 -2.716e-18  1.206e-17  2.590e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 7.276e-17  4.296e-18 1.694e+01   <2e-16 ***
Output:regressor   1.000e+00  9.679e-18 1.033e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.097e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.068e+34 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 10.236  10.236 1.0675e+34 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.845591e-35 -3.355615e-35
Output:regressor   -3.355615e-35  9.367669e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 7.2762e-17 4.5000e-18 1.6169e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 9.6259e-18 1.0389e+17 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.54550 -0.14957 -0.06274  0.12623  0.68619 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.09391    0.05572   1.685    0.094 .  
Output:regressor    0.45160    0.08889   5.080 1.13e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2434 on 147 degrees of freedom
Output:Multiple R-squared:  0.1494,	Adjusted R-squared:  0.1436 
Output:F-statistic: 25.81 on 1 and 147 DF,  p-value: 1.127e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.5288 1.52884   25.81 1.127e-06 ***
Output:Residuals 147 8.7076 0.05924                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003104230 -0.004624676
Output:regressor   -0.004624676  0.007901803
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.093906   0.073688  1.2744 0.2045469    
Output:regressor   0.451599   0.129604  3.4845 0.0006501 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.51404 -0.18988 -0.04142  0.12326  0.68997 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.26732    0.03195   8.368 4.19e-14 ***
Output:regressor    1.90027    0.50942   3.730 0.000273 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2522 on 147 degrees of freedom
Output:Multiple R-squared:  0.08647,	Adjusted R-squared:  0.08026 
Output:F-statistic: 13.91 on 1 and 147 DF,  p-value: 0.0002726
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.8852 0.88516  13.915 0.0002726 ***
Output:Residuals 147 9.3513 0.06361                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.00102061 -0.0124123
Output:regressor   -0.01241230  0.2595133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.26732    0.03248  8.2305 9.202e-14 ***
Output:regressor    1.90027    0.56826  3.3440  0.001048 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.36544 -0.18609 -0.08861  0.12774  0.68652 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24766    0.04582   5.405 2.56e-07 ***
Output:regressor    0.21477    0.07903   2.718  0.00737 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2575 on 147 degrees of freedom
Output:Multiple R-squared:  0.04784,	Adjusted R-squared:  0.04136 
Output:F-statistic: 7.385 on 1 and 147 DF,  p-value: 0.007366
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1 0.4897 0.48968  7.3853 0.007366 **
Output:Residuals 147 9.7468 0.06630                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002099850 -0.003214991
Output:regressor   -0.003214991  0.006245972
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.247661   0.056037  4.4196 1.909e-05 ***
Output:regressor   0.214775   0.086673  2.4780   0.01434 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.36893 -0.20485 -0.06941  0.13932  0.65121 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.19114    0.06752   2.831  0.00529 **
Output:regressor    0.31494    0.12088   2.605  0.01012 * 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.258 on 147 degrees of freedom
Output:Multiple R-squared:  0.04414,	Adjusted R-squared:  0.03764 
Output:F-statistic: 6.788 on 1 and 147 DF,  p-value: 0.01012
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1 0.4518 0.45185  6.7884 0.01012 *
Output:Residuals 147 9.7846 0.06656                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004558398 -0.007750892
Output:regressor   -0.007750892  0.014611164
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.191145   0.066709  2.8653 0.004777 **
Output:regressor   0.314939   0.105237  2.9927 0.003245 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.37787 -0.21433 -0.06243  0.13295  0.66170 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.38936    0.05325   7.311 1.57e-11 ***
Output:regressor   -0.07357    0.11498  -0.640    0.523    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2635 on 147 degrees of freedom
Output:Multiple R-squared:  0.002777,	Adjusted R-squared:  -0.004007 
Output:F-statistic: 0.4094 on 1 and 147 DF,  p-value: 0.5233
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0284 0.028429  0.4094 0.5233
Output:Residuals 147 10.2080 0.069442               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002836071 -0.005597412
Output:regressor   -0.005597412  0.013219759
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.389361   0.063028  6.1776 6.061e-09 ***
Output:regressor   -0.073566   0.135792 -0.5418    0.5888    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.36616 -0.20890 -0.07224  0.13683  0.64352 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.34460    0.03845   8.962 1.33e-15 ***
Output:regressor    0.04456    0.10412   0.428    0.669    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2637 on 147 degrees of freedom
Output:Multiple R-squared:  0.001244,	Adjusted R-squared:  -0.00555 
Output:F-statistic: 0.1832 on 1 and 147 DF,  p-value: 0.6693
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0127 0.012739  0.1832 0.6693
Output:Residuals 147 10.2237 0.069549               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0691652
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001478555 -0.003311933
Output:regressor   -0.003311933  0.010841162
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.344599   0.043619  7.9002 5.996e-13 ***
Output:regressor   0.044561   0.105345  0.4230    0.6729    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-3.090e-17 -2.497e-18 -2.109e-18 -1.256e-18  3.055e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.638e-17  3.239e-18 -1.123e+01   <2e-16 ***
Output:regressor    1.000e+00  5.165e-17  1.936e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.557e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.748e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.24513 0.24513 3.7482e+32 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.049252e-35 -1.276063e-34
Output:regressor   -1.276063e-34  2.667962e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -3.6381e-17  1.5008e-18 -2.4241e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  2.1943e-17  4.5572e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.072686 -0.028502 -0.003797  0.023666  0.142536 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.01275    0.00882   1.446     0.15    
Output:regressor    0.05993    0.01407   4.259 3.64e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.03853 on 147 degrees of freedom
Output:Multiple R-squared:  0.1099,	Adjusted R-squared:  0.1038 
Output:F-statistic: 18.14 on 1 and 147 DF,  p-value: 3.644e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.026928 0.0269279  18.141 3.644e-05 ***
Output:Residuals 147 0.218201 0.0014844                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.778779e-05 -0.0001158881
Output:regressor   -1.158881e-04  0.0001980084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.012752   0.010296  1.2385 0.2174978    
Output:regressor   0.059934   0.017046  3.5160 0.0005829 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.058924 -0.029105 -0.009249  0.022259  0.162404 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.031529   0.005415   5.823  3.5e-08 ***
Output:regressor   0.045505   0.012199   3.730 0.000273 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.03903 on 147 degrees of freedom
Output:Multiple R-squared:  0.08647,	Adjusted R-squared:  0.08026 
Output:F-statistic: 13.91 on 1 and 147 DF,  p-value: 0.0002726
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.021197 0.0211967  13.915 0.0002726 ***
Output:Residuals 147 0.223932 0.0015233                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.931930e-05 -5.330773e-05
Output:regressor   -5.330773e-05  1.488160e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0315287  0.0056959  5.5354 1.389e-07 ***
Output:regressor   0.0455051  0.0109281  4.1640 5.307e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.053362 -0.031526 -0.009474  0.019751  0.157575 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.040916   0.005914   6.918 1.31e-10 ***
Output:regressor   0.022630   0.016014   1.413     0.16    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.04056 on 147 degrees of freedom
Output:Multiple R-squared:  0.0134,	Adjusted R-squared:  0.006691 
Output:F-statistic: 1.997 on 1 and 147 DF,  p-value: 0.1597
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.003285 0.0032853  1.9969 0.1597
Output:Residuals 147 0.241844 0.0016452               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.497545e-05 -7.834429e-05
Output:regressor   -7.834429e-05  2.564494e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0409159  0.0069035  5.9268 2.108e-08 ***
Output:regressor   0.0226296  0.0160987  1.4057    0.1619    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.056251 -0.031704 -0.007802  0.022801  0.143347 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.039117   0.008215   4.762 4.56e-06 ***
Output:regressor   0.020577   0.017736   1.160    0.248    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.04065 on 147 degrees of freedom
Output:Multiple R-squared:  0.009074,	Adjusted R-squared:  0.002333 
Output:F-statistic: 1.346 on 1 and 147 DF,  p-value: 0.2479
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.002224 0.0022242   1.346 0.2479
Output:Residuals 147 0.242905 0.0016524               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.748561e-05 -0.0001331930
Output:regressor   -1.331930e-04  0.0003145703
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.039117   0.010064  3.8867 0.0001533 ***
Output:regressor   0.020577   0.024432  0.8422 0.4010412    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.050267 -0.030850 -0.009045  0.021171  0.156246 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.043754   0.007257   6.029 1.27e-08 ***
Output:regressor   0.007918   0.012516   0.633    0.528    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.04078 on 147 degrees of freedom
Output:Multiple R-squared:  0.002715,	Adjusted R-squared:  -0.004069 
Output:F-statistic: 0.4002 on 1 and 147 DF,  p-value: 0.528
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq    Mean Sq F value Pr(>F)
Output:regressor   1 0.000665 0.00066547  0.4002  0.528
Output:Residuals 147 0.244463 0.00166302               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.266731e-05 -8.063667e-05
Output:regressor   -8.063667e-05  1.566581e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0437537  0.0100262  4.3640 2.393e-05 ***
Output:regressor   0.0079176  0.0160764  0.4925    0.6231    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.052246 -0.031473 -0.007649  0.020957  0.154339 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.042839   0.010678   4.012 9.55e-05 ***
Output:regressor   0.009407   0.019117   0.492    0.623    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0408 on 147 degrees of freedom
Output:Multiple R-squared:  0.001645,	Adjusted R-squared:  -0.005147 
Output:F-statistic: 0.2422 on 1 and 147 DF,  p-value: 0.6234
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq    Mean Sq F value Pr(>F)
Output:regressor   1 0.000403 0.00040315  0.2422 0.6234
Output:Residuals 147 0.244726 0.00166480               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001656276
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0001140115 -0.0001938599
Output:regressor   -0.0001938599  0.0003654443
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0428388  0.0109874  3.8989 0.0001465 ***
Output:regressor   0.0094073  0.0205003  0.4589 0.6469947    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.485e-15  7.900e-19  1.113e-17  2.141e-17  1.655e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.183e-16  2.240e-17 -9.744e+00   <2e-16 ***
Output:regressor    1.000e+00  3.864e-17  2.588e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.259e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.699e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 10.616  10.616 6.6988e+32 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.018667e-34 -7.683867e-34
Output:regressor   -7.683867e-34  1.492795e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -2.1829e-16  4.3709e-17 -4.9942e+00 1.653e-06 ***
Output:regressor    1.0000e+00  6.7056e-17  1.4913e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.64231 -0.15661  0.05406  0.17967  0.52195 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43495    0.03638  11.956  < 2e-16 ***
Output:regressor    0.22273    0.08196   2.718  0.00737 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2622 on 147 degrees of freedom
Output:Multiple R-squared:  0.04784,	Adjusted R-squared:  0.04136 
Output:F-statistic: 7.385 on 1 and 147 DF,  p-value: 0.007366
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  0.5078 0.50781  7.3853 0.007366 **
Output:Residuals 147 10.1078 0.06876                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001323403 -0.002406184
Output:regressor   -0.002406184  0.006717198
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.434946   0.060634  7.1733 3.327e-11 ***
Output:regressor   0.222729   0.102382  2.1755   0.03119 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.55879 -0.15416  0.02925  0.17157  0.52089 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.36346    0.06909   5.261 4.97e-07 ***
Output:regressor    0.28515    0.12369   2.305   0.0225 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.264 on 147 degrees of freedom
Output:Multiple R-squared:  0.03489,	Adjusted R-squared:  0.02833 
Output:F-statistic: 5.315 on 1 and 147 DF,  p-value: 0.02254
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.3704 0.37042  5.3149 0.02254 *
Output:Residuals 147 10.2452 0.06969                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004772957 -0.008115719
Output:regressor   -0.008115719  0.015298896
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.363463   0.099358  3.6581 0.0003533 ***
Output:regressor   0.285152   0.146721  1.9435 0.0538670 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.6074 -0.1634  0.0293  0.1947  0.5244 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.60738    0.05366  11.319   <2e-16 ***
Output:regressor   -0.21882    0.11585  -1.889   0.0609 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2655 on 147 degrees of freedom
Output:Multiple R-squared:  0.02369,	Adjusted R-squared:  0.01705 
Output:F-statistic: 3.567 on 1 and 147 DF,  p-value: 0.06089
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2515 0.251522  3.5675 0.06089 .
Output:Residuals 147 10.3641 0.070504                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002879420 -0.005682968
Output:regressor   -0.005682968  0.013421822
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.60738    0.10068  6.0325 1.251e-08 ***
Output:regressor   -0.21882    0.23605 -0.9270    0.3554    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.54889 -0.14900  0.03386  0.18940  0.50527 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.49398    0.03913  12.625   <2e-16 ***
Output:regressor    0.06793    0.10595   0.641    0.522    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2684 on 147 degrees of freedom
Output:Multiple R-squared:  0.002789,	Adjusted R-squared:  -0.003995 
Output:F-statistic: 0.4111 on 1 and 147 DF,  p-value: 0.5224
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0296 0.029603  0.4111 0.5224
Output:Residuals 147 10.5860 0.072013               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001530944 -0.003429285
Output:regressor   -0.003429285  0.011225298
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.493978   0.039694 12.4447   <2e-16 ***
Output:regressor   0.067930   0.086592  0.7845    0.434    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.56691 -0.15414  0.03442  0.19662  0.49898 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.49833    0.03399  14.660   <2e-16 ***
Output:regressor    0.34288    0.54203   0.633    0.528    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2684 on 147 degrees of freedom
Output:Multiple R-squared:  0.002715,	Adjusted R-squared:  -0.004069 
Output:F-statistic: 0.4002 on 1 and 147 DF,  p-value: 0.528
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0288 0.028819  0.4002  0.528
Output:Residuals 147 10.5868 0.072019               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001155451 -0.01405218
Output:regressor   -0.014052179  0.29379957
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.498331   0.041252 12.0802   <2e-16 ***
Output:regressor   0.342879   0.770344  0.4451   0.6569    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.51570 -0.15950  0.03345  0.19460  0.48536 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.513356   0.061517   8.345 4.78e-14 ***
Output:regressor   0.002348   0.098149   0.024    0.981    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2687 on 147 degrees of freedom
Output:Multiple R-squared:  3.895e-06,	Adjusted R-squared:  -0.006799 
Output:F-statistic: 0.0005725 on 1 and 147 DF,  p-value: 0.9809
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.000 0.000041   6e-04 0.9809
Output:Residuals 147 10.616 0.072214               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07172684
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003784397 -0.005637987
Output:regressor   -0.005637987  0.009633164
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.5133557  0.0758611  6.7671 2.913e-10 ***
Output:regressor   0.0023484  0.1095641  0.0214    0.9829    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.222e-15  9.900e-19  6.610e-18  1.263e-17  9.427e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.638e-16  2.683e-17 -1.356e+01   <2e-16 ***
Output:regressor    1.000e+00  4.804e-17  2.082e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.025e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.334e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 4.5556  4.5556 4.3338e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000  0.0000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.03078076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.198747e-34 -1.224042e-33
Output:regressor   -1.224042e-33  2.307435e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -3.6381e-16  3.1342e-17 -1.1608e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  4.6586e-17  2.1466e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.43668 -0.09704 -0.01400  0.09396  0.41509 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40443    0.03371   12.00  < 2e-16 ***
Output:regressor    0.29768    0.07278    4.09 7.07e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1668 on 147 degrees of freedom
Output:Multiple R-squared:  0.1022,	Adjusted R-squared:  0.09607 
Output:F-statistic: 16.73 on 1 and 147 DF,  p-value: 7.073e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.4655 0.46549   16.73 7.073e-05 ***
Output:Residuals 147 4.0901 0.02782                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.0354927
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001136333 -0.002242724
Output:regressor   -0.002242724  0.005296782
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.404435   0.033383 12.1151 < 2.2e-16 ***
Output:regressor   0.297683   0.083482  3.5658 0.0004898 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.4254 -0.1123  0.0003  0.1125  0.4708 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48027    0.02388  20.114   <2e-16 ***
Output:regressor    0.14016    0.05379   2.605   0.0101 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1721 on 147 degrees of freedom
Output:Multiple R-squared:  0.04414,	Adjusted R-squared:  0.03764 
Output:F-statistic: 6.788 on 1 and 147 DF,  p-value: 0.01012
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.2011 0.201087  6.7884 0.01012 *
Output:Residuals 147 4.3545 0.029622                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.0691652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005701275 -0.001036594
Output:regressor   -0.0010365939  0.002893797
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.480271   0.024660 19.4759 < 2.2e-16 ***
Output:regressor   0.140158   0.051492  2.7219  0.007275 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.41279 -0.10633 -0.00434  0.10864  0.45093 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46749    0.03078  15.190   <2e-16 ***
Output:regressor    0.12237    0.05308   2.305   0.0225 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1729 on 147 degrees of freedom
Output:Multiple R-squared:  0.03489,	Adjusted R-squared:  0.02833 
Output:F-statistic: 5.315 on 1 and 147 DF,  p-value: 0.02254
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1590 0.158962  5.3149 0.02254 *
Output:Residuals 147 4.3966 0.029909                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.07172684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009472038 -0.001450223
Output:regressor   -0.0014502233  0.002817444
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.467490   0.040376 11.5783  < 2e-16 ***
Output:regressor   0.122370   0.064369  1.9011  0.05925 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.44324 -0.10645 -0.00482  0.11269  0.46919 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.47719    0.04002  11.923   <2e-16 ***
Output:regressor    0.09105    0.06386   1.426    0.156    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1748 on 147 degrees of freedom
Output:Multiple R-squared:  0.01364,	Adjusted R-squared:  0.006933 
Output:F-statistic: 2.033 on 1 and 147 DF,  p-value: 0.156
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0622 0.062152  2.0333  0.156
Output:Residuals 147 4.4934 0.030567               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.05065166
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001601880 -0.002386478
Output:regressor   -0.002386478  0.004077578
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.477186   0.044165  10.805   <2e-16 ***
Output:regressor   0.091054   0.066513   1.369   0.1731    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.41497 -0.10138 -0.00658  0.10011  0.47788 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52212    0.02228  23.435   <2e-16 ***
Output:regressor    0.17483    0.35527   0.492    0.623    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1759 on 147 degrees of freedom
Output:Multiple R-squared:  0.001645,	Adjusted R-squared:  -0.005147 
Output:F-statistic: 0.2422 on 1 and 147 DF,  p-value: 0.6234
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.0075 0.0074923  0.2422 0.6234
Output:Residuals 147 4.5481 0.0309392               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.001656276
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0004963805 -0.006036803
Output:regressor   -0.0060368028  0.126216019
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.522116   0.029882 17.4725   <2e-16 ***
Output:regressor   0.174828   0.374998  0.4662   0.6418    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.42120 -0.10934  0.00579  0.09851  0.47241 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52535    0.02566  20.471   <2e-16 ***
Output:regressor    0.01679    0.06949   0.242    0.809    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.176 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003971,	Adjusted R-squared:  -0.006403 
Output:F-statistic: 0.0584 on 1 and 147 DF,  p-value: 0.8094
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0018 0.001809  0.0584 0.8094
Output:Residuals 147 4.5537 0.030978               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03078076
Output:[1] 0.04334647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006585629 -0.001475168
Output:regressor   -0.0014751677  0.004828761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.525347   0.030473 17.2400   <2e-16 ***
Output:regressor   0.016792   0.076291  0.2201   0.8261    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-2.390e-15 -6.340e-18  1.505e-17  3.895e-17  2.352e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.183e-16  1.931e-17 -1.131e+01   <2e-16 ***
Output:regressor    1.000e+00  1.651e-17  6.055e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.062e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.667e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 155.92  155.92 3.6666e+33 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.727782e-34 1.543776e-34
Output:regressor   1.543776e-34 2.727328e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -2.1829e-16  2.1705e-17 -1.0057e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  1.2218e-17  8.1844e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.38853 -0.48475 -0.05003  0.38132  1.41228 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.22033    0.07706   2.859  0.00487 ** 
Output:regressor    2.14925    0.14931  14.394  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6635 on 147 degrees of freedom
Output:Multiple R-squared:  0.585,	Adjusted R-squared:  0.5821 
Output:F-statistic: 207.2 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 91.207  91.207  207.19 < 2.2e-16 ***
Output:Residuals 147 64.710   0.440                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005939002 0.008157231
Output:regressor   0.008157231 0.022294568
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.22033    0.31181  0.7066    0.4809    
Output:regressor    2.14925    0.52922  4.0612 7.912e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.3451 -0.4355  0.1732  0.6252  1.2578 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.67028    0.06573  -10.20   <2e-16 ***
Output:regressor   -0.48357    0.04804  -10.07   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7924 on 147 degrees of freedom
Output:Multiple R-squared:  0.4081,	Adjusted R-squared:  0.404 
Output:F-statistic: 101.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 63.623  63.623  101.33 < 2.2e-16 ***
Output:Residuals 147 92.294   0.628                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0043210097 0.0004974528
Output:regressor   0.0004974528 0.0023076289
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.67028    0.50893 -1.3170 0.189874    
Output:regressor   -0.48357    0.13612 -3.5527 0.000513 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.4743 -0.6914 -0.1062  0.5687  1.8134 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.32357    0.14602   2.216   0.0282 *  
Output:regressor    0.19375    0.02755   7.034 7.06e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8908 on 147 degrees of freedom
Output:Multiple R-squared:  0.2518,	Adjusted R-squared:  0.2467 
Output:F-statistic: 49.47 on 1 and 147 DF,  p-value: 7.056e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  39.262  39.262  49.474 7.056e-11 ***
Output:Residuals 147 116.656   0.794                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.021322215 0.0034838653
Output:regressor   0.003483865 0.0007587624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.32357    0.28291  1.1437   0.2546
Output:regressor    0.19375    0.18260  1.0611   0.2904
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.2022 -0.8955  0.2904  0.8082  1.4761 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.66050    0.08121  -8.134 1.60e-13 ***
Output:regressor   -0.24822    0.05286  -4.696 6.03e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9604 on 147 degrees of freedom
Output:Multiple R-squared:  0.1304,	Adjusted R-squared:  0.1245 
Output:F-statistic: 22.05 on 1 and 147 DF,  p-value: 6.035e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  20.338 20.3380  22.051 6.035e-06 ***
Output:Residuals 147 135.579  0.9223                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006594636 0.001063308
Output:regressor   0.001063308 0.002794090
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.66050    0.81234 -0.8131   0.4175
Output:regressor   -0.24822    0.32436 -0.7653   0.4453
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.99546 -0.96105 -0.00397  0.82958  1.83031 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.02269    0.23493   0.097   0.9232   
Output:regressor   -0.14562    0.05442  -2.676   0.0083 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.006 on 147 degrees of freedom
Output:Multiple R-squared:  0.04645,	Adjusted R-squared:  0.03996 
Output:F-statistic: 7.161 on 1 and 147 DF,  p-value: 0.008298
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1   7.242  7.2422  7.1606 0.008298 **
Output:Residuals 147 148.675  1.0114                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.05519163 -0.011972338
Output:regressor   -0.01197234  0.002961277
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.022687   0.536232  0.0423   0.9663
Output:regressor   -0.145618   0.292216 -0.4983   0.6190
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9027 -1.0405  0.2782  0.8004  1.8110 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.47705    0.15772  -3.025  0.00294 **
Output:regressor    0.01592    0.02385   0.667  0.50554   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.028 on 147 degrees of freedom
Output:Multiple R-squared:  0.003021,	Adjusted R-squared:  -0.003761 
Output:F-statistic: 0.4455 on 1 and 147 DF,  p-value: 0.5055
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.471 0.47107  0.4455 0.5055
Output:Residuals 147 155.446 1.05746               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.053495
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.024874325 0.0031802055
Output:regressor   0.003180205 0.0005689114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.47705    0.74607 -0.6394   0.5235
Output:regressor    0.01592    0.23630  0.0674   0.9464
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-9.062e-16 -7.440e-17 -2.790e-17  3.680e-17  7.322e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.164e-15  1.468e-16 7.929e+00 5.11e-13 ***
Output:regressor   1.000e+00  3.401e-17 2.940e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.286e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.645e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 341.54  341.54 8.6446e+32 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.156004e-32 -4.676871e-33
Output:regressor   -4.676871e-33  1.156792e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 1.1642e-15 3.3929e-16 3.4313e+00 0.0007801 ***
Output:regressor   1.0000e+00 7.3135e-17 1.3673e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.7610 -1.0737  0.3613  1.0247  1.6564 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  2.40274    0.19502   12.32   <2e-16 ***
Output:regressor   -0.35723    0.03679   -9.71   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.19 on 147 degrees of freedom
Output:Multiple R-squared:  0.3908,	Adjusted R-squared:  0.3866 
Output:F-statistic: 94.29 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 133.47 133.468  94.294 < 2.2e-16 ***
Output:Residuals 147 208.07   1.415                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.038031189 0.006213967
Output:regressor   0.006213967 0.001353360
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.40274    5.37117  0.4473   0.6553
Output:regressor   -0.35723    0.69223 -0.5161   0.6066
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.73236 -0.87057  0.04625  0.75844  2.49426 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  2.59162    0.18602  13.932  < 2e-16 ***
Output:regressor   -0.25963    0.02813  -9.229 2.76e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.213 on 147 degrees of freedom
Output:Multiple R-squared:  0.3669,	Adjusted R-squared:  0.3625 
Output:F-statistic: 85.17 on 1 and 147 DF,  p-value: 2.759e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 125.30 125.296  85.175 2.759e-16 ***
Output:Residuals 147 216.24   1.471                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.034603100 0.0044240383
Output:regressor   0.004424038 0.0007914224
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.59162    4.76158  0.5443   0.5871
Output:regressor   -0.25963    0.56318 -0.4610   0.6455
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.3991 -0.9324  0.5859  0.9991  2.0403 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.3837     0.1596  21.205  < 2e-16 ***
Output:regressor    -1.8017     0.3092  -5.828 3.42e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.374 on 147 degrees of freedom
Output:Multiple R-squared:  0.1877,	Adjusted R-squared:  0.1821 
Output:F-statistic: 33.96 on 1 and 147 DF,  p-value: 3.424e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  64.096  64.096   33.96 3.424e-08 ***
Output:Residuals 147 277.444   1.887                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02546341 0.03497404
Output:regressor    0.03497404 0.09558772
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   3.3837     4.4839  0.7546   0.4517
Output:regressor    -1.8017     5.4673 -0.3295   0.7422
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.9024 -0.4761 -0.1112  1.1250  2.2963 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.90240    0.12009  32.495  < 2e-16 ***
Output:regressor   -0.36937    0.07817  -4.725 5.33e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.42 on 147 degrees of freedom
Output:Multiple R-squared:  0.1319,	Adjusted R-squared:  0.126 
Output:F-statistic: 22.33 on 1 and 147 DF,  p-value: 5.325e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  45.036  45.036  22.328 5.325e-06 ***
Output:Residuals 147 296.504   2.017                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.014422098 0.002325395
Output:regressor   0.002325395 0.006110519
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  3.90240    1.62339  2.4039  0.01747 *
Output:regressor   -0.36937    0.63352 -0.5830  0.56075  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.8624 -0.5751  0.4726  0.9325  2.4791 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.8624     0.1394  27.715   <2e-16 ***
Output:regressor    -0.3190     0.1192  -2.676   0.0083 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.488 on 147 degrees of freedom
Output:Multiple R-squared:  0.04645,	Adjusted R-squared:  0.03996 
Output:F-statistic: 7.161 on 1 and 147 DF,  p-value: 0.008298
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  15.86 15.8642  7.1606 0.008298 **
Output:Residuals 147 325.68  2.2155                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01942171 0.00804306
Output:regressor    0.00804306 0.01420935
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  3.86241    3.40235  1.1352   0.2581
Output:regressor   -0.31898    1.75634 -0.1816   0.8561
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.0545 -0.3141  0.4406  0.9938  2.0966 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  4.05451    0.12631   32.10   <2e-16 ***
Output:regressor    0.05355    0.09230    0.58    0.563    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.523 on 147 degrees of freedom
Output:Multiple R-squared:  0.002284,	Adjusted R-squared:  -0.004503 
Output:F-statistic: 0.3365 on 1 and 147 DF,  p-value: 0.5627
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.78  0.7801  0.3365 0.5627
Output:Residuals 147 340.76  2.3181               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.307704
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.015953616 0.001836647
Output:regressor   0.001836647 0.008520005
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 4.054508   1.241266  3.2664 0.001356 **
Output:regressor   0.053546   0.400880  0.1336 0.893924   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-5.637e-16 -1.491e-16 -4.180e-17  7.170e-17  6.632e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.328e-15  9.385e-17 2.481e+01   <2e-16 ***
Output:regressor   1.000e+00  1.770e-17 5.648e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.726e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.19e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 1045.9  1045.9 3.1902e+33 < 2.2e-16 ***
Output:Residuals 147    0.0     0.0                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.808639e-33 1.439255e-33
Output:regressor   1.439255e-33 3.134601e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 2.3284e-15 1.7411e-16 1.3373e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.7905e-17 3.5836e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.7404 -1.0571  0.3793  0.7764  2.2931 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -2.2207     0.1411  -15.74   <2e-16 ***
Output:regressor     6.4798     0.2733   23.71   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.215 on 147 degrees of freedom
Output:Multiple R-squared:  0.7927,	Adjusted R-squared:  0.7913 
Output:F-statistic:   562 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 829.05  829.05  562.04 < 2.2e-16 ***
Output:Residuals 147 216.84    1.48                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01990079 0.02733377
Output:regressor    0.02733377 0.07470608
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -2.22066    0.92895 -2.3905  0.01809 *  
Output:regressor    6.47979    1.28821  5.0301 1.41e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.2622 -1.5460 -0.2262  1.3007  2.9920 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.26548    0.24912   -5.08 1.13e-06 ***
Output:regressor    0.59500    0.03768   15.79  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.624 on 147 degrees of freedom
Output:Multiple R-squared:  0.6292,	Adjusted R-squared:  0.6266 
Output:F-statistic: 249.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 658.04  658.04  249.41 < 2.2e-16 ***
Output:Residuals 147 387.85    2.64                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.062062723 0.007934777
Output:regressor   0.007934777 0.001419463
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.26548    2.24703 -0.5632  0.57417  
Output:regressor    0.59500    0.24143  2.4644  0.01488 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.5896 -0.9628  0.1173  1.1313  4.1767 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.1688     0.4863  -0.347    0.729    
Output:regressor    -1.0939     0.1127  -9.710   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.082 on 147 degrees of freedom
Output:Multiple R-squared:  0.3908,	Adjusted R-squared:  0.3866 
Output:F-statistic: 94.29 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 408.71  408.71  94.294 < 2.2e-16 ***
Output:Residuals 147 637.17    4.33                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.23653146 -0.05130913
Output:regressor   -0.05130913  0.01269097
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.16880    2.14512 -0.0787 0.9373866    
Output:regressor   -1.09393    0.32236 -3.3935 0.0008871 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-4.164 -2.078  0.366  1.625  3.905 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.8558     0.2160 -17.849  < 2e-16 ***
Output:regressor     1.2997     0.1848   7.034 7.06e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.307 on 147 degrees of freedom
Output:Multiple R-squared:  0.2518,	Adjusted R-squared:  0.2467 
Output:F-statistic: 49.47 on 1 and 147 DF,  p-value: 7.056e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 263.36 263.364  49.474 7.056e-11 ***
Output:Residuals 147 782.52   5.323                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.04666546 0.01932544
Output:regressor    0.01932544 0.03414148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -3.8558     2.4336 -1.5845   0.1152
Output:regressor     1.2997     1.1894  1.0927   0.2763
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.5826 -2.2797 -0.4479  2.2343  4.4636 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.4151     0.2178 -20.275  < 2e-16 ***
Output:regressor     0.4636     0.1417   3.271  0.00134 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.575 on 147 degrees of freedom
Output:Multiple R-squared:  0.06784,	Adjusted R-squared:  0.06149 
Output:F-statistic:  10.7 on 1 and 147 DF,  p-value: 0.001337
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  70.95  70.948  10.697 0.001337 **
Output:Residuals 147 974.93   6.632                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.047421205 0.007646116
Output:regressor   0.007646116 0.020091956
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -4.41508    1.92799 -2.2900  0.02345 *
Output:regressor    0.46361    0.95511  0.4854  0.62812  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.0146 -2.5139  0.0188  2.0832  4.6209 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.6209     0.2207 -20.933   <2e-16 ***
Output:regressor    -0.1363     0.1613  -0.845      0.4    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.661 on 147 degrees of freedom
Output:Multiple R-squared:  0.004831,	Adjusted R-squared:  -0.001939 
Output:F-statistic: 0.7136 on 1 and 147 DF,  p-value: 0.3996
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1    5.05  5.0526  0.7136 0.3996
Output:Residuals 147 1040.83  7.0805               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.066768
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.048729251 0.005609916
Output:regressor   0.005609916 0.026023785
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -4.62089    2.51835 -1.8349  0.06854 .
Output:regressor   -0.13627    0.76447 -0.1783  0.85876  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.223e-15 -2.477e-16 -1.161e-16  3.010e-17  1.534e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.164e-15  1.994e-16 5.837e+00 3.26e-08 ***
Output:regressor   1.000e+00  3.016e-17 3.315e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.3e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.099e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 1858.7  1858.7 1.0993e+33 < 2.2e-16 ***
Output:Residuals 147    0.0     0.0                         
Error:Warning message:
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.977499e-32 5.085269e-33
Output:regressor   5.085269e-33 9.097109e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 1.1642e-15 3.3837e-16 3.4406e+00 0.0007557 ***
Output:regressor   1.0000e+00 4.3054e-17 2.3227e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.9009 -2.1295 -0.6217  1.7944  3.8714 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.73479    0.35494   -2.07   0.0402 *  
Output:regressor    1.05743    0.06696   15.79   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.165 on 147 degrees of freedom
Output:Multiple R-squared:  0.6292,	Adjusted R-squared:  0.6266 
Output:F-statistic: 249.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1169.46 1169.46  249.41 < 2.2e-16 ***
Output:Residuals 147  689.28    4.69                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.12598590 0.020585006
Output:regressor    0.02058501 0.004483275
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.73479   11.01272 -0.0667   0.9469
Output:regressor    1.05743    1.21555  0.8699   0.3858
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.0985 -1.6934 -0.8128  2.3193  4.9153 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.9153     0.1999  -24.59   <2e-16 ***
Output:regressor     1.7728     0.1301   13.63   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.364 on 147 degrees of freedom
Output:Multiple R-squared:  0.5581,	Adjusted R-squared:  0.5551 
Output:F-statistic: 185.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1037.42 1037.42  185.68 < 2.2e-16 ***
Output:Residuals 147  821.32    5.59                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.039949446 0.006441382
Output:regressor   0.006441382 0.016926236
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  -4.9153     1.9004 -2.5865  0.01067 *
Output:regressor     1.7728     1.2076  1.4681  0.14422  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-5.6255 -1.9036 -0.1907  2.0210  6.4688 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.1227     0.6610   0.186    0.853    
Output:regressor    -1.4130     0.1531  -9.229 2.76e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.829 on 147 degrees of freedom
Output:Multiple R-squared:  0.3669,	Adjusted R-squared:  0.3625 
Output:F-statistic: 85.17 on 1 and 147 DF,  p-value: 2.759e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  681.89  681.89  85.175 2.759e-16 ***
Output:Residuals 147 1176.85    8.01                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.43687294 -0.09476782
Output:regressor   -0.09476782  0.02344018
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.12265    1.83358  0.0669  0.94676  
Output:regressor   -1.41298    0.61574 -2.2948  0.02316 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.8032 -3.0207  0.5123  2.8465  4.2137 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.6002     0.3421 -10.525  < 2e-16 ***
Output:regressor     5.4382     0.6627   8.206 1.06e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.945 on 147 degrees of freedom
Output:Multiple R-squared:  0.3142,	Adjusted R-squared:  0.3095 
Output:F-statistic: 67.34 on 1 and 147 DF,  p-value: 1.06e-13
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1  583.94  583.94  67.335 1.06e-13 ***
Output:Residuals 147 1274.80    8.67                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept) regressor
Output:(Intercept)   0.1169992 0.1606986
Output:regressor     0.1606986 0.4392062
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -3.6002     7.1618 -0.5027   0.6159
Output:regressor     5.4382     6.6835  0.8137   0.4171
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-5.1303 -2.4411 -0.5679  2.4496  5.5025 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -5.3084     0.2555 -20.775  < 2e-16 ***
Output:regressor     1.3062     0.1867   6.995 8.67e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.08 on 147 degrees of freedom
Output:Multiple R-squared:  0.2498,	Adjusted R-squared:  0.2447 
Output:F-statistic: 48.94 on 1 and 147 DF,  p-value: 8.666e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  464.23  464.23  48.936 8.666e-11 ***
Output:Residuals 147 1394.51    9.49                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.065287620 0.007516184
Output:regressor   0.007516184 0.034866758
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -5.30840    3.72214 -1.4262   0.1559
Output:regressor    1.30624    0.84901  1.5385   0.1261
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-5.4682 -3.3623 -0.0782  3.7234  5.4826 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -5.4826     0.3324 -16.492   <2e-16 ***
Output:regressor     0.1898     0.2843   0.667    0.506    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.551 on 147 degrees of freedom
Output:Multiple R-squared:  0.003021,	Adjusted R-squared:  -0.003761 
Output:F-statistic: 0.4455 on 1 and 147 DF,  p-value: 0.5055
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1    5.62  5.6157  0.4455 0.5055
Output:Residuals 147 1853.12 12.6063               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 12.55904
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.11051104 0.04576564
Output:regressor    0.04576564 0.08085232
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -5.48256    9.63736 -0.5689   0.5703
Output:regressor    0.18978    2.52785  0.0751   0.9403
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-2.766e-16 -3.246e-17 -2.094e-17 -4.670e-18  2.878e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.183e-16  2.799e-17 7.799e+00 1.06e-12 ***
Output:regressor   1.000e+00  5.423e-17 1.844e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.41e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.4e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 19.745  19.745 3.4e+32 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 7.834894e-34 1.076124e-33
Output:regressor   1.076124e-33 2.941160e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 2.1829e-16 3.8291e-17 5.7007e+00  6.32e-08 ***
Output:regressor   1.0000e+00 5.3164e-17 1.8810e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.30465 -0.10894 -0.01654  0.07061  0.39991 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.19580    0.02735   7.158 3.61e-11 ***
Output:regressor    0.12233    0.00516  23.707  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1669 on 147 degrees of freedom
Output:Multiple R-squared:  0.7927,	Adjusted R-squared:  0.7913 
Output:F-statistic:   562 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 15.6514 15.6514  562.04 < 2.2e-16 ***
Output:Residuals 147  4.0936  0.0278                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.000748222 1.222530e-04
Output:regressor   0.000122253 2.662588e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.195798   0.060535  3.2345 0.0015052 ** 
Output:regressor   0.122331   0.035792  3.4178 0.0008169 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.42924 -0.18428  0.03304  0.20024  0.42459 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.21182    0.02211  -9.582   <2e-16 ***
Output:regressor    0.27217    0.01891  14.394   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2361 on 147 degrees of freedom
Output:Multiple R-squared:  0.585,	Adjusted R-squared:  0.5821 
Output:F-statistic: 207.2 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 11.5502 11.5502  207.19 < 2.2e-16 ***
Output:Residuals 147  8.1947  0.0557                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0004886938 0.0002023815
Output:regressor   0.0002023815 0.0003575392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.211822   0.134146 -1.5790 0.116476   
Output:regressor    0.272175   0.087254  3.1193 0.002182 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.5739 -0.2147 -0.0402  0.2983  0.5109 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.04296    0.04655  -0.923    0.358    
Output:regressor    0.05777    0.00704   8.206 1.06e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3035 on 147 degrees of freedom
Output:Multiple R-squared:  0.3142,	Adjusted R-squared:  0.3095 
Output:F-statistic: 67.34 on 1 and 147 DF,  p-value: 1.06e-13
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1  6.203  6.2030  67.335 1.06e-13 ***
Output:Residuals 147 13.542  0.0921                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0021669650 2.770485e-04
Output:regressor   0.0002770485 4.956159e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.042958   0.314328 -0.1367   0.8915
Output:regressor    0.057769   0.101870  0.5671   0.5715
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.62992 -0.19966  0.02539  0.28041  0.55736 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.05523    0.07716   0.716    0.475    
Output:regressor   -0.10416    0.01787  -5.828 3.42e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3303 on 147 degrees of freedom
Output:Multiple R-squared:  0.1877,	Adjusted R-squared:  0.1821 
Output:F-statistic: 33.96 on 1 and 147 DF,  p-value: 3.424e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  3.7055  3.7055   33.96 3.424e-08 ***
Output:Residuals 147 16.0395  0.1091                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005954231 -0.001291610
Output:regressor   -0.001291610  0.000319471
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.055231   0.177043  0.3120  0.75551  
Output:regressor   -0.104160   0.051521 -2.0217  0.04502 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.6459 -0.2993  0.1167  0.2565  0.5209 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.38287    0.02908 -13.168  < 2e-16 ***
Output:regressor   -0.07878    0.02125  -3.708 0.000296 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3505 on 147 degrees of freedom
Output:Multiple R-squared:  0.08551,	Adjusted R-squared:  0.07929 
Output:F-statistic: 13.75 on 1 and 147 DF,  p-value: 0.0002959
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.6884 1.68844  13.746 0.0002959 ***
Output:Residuals 147 18.0565 0.12283                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.453657e-04 9.732205e-05
Output:regressor   9.732205e-05 4.514663e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.382866   0.529971 -0.7224   0.4712
Output:regressor   -0.078777   0.115962 -0.6793   0.4980
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.67102 -0.34039  0.03657  0.32386  0.57411 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.36170    0.03096 -11.683   <2e-16 ***
Output:regressor    0.01099    0.02015   0.545    0.586    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3661 on 147 degrees of freedom
Output:Multiple R-squared:  0.002019,	Adjusted R-squared:  -0.00477 
Output:F-statistic: 0.2974 on 1 and 147 DF,  p-value: 0.5863
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0399 0.039865  0.2974 0.5863
Output:Residuals 147 19.7051 0.134048               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.133412
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0009584650 0.0001545413
Output:regressor   0.0001545413 0.0004060934
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.36170    0.60475 -0.5981   0.5507
Output:regressor    0.01099    0.16657  0.0660   0.9475
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-6.628e-16 -5.222e-17  1.817e-17  3.538e-17  3.403e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error  t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  9.145e-18 0.00e+00        1    
Output:regressor   1.000e+00  5.953e-18 1.68e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.082e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.822e+34 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 330.09  330.09 2.8219e+34 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.363812e-35 1.348567e-35
Output:regressor   1.348567e-35 3.543675e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 1.0971e-17 0.0000e+00        1    
Output:regressor   1.0000e+00 7.5066e-18 1.3322e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.3992 -0.5672 -0.2203  0.5612  2.3969 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.18364    0.06946  -2.644  0.00909 ** 
Output:regressor    0.91349    0.05076  17.996  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8373 on 147 degrees of freedom
Output:Multiple R-squared:  0.6878,	Adjusted R-squared:  0.6857 
Output:F-statistic: 323.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 227.04 227.036  323.85 < 2.2e-16 ***
Output:Residuals 147 103.06   0.701                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0048248469 0.0005554566
Output:regressor   0.0005554566 0.0025767024
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.18364    0.53470 -0.3434    0.7318    
Output:regressor    0.91349    0.20991  4.3518 2.514e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.07441 -0.78067  0.08559  0.84814  1.90867 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.3793     0.1528   9.029 8.99e-16 ***
Output:regressor     0.3148     0.0231  13.626  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9961 on 147 degrees of freedom
Output:Multiple R-squared:  0.5581,	Adjusted R-squared:  0.5551 
Output:F-statistic: 185.7 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 184.23 184.234  185.68 < 2.2e-16 ***
Output:Residuals 147 145.86   0.992                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.023340057 0.0029840479
Output:regressor   0.002984048 0.0005338205
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  1.37934    1.33798  1.0309  0.30428  
Output:regressor    0.31483    0.13448  2.3411  0.02057 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-2.198 -1.024 -0.557  1.469  2.707 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.06274    0.32616   3.258  0.00139 ** 
Output:regressor   -0.35699    0.07555  -4.725 5.33e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.396 on 147 degrees of freedom
Output:Multiple R-squared:  0.1319,	Adjusted R-squared:  0.126 
Output:F-statistic: 22.33 on 1 and 147 DF,  p-value: 5.325e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  43.526  43.526  22.328 5.325e-06 ***
Output:Residuals 147 286.566   1.949                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.10637994 -0.023076263
Output:regressor   -0.02307626  0.005707757
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.06274    1.52974  0.6947   0.4883
Output:regressor   -0.35699    0.33870 -1.0540   0.2936
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9470 -1.2822 -0.2556  0.9087  3.5746 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.6780     0.1308  -5.182 7.12e-07 ***
Output:regressor    -0.5255     0.1119  -4.696 6.03e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.397 on 147 degrees of freedom
Output:Multiple R-squared:  0.1304,	Adjusted R-squared:  0.1245 
Output:F-statistic: 22.05 on 1 and 147 DF,  p-value: 6.035e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  43.058  43.058  22.051 6.035e-06 ***
Output:Residuals 147 287.035   1.953                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.017117342 0.007088759
Output:regressor   0.007088759 0.012523426
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.67801    1.48691 -0.4560   0.6491
Output:regressor   -0.52551    0.51780 -1.0149   0.3118
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.4457 -1.0348 -0.2908  1.2072  3.0842 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.29128    0.23715   1.228  0.22133   
Output:regressor    0.14632    0.04474   3.271  0.00134 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.447 on 147 degrees of freedom
Output:Multiple R-squared:  0.06784,	Adjusted R-squared:  0.06149 
Output:F-statistic:  10.7 on 1 and 147 DF,  p-value: 0.001337
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  22.392 22.3919  10.697 0.001337 **
Output:Residuals 147 307.700  2.0932                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.056241236 0.009189331
Output:regressor   0.009189331 0.002001374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.29128    4.52391  0.0644   0.9488
Output:regressor    0.14632    0.55788  0.2623   0.7935
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.3296 -1.2114 -0.3238  1.2498  3.3361 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  -0.3133     0.1739  -1.802   0.0736 .
Output:regressor     0.1837     0.3369   0.545   0.5863  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.497 on 147 degrees of freedom
Output:Multiple R-squared:  0.002019,	Adjusted R-squared:  -0.00477 
Output:F-statistic: 0.2974 on 1 and 147 DF,  p-value: 0.5863
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.67 0.66646  0.2974 0.5863
Output:Residuals 147 329.43 2.24099               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.03023420 0.04152672
Output:regressor    0.04152672 0.11349690
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.31334    2.44753  -0.128   0.8983
Output:regressor    0.18372    2.74369   0.067   0.9467
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-7.840e-15 -1.080e-17  4.130e-17  9.030e-17  5.635e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.091e-16  5.470e-17 1.995e+00   0.0479 *  
Output:regressor   1.000e+00  3.998e-17 2.502e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.594e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.258e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 272.08  272.08 6.2577e+32 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 1.838357
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.992316e-33 3.444880e-34
Output:regressor   3.444880e-34 1.598042e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 1.0914e-16 5.2511e-17 2.0785e+00   0.0394 *  
Output:regressor   1.0000e+00 1.4295e-17 6.9957e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.48106 -0.66402  0.02086  0.61857  1.57591 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07097    0.06428   1.104    0.271    
Output:regressor    0.75294    0.04184  17.996   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7602 on 147 degrees of freedom
Output:Multiple R-squared:  0.6878,	Adjusted R-squared:  0.6857 
Output:F-statistic: 323.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 187.134 187.134  323.85 < 2.2e-16 ***
Output:Residuals 147  84.943   0.578                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0041316794 0.0006661851
Output:regressor   0.0006661851 0.0017505570
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.070966   0.700334  0.1013   0.9194
Output:regressor   0.752936   0.511274  1.4727   0.1430
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.42749 -0.74808 -0.07641  0.94390  2.19201 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.69321    0.09800  -7.073  5.7e-11 ***
Output:regressor   -0.84384    0.08383 -10.066  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.047 on 147 degrees of freedom
Output:Multiple R-squared:  0.4081,	Adjusted R-squared:  0.404 
Output:F-statistic: 101.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 111.02 111.023  101.33 < 2.2e-16 ***
Output:Residuals 147 161.05   1.096                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 1.053495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.009604480 0.003977477
Output:regressor   0.003977477 0.007026850
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.69321    0.64965 -1.0671   0.2877
Output:regressor   -0.84384    0.75859 -1.1124   0.2678
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0236 -1.1157  0.1898  0.7813  2.1342 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.85325    0.18073   4.721 5.42e-06 ***
Output:regressor    0.19120    0.02733   6.995 8.67e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.178 on 147 degrees of freedom
Output:Multiple R-squared:  0.2498,	Adjusted R-squared:  0.2447 
Output:F-statistic: 48.94 on 1 and 147 DF,  p-value: 8.666e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  67.953  67.953  48.936 8.666e-11 ***
Output:Residuals 147 204.124   1.389                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 12.55904
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.032663677 0.004176081
Output:regressor   0.004176081 0.000747065
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.85325    2.38780  0.3573   0.7214
Output:regressor    0.19120    0.22238  0.8598   0.3913
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-2.012 -1.051 -0.224  1.226  2.764 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.6127     0.1511  -4.055 8.11e-05 ***
Output:regressor    -1.0855     0.2928  -3.708 0.000296 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.301 on 147 degrees of freedom
Output:Multiple R-squared:  0.08551,	Adjusted R-squared:  0.07929 
Output:F-statistic: 13.75 on 1 and 147 DF,  p-value: 0.0002959
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  23.266 23.2660  13.746 0.0002959 ***
Output:Residuals 147 248.811  1.6926                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 0.133412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02283547 0.03136456
Output:regressor    0.03136456 0.08572263
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.61274    2.01218 -0.3045   0.7612
Output:regressor   -1.08551    2.10238 -0.5163   0.6064
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.3689 -0.8017 -0.4110  1.1779  2.6598 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.37834    0.22246  -1.701   0.0911 .
Output:regressor   -0.03545    0.04197  -0.845   0.3996  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.357 on 147 degrees of freedom
Output:Multiple R-squared:  0.004831,	Adjusted R-squared:  -0.001939 
Output:F-statistic: 0.7136 on 1 and 147 DF,  p-value: 0.3996
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   1.314  1.3144  0.7136 0.3996
Output:Residuals 147 270.762  1.8419               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 7.066768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.049489730 0.008086194
Output:regressor   0.008086194 0.001761118
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.37834    2.48768 -0.1521   0.8793
Output:regressor   -0.03545    0.24641 -0.1439   0.8858
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.4059 -0.7635 -0.3136  1.1715  2.5929 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.38802    0.31744  -1.222    0.224
Output:regressor    0.04266    0.07353   0.580    0.563
Output:
Output:Residual standard error: 1.359 on 147 degrees of freedom
Output:Multiple R-squared:  0.002284,	Adjusted R-squared:  -0.004503 
Output:F-statistic: 0.3365 on 1 and 147 DF,  p-value: 0.5627
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.621 0.62144  0.3365 0.5627
Output:Residuals 147 271.455 1.84664               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.838357
Output:[1] 2.307704
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.10077052 -0.021859452
Output:regressor   -0.02185945  0.005406787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.388025   1.188491 -0.3265   0.7445
Output:regressor    0.042656   0.552432  0.0772   0.9386
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.042e-16 -1.512e-17 -1.710e-18  7.080e-18  6.407e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  9.800e-18 0.000e+00        1    
Output:regressor   1.000e+00  1.235e-17 8.099e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.219e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.559e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 25.366  25.366 6.5588e+33 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Error:Output:              (Intercept)     regressor
Output:(Intercept)  9.604280e-35 -1.033729e-34
Output:regressor   -1.033729e-34  1.524676e-34
Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 1.4378e-17 0.0000e+00        1    
Output:regressor   1.0000e+00 1.5752e-17 6.3485e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.03100 -0.25514  0.01829  0.29104  0.94708 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.51077    0.04149  12.310  < 2e-16 ***
Output:regressor    1.61860    0.27180   5.955 1.83e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3729 on 147 degrees of freedom
Output:Multiple R-squared:  0.1944,	Adjusted R-squared:  0.1889 
Output:F-statistic: 35.46 on 1 and 147 DF,  p-value: 1.833e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  4.9301  4.9301  35.464 1.833e-08 ***
Output:Residuals 147 20.4356  0.1390                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001721582 -0.007632545
Output:regressor   -0.007632545  0.073874612
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.51077    0.14290  3.5743 0.0004755 ***
Output:regressor    1.61860    0.64641  2.5040 0.0133732 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.05865 -0.22928  0.03253  0.28181  0.99991 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.71810    0.03249  22.103  < 2e-16 ***
Output:regressor    0.10537    0.02115   4.982 1.74e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3842 on 147 degrees of freedom
Output:Multiple R-squared:  0.1445,	Adjusted R-squared:  0.1387 
Output:F-statistic: 24.82 on 1 and 147 DF,  p-value: 1.741e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  3.6648  3.6648  24.825 1.741e-06 ***
Output:Residuals 147 21.7010  0.1476                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0010555436 0.0001701941
Output:regressor   0.0001701941 0.0004472247
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.71810    0.11880  6.0446 1.178e-08 ***
Output:regressor    0.10537    0.06660  1.5821    0.1158    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.18453 -0.18558  0.04364  0.27674  0.98961 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.66845    0.03482  19.198   <2e-16 ***
Output:regressor    0.06445    0.05445   1.184    0.239    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4134 on 147 degrees of freedom
Output:Multiple R-squared:  0.009439,	Adjusted R-squared:  0.002701 
Output:F-statistic: 1.401 on 1 and 147 DF,  p-value: 0.2385
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.2394 0.23943  1.4008 0.2385
Output:Residuals 147 25.1263 0.17093               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0012123267 -0.0004395671
Output:regressor   -0.0004395671  0.0029650859
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.668445   0.136145  4.9098 2.397e-06 ***
Output:regressor   0.064447   0.163802  0.3934    0.6946    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.17785 -0.20826  0.05333  0.26348  1.01756 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.62366    0.05923  10.529   <2e-16 ***
Output:regressor    0.05114    0.04573   1.118    0.265    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4136 on 147 degrees of freedom
Output:Multiple R-squared:  0.008438,	Adjusted R-squared:  0.001692 
Output:F-statistic: 1.251 on 1 and 147 DF,  p-value: 0.2652
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.214 0.21403  1.2509 0.2652
Output:Residuals 147 25.152 0.17110               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003508569 -0.002221481
Output:regressor   -0.002221481  0.002090873
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.623663   0.180087  3.4631 0.0006996 ***
Output:regressor   0.051142   0.095847  0.5336 0.5944381    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.16144 -0.20169  0.03454  0.26408  0.94907 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.71187    0.05358  13.286   <2e-16 ***
Output:regressor   -0.06004    0.07347  -0.817    0.415    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4145 on 147 degrees of freedom
Output:Multiple R-squared:  0.004522,	Adjusted R-squared:  -0.00225 
Output:F-statistic: 0.6677 on 1 and 147 DF,  p-value: 0.4152
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1147 0.11470  0.6677 0.4152
Output:Residuals 147 25.2510 0.17178               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002870678 -0.003045089
Output:regressor   -0.003045089  0.005397862
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.711868   0.198238  3.5910 0.0004484 ***
Output:regressor   -0.060036   0.164222 -0.3656 0.7152031    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.17032 -0.18117  0.04864  0.25347  0.94530 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.67406    0.03435  19.623   <2e-16 ***
Output:regressor   -0.03672    0.04796  -0.766    0.445    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4146 on 147 degrees of freedom
Output:Multiple R-squared:  0.003972,	Adjusted R-squared:  -0.002804 
Output:F-statistic: 0.5862 on 1 and 147 DF,  p-value: 0.4451
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1008 0.10075  0.5862 0.4451
Output:Residuals 147 25.2650 0.17187               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.17139
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0011800059 0.0002469653
Output:regressor   0.0002469653 0.0023004914
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.674057   0.145212  4.6419 7.585e-06 ***
Output:regressor   -0.036723   0.195446 -0.1879    0.8512    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.801e-16 -2.377e-17 -1.333e-17 -8.300e-19  1.468e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.819e-17  1.064e-17 1.709e+00   0.0895 .  
Output:regressor   1.000e+00  1.486e-17 6.730e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.284e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.53e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1  74.71   74.71 4.5297e+33 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.132391e-34 2.369998e-35
Output:regressor   2.369998e-35 2.207662e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 1.8191e-17 1.0284e-17 1.7688e+00  0.07901 .  
Output:regressor   1.0000e+00 6.7520e-18 1.4810e+17  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.1631 -0.4868 -0.1265  0.3898  1.8683 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.40827    0.08639  -4.726 5.32e-06 ***
Output:regressor    0.53342    0.11847   4.503 1.36e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6683 on 147 degrees of freedom
Output:Multiple R-squared:  0.1212,	Adjusted R-squared:  0.1152 
Output:F-statistic: 20.27 on 1 and 147 DF,  p-value: 1.357e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  9.055  9.0549  20.274 1.357e-05 ***
Output:Residuals 147 65.655  0.4466                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.007464080 -0.007917566
Output:regressor   -0.007917566  0.014035038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.40827    1.29146 -0.3161   0.7523
Output:regressor    0.53342    0.98557  0.5412   0.5892
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.14678 -0.46784 -0.09362  0.37342  1.86720 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.16489    0.05716  -2.885  0.00451 ** 
Output:regressor   -0.15119    0.03720  -4.064 7.83e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6759 on 147 degrees of freedom
Output:Multiple R-squared:  0.101,	Adjusted R-squared:  0.09488 
Output:F-statistic: 16.51 on 1 and 147 DF,  p-value: 7.831e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  7.546  7.5457  16.515 7.831e-05 ***
Output:Residuals 147 67.165  0.4569                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0032669194 0.0005267526
Output:regressor   0.0005267526 0.0013841656
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.16489    0.75405 -0.2187   0.8272
Output:regressor   -0.15119    0.26610 -0.5682   0.5708
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.44081 -0.50760 -0.01001  0.40705  1.91183 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.03402    0.11212  -0.303    0.762
Output:regressor   -0.10816    0.14127  -0.766    0.445
Output:
Output:Residual standard error: 0.7115 on 147 degrees of freedom
Output:Multiple R-squared:  0.003972,	Adjusted R-squared:  -0.002804 
Output:F-statistic: 0.5862 on 1 and 147 DF,  p-value: 0.4451
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.297 0.29675  0.5862 0.4451
Output:Residuals 147 74.414 0.50621               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01257115 -0.01353060
Output:regressor   -0.01353060  0.01995666
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.03402    0.75982 -0.0448   0.9643
Output:regressor   -0.10816    0.88162 -0.1227   0.9025
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.45312 -0.42901 -0.01304  0.40278  1.85251 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.07100    0.10202  -0.696    0.488
Output:regressor   -0.03421    0.07876  -0.434    0.665
Output:
Output:Residual standard error: 0.7124 on 147 degrees of freedom
Output:Multiple R-squared:  0.001282,	Adjusted R-squared:  -0.005512 
Output:F-statistic: 0.1887 on 1 and 147 DF,  p-value: 0.6646
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.096 0.09578  0.1887 0.6646
Output:Residuals 147 74.615 0.50758               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.010408461 -0.006590208
Output:regressor   -0.006590208  0.006202749
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.071004   2.569540 -0.0276   0.9780
Output:regressor   -0.034212   1.119567 -0.0306   0.9757
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.43619 -0.43468 -0.04564  0.40324  1.88277 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.10277    0.06002  -1.712   0.0889 .
Output:regressor   -0.03089    0.09386  -0.329   0.7426  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7126 on 147 degrees of freedom
Output:Multiple R-squared:  0.0007362,	Adjusted R-squared:  -0.006062 
Output:F-statistic: 0.1083 on 1 and 147 DF,  p-value: 0.7426
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.055 0.05500  0.1083 0.7426
Output:Residuals 147 74.655 0.50786               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003602071 -0.001306044
Output:regressor   -0.001306044  0.008809878
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.102774   0.836547 -0.1229   0.9024
Output:regressor   -0.030888   0.518206 -0.0596   0.9526
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.45283 -0.42059 -0.03362  0.42643  1.87253 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.11866    0.07932  -1.496    0.137
Output:regressor    0.10946    0.51961   0.211    0.833
Output:
Output:Residual standard error: 0.7128 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003018,	Adjusted R-squared:  -0.006499 
Output:F-statistic: 0.04437 on 1 and 147 DF,  p-value: 0.8334
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.023 0.02255  0.0444 0.8334
Output:Residuals 147 74.688 0.50808               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5047997
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.006292008 -0.02789529
Output:regressor   -0.027895288  0.26999559
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.11866    0.99458 -0.1193   0.9052
Output:regressor    0.10946    4.32295  0.0253   0.9798
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-3.237e-15  2.200e-18  1.980e-17  3.480e-17  2.773e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  2.289e-17 -3.178e+00  0.00181 ** 
Output:regressor    1.000e+00  3.580e-17  2.793e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.718e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.802e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq   F value    Pr(>F)    
Output:regressor   1 57.647  57.647 7.802e+32 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                        
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:Error:Warning message:
Error:In anova.lm(ols) :
Error:[1] "-------------------------------------------------------------------------------------------"
  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  5.24056e-34 -1.900130e-34
Output:regressor   -1.90013e-34  1.281726e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -7.2762e-17  2.4320e-17 -2.9919e+00  0.003253 ** 
Output:regressor    1.0000e+00  2.3770e-17  4.2070e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.91175 -0.35012  0.02403  0.30924  1.07556 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.26381    0.03638   7.251 2.18e-11 ***
Output:regressor    0.30366    0.02368  12.823  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4302 on 147 degrees of freedom
Output:Multiple R-squared:  0.528,	Adjusted R-squared:  0.5248 
Output:F-statistic: 164.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 30.437 30.4370  164.44 < 2.2e-16 ***
Output:Residuals 147 27.210  0.1851                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0013234888 0.0002133971
Output:regressor   0.0002133971 0.0005607508
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.263806   0.167707  1.5730 0.117865   
Output:regressor   0.303657   0.097277  3.1216 0.002166 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.25955 -0.25246  0.06329  0.31962  0.81830 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.24464    0.05064  -4.831 3.37e-06 ***
Output:regressor    3.80269    0.33169  11.464  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.455 on 147 degrees of freedom
Output:Multiple R-squared:  0.472,	Adjusted R-squared:  0.4685 
Output:F-statistic: 131.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 27.212  27.212  131.43 < 2.2e-16 ***
Output:Residuals 147 30.435   0.207                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.002563948 -0.01136713
Output:regressor   -0.011367127  0.11002124
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.24464    0.18005 -1.3587 0.1763191    
Output:regressor    3.80269    0.96959  3.9220 0.0001343 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.81995 -0.44732 -0.01413  0.38930  1.27058 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.33170    0.07558  -4.389 2.16e-05 ***
Output:regressor    0.45173    0.05834   7.742 1.45e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5278 on 147 degrees of freedom
Output:Multiple R-squared:  0.2897,	Adjusted R-squared:  0.2848 
Output:F-statistic: 59.95 on 1 and 147 DF,  p-value: 1.453e-12
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 16.698 16.6983  59.945 1.453e-12 ***
Output:Residuals 147 40.948  0.2786                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005712135 -0.003616688
Output:regressor   -0.003616688  0.003404052
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.33170    0.39453 -0.8407  0.40187  
Output:regressor    0.45173    0.21371  2.1137  0.03623 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.14871 -0.45379  0.06795  0.44325  1.11858 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.09103    0.07683  -1.185    0.238    
Output:regressor    0.42415    0.10535   4.026 9.05e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5943 on 147 degrees of freedom
Output:Multiple R-squared:  0.09931,	Adjusted R-squared:  0.09319 
Output:F-statistic: 16.21 on 1 and 147 DF,  p-value: 9.055e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  5.725  5.7251  16.209 9.055e-05 ***
Output:Residuals 147 51.921  0.3532                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005902729 -0.006261354
Output:regressor   -0.006261354  0.011099161
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.091029   0.443689 -0.2052   0.8377
Output:regressor    0.424152   0.473483  0.8958   0.3718
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.15441 -0.38776  0.03004  0.46698  1.30369 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.04895    0.09822   0.498    0.619
Output:regressor    0.14646    0.12375   1.184    0.239
Output:
Output:Residual standard error: 0.6233 on 147 degrees of freedom
Output:Multiple R-squared:  0.009439,	Adjusted R-squared:  0.002701 
Output:F-statistic: 1.401 on 1 and 147 DF,  p-value: 0.2385
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.544 0.54414  1.4008 0.2385
Output:Residuals 147 57.102 0.38845               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.009646674 -0.01038292
Output:regressor   -0.010382921  0.01531406
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.048945   0.414664  0.1180   0.9062
Output:regressor   0.146464   0.401534  0.3648   0.7158
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.17197 -0.42156  0.01064  0.46139  1.28834 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.14569    0.05187   2.809  0.00565 **
Output:regressor   -0.02383    0.07242  -0.329  0.74256   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.626 on 147 degrees of freedom
Output:Multiple R-squared:  0.0007362,	Adjusted R-squared:  -0.006062 
Output:F-statistic: 0.1083 on 1 and 147 DF,  p-value: 0.7426
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.042 0.04244  0.1083 0.7426
Output:Residuals 147 57.604 0.39187               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3895041
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0026904155 0.0005630813
Output:regressor   0.0005630813 0.0052451243
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.145689   0.325574  0.4475   0.6552
Output:regressor   -0.023833   0.241515 -0.0987   0.9215
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-3.479e-15 -4.600e-18  2.380e-17  4.480e-17  3.147e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -4.366e-16  4.214e-17 -1.036e+01   <2e-16 ***
Output:regressor    1.000e+00  3.253e-17  3.074e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.943e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 9.45e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq  F value    Pr(>F)    
Output:regressor   1 81.832  81.832 9.45e+32 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                       
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.775705e-33 -1.124303e-33
Output:regressor   -1.124303e-33  1.058202e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -4.3657e-16  6.8370e-17 -6.3855e+00 2.112e-09 ***
Output:regressor    1.0000e+00  4.3775e-17  2.2844e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.8904 -0.4369 -0.1628  0.3941  1.5873 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52434    0.07753   6.763 2.98e-10 ***
Output:regressor    0.95391    0.10632   8.972 1.25e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5997 on 147 degrees of freedom
Output:Multiple R-squared:  0.3539,	Adjusted R-squared:  0.3495 
Output:F-statistic: 80.51 on 1 and 147 DF,  p-value: 1.25e-15
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1 28.957 28.9571  80.505 1.25e-15 ***
Output:Residuals 147 52.875  0.3597                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.006011093 -0.006376302
Output:regressor   -0.006376302  0.011302923
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52434    0.24025  2.1824 0.030664 *  
Output:regressor    0.95391    0.24637  3.8718 0.000162 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.14816 -0.50131  0.02567  0.42058  1.48837 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.96740    0.05296  18.267  < 2e-16 ***
Output:regressor    0.64124    0.08282   7.742 1.45e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6288 on 147 degrees of freedom
Output:Multiple R-squared:  0.2897,	Adjusted R-squared:  0.2848 
Output:F-statistic: 59.95 on 1 and 147 DF,  p-value: 1.453e-12
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 23.704 23.7040  59.945 1.453e-12 ***
Output:Residuals 147 58.128  0.3954                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002804629 -0.001016906
Output:regressor   -0.001016906  0.006859508
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.96740    0.28268  3.4223 0.0008046 ***
Output:regressor    0.64124    0.26910  2.3829 0.0184530 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.0612 -0.6106 -0.1125  0.5955  1.7019 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.88704    0.08023  11.056  < 2e-16 ***
Output:regressor    1.69790    0.52556   3.231  0.00152 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.721 on 147 degrees of freedom
Output:Multiple R-squared:  0.06629,	Adjusted R-squared:  0.05994 
Output:F-statistic: 10.44 on 1 and 147 DF,  p-value: 0.001524
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  5.425  5.4250  10.437 0.001524 **
Output:Residuals 147 76.407  0.5198                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.006436826 -0.02853733
Output:regressor   -0.028537328  0.27620983
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.88704    0.43027  2.0616  0.04101 *
Output:regressor    1.69790    1.93163  0.8790  0.38084  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.1305 -0.5554 -0.1423  0.6086  1.6344 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.1034     0.0616  17.912  < 2e-16 ***
Output:regressor     0.1076     0.0401   2.683  0.00814 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7285 on 147 degrees of freedom
Output:Multiple R-squared:  0.04668,	Adjusted R-squared:  0.04019 
Output:F-statistic: 7.198 on 1 and 147 DF,  p-value: 0.008136
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  3.820  3.8198  7.1977 0.008136 **
Output:Residuals 147 78.012  0.5307                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0037945376 0.0006118249
Output:regressor   0.0006118249 0.0016077129
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  1.10340    0.47603  2.3180  0.02183 *
Output:regressor    0.10757    0.28948  0.3716  0.71072  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.0102 -0.6265 -0.1336  0.6661  1.6038 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.9506     0.1171   8.119 1.74e-13 ***
Output:regressor     0.1650     0.1475   1.118    0.265    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.743 on 147 degrees of freedom
Output:Multiple R-squared:  0.008438,	Adjusted R-squared:  0.001692 
Output:F-statistic: 1.251 on 1 and 147 DF,  p-value: 0.2652
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.690 0.69048  1.2509 0.2652
Output:Residuals 147 81.141 0.55198               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01370771 -0.01475390
Output:regressor   -0.01475390  0.02176094
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.95060    0.26144  3.6361 0.0003822 ***
Output:regressor    0.16499    0.42756  0.3859 0.7001410    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.0840 -0.5896 -0.1733  0.5615  1.6850 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.05844    0.06178  17.132   <2e-16 ***
Output:regressor   -0.03747    0.08626  -0.434    0.665    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7456 on 147 degrees of freedom
Output:Multiple R-squared:  0.001282,	Adjusted R-squared:  -0.005512 
Output:F-statistic: 0.1887 on 1 and 147 DF,  p-value: 0.6646
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.105 0.10491  0.1887 0.6646
Output:Residuals 147 81.727 0.55597               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5529176
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0038170727 0.0007988812
Output:regressor   0.0007988812 0.0074416091
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  1.058443   0.437862  2.4173  0.01686 *
Output:regressor   -0.037474   0.404123 -0.0927  0.92625  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-7.700e-16  1.090e-18  5.100e-18  1.046e-17  6.151e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.457e-17  7.181e-18 -7.600e+00 3.21e-12 ***
Output:regressor    1.000e+00  4.704e-17  2.126e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.453e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.52e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 1.8818  1.8818 4.5198e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000  0.0000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.156025e-35 -2.285897e-34
Output:regressor   -2.285897e-34  2.212496e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -5.4572e-17  9.6086e-18 -5.6795e+00 6.999e-08 ***
Output:regressor    1.0000e+00  4.3237e-17  2.3129e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.14064 -0.06003 -0.01070  0.05829  0.20636 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.123189   0.006910   17.83   <2e-16 ***
Output:regressor   0.052217   0.004498   11.61   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08172 on 147 degrees of freedom
Output:Multiple R-squared:  0.4783,	Adjusted R-squared:  0.4747 
Output:F-statistic: 134.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.90005 0.90005  134.77 < 2.2e-16 ***
Output:Residuals 147 0.98176 0.00668                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 4.775327e-05 7.699658e-06
Output:regressor   7.699658e-06 2.023265e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.123189   0.030953  3.9799 0.000108 ***
Output:regressor   0.052217   0.018699  2.7926 0.005925 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.164758 -0.059081 -0.004393  0.054650  0.203535 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.084915   0.006924   12.27   <2e-16 ***
Output:regressor   0.124135   0.010828   11.46   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08221 on 147 degrees of freedom
Output:Multiple R-squared:  0.472,	Adjusted R-squared:  0.4685 
Output:F-statistic: 131.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.88830 0.88830  131.43 < 2.2e-16 ***
Output:Residuals 147 0.99351 0.00676                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.793612e-05 -1.738074e-05
Output:regressor   -1.738074e-05  1.172413e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.084915   0.032161  2.6403 0.009178 ** 
Output:regressor   0.124135   0.036865  3.3673 0.000969 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.18857 -0.08022 -0.02406  0.07933  0.22207 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.02190    0.01600   1.369    0.173    
Output:regressor    0.12008    0.02016   5.955 1.83e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1016 on 147 degrees of freedom
Output:Multiple R-squared:  0.1944,	Adjusted R-squared:  0.1889 
Output:F-statistic: 35.46 on 1 and 147 DF,  p-value: 1.833e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.36575 0.36575  35.464 1.833e-08 ***
Output:Residuals 147 1.51606 0.01031                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002561176 -0.0002756649
Output:regressor   -0.0002756649  0.0004065858
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.021904   0.046619  0.4699 0.6391560    
Output:regressor   0.120079   0.031810  3.7749 0.0002317 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.190713 -0.090137 -0.008776  0.105634  0.235280 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.06183    0.01566   3.950 0.000121 ***
Output:regressor    0.03904    0.01209   3.231 0.001524 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1093 on 147 degrees of freedom
Output:Multiple R-squared:  0.06629,	Adjusted R-squared:  0.05994 
Output:F-statistic: 10.44 on 1 and 147 DF,  p-value: 0.001524
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value   Pr(>F)   
Output:regressor   1 0.12475 0.124753  10.437 0.001524 **
Output:Residuals 147 1.75706 0.011953                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002451030 -0.0001551891
Output:regressor   -0.0001551891  0.0001460650
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.061834   0.063525  0.9734   0.3320
Output:regressor   0.039045   0.056889  0.6863   0.4936
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.20317 -0.08203 -0.01729  0.11298  0.22236 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.08428    0.01449   5.819 3.58e-08 ***
Output:regressor    0.03374    0.01986   1.699   0.0915 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.112 on 147 degrees of freedom
Output:Multiple R-squared:  0.01925,	Adjusted R-squared:  0.01258 
Output:F-statistic: 2.886 on 1 and 147 DF,  p-value: 0.09147
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.03623 0.036232  2.8859 0.09147 .
Output:Residuals 147 1.84558 0.012555                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002098156 -0.0002225631
Output:regressor   -0.0002225631  0.0003945255
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.084282   0.057565  1.4641   0.1453
Output:regressor   0.033743   0.104540  0.3228   0.7473
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.17491 -0.09478 -0.01552  0.10920  0.22654 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.103614   0.009374  11.054   <2e-16 ***
Output:regressor   0.002757   0.013088   0.211    0.833    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1131 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003018,	Adjusted R-squared:  -0.006499 
Output:F-statistic: 0.04437 on 1 and 147 DF,  p-value: 0.8334
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00057 0.0005679  0.0444 0.8334
Output:Residuals 147 1.88124 0.0127976               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01271493
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.786382e-05 1.838916e-05
Output:regressor   1.838916e-05 1.712957e-04
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.103613   0.059409  1.7441  0.08324 .
Output:regressor   0.002757   0.050010  0.0551  0.95611  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-6.628e-16 -5.222e-17  1.817e-17  3.538e-17  3.403e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error  t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  9.145e-18 0.00e+00        1    
Output:regressor   1.000e+00  5.953e-18 1.68e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.082e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.822e+34 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 330.09  330.09 2.8219e+34 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.363812e-35 1.348567e-35
Output:regressor   1.348567e-35 3.543675e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 1.0971e-17 0.0000e+00        1    
Output:regressor   1.0000e+00 7.5066e-18 1.3322e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7373 -0.7299 -0.2772  0.6287  2.7254 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.6383     0.0867  -7.362 1.19e-11 ***
Output:regressor     1.7388     0.1356  12.823  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.03 on 147 degrees of freedom
Output:Multiple R-squared:  0.528,	Adjusted R-squared:  0.5248 
Output:F-statistic: 164.4 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 174.29  174.29  164.44 < 2.2e-16 ***
Output:Residuals 147 155.81    1.06                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.007517545 -0.002725722
Output:regressor   -0.002725722  0.018386271
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.63833    0.38032 -1.6784   0.09539 .  
Output:regressor    1.73878    0.34894  4.9831 1.736e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.9530 -0.7148 -0.1006  0.5137  2.5324 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.3269     0.1204  -11.02   <2e-16 ***
Output:regressor     9.1596     0.7890   11.61   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.082 on 147 degrees of freedom
Output:Multiple R-squared:  0.4783,	Adjusted R-squared:  0.4747 
Output:F-statistic: 134.8 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 157.88 157.880  134.77 < 2.2e-16 ***
Output:Residuals 147 172.21   1.172                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01450792 -0.06432011
Output:regressor   -0.06432011  0.62254762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.32690    0.33821 -3.9233 0.0001337 ***
Output:regressor    9.15957    2.53078  3.6193 0.0004057 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-2.639 -1.128 -0.120  1.041  2.722 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.3102     0.2184  -5.999 1.48e-08 ***
Output:regressor     1.3712     0.2752   4.982 1.74e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.386 on 147 degrees of freedom
Output:Multiple R-squared:  0.1445,	Adjusted R-squared:  0.1387 
Output:F-statistic: 24.82 on 1 and 147 DF,  p-value: 1.741e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  47.691  47.691  24.825 1.741e-06 ***
Output:Residuals 147 282.402   1.921                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.04770786 -0.05134898
Output:regressor   -0.05134898  0.07573605
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -1.31021    0.49719 -2.6352  0.00931 **
Output:regressor    1.37118    1.21644  1.1272  0.26149   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.4397 -1.1023 -0.1918  1.1497  2.8985 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.4523     0.1177  -3.842 0.000181 ***
Output:regressor    -0.6680     0.1644  -4.064 7.83e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.421 on 147 degrees of freedom
Output:Multiple R-squared:  0.101,	Adjusted R-squared:  0.09488 
Output:F-statistic: 16.51 on 1 and 147 DF,  p-value: 7.831e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  33.339  33.339  16.515 7.831e-05 ***
Output:Residuals 147 296.753   2.019                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.013859937 0.002900768
Output:regressor   0.002900768 0.027020768
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.45227    1.77771 -0.2544   0.7995
Output:regressor   -0.66801    2.01375 -0.3317   0.7406
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.8757 -1.1920 -0.7324  0.9305  3.5262 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.8416     0.2095  -4.017 9.38e-05 ***
Output:regressor     0.4339     0.1617   2.683  0.00814 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.463 on 147 degrees of freedom
Output:Multiple R-squared:  0.04668,	Adjusted R-squared:  0.04019 
Output:F-statistic: 7.198 on 1 and 147 DF,  p-value: 0.008136
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  15.408 15.4083  7.1977 0.008136 **
Output:Residuals 147 314.684  2.1407                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.04389730 -0.02779396
Output:regressor   -0.02779396  0.02615986
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.84159    2.52243 -0.3336   0.7391
Output:regressor    0.43393    1.00566  0.4315   0.6667
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.2690 -1.1675 -0.4292  1.2597  3.3593 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.35787    0.19370  -1.848   0.0667 .
Output:regressor   -0.04022    0.26562  -0.151   0.8799  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.498 on 147 degrees of freedom
Output:Multiple R-squared:  0.0001559,	Adjusted R-squared:  -0.006646 
Output:F-statistic: 0.02292 on 1 and 147 DF,  p-value: 0.8799
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.05 0.05147  0.0229 0.8799
Output:Residuals 147 330.04 2.24518               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.230354
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.03752092 -0.03980053
Output:regressor   -0.03980053  0.07055224
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.357869   2.646541 -0.1352   0.8926
Output:regressor   -0.040217   1.851674 -0.0217   0.9827
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.755e-15 -8.640e-18  1.061e-17  2.915e-17  1.375e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.455e-16  1.936e-17 -7.518e+00 5.05e-12 ***
Output:regressor    1.000e+00  2.654e-17  3.767e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.497e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.419e+33 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 31.823  31.823 1.4194e+33 < 2.2e-16 ***
Output:Residuals 147  0.000   0.000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.2150196
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.746774e-34 -3.974412e-34
Output:regressor   -3.974412e-34  7.045224e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -1.4553e-16  3.2533e-17 -4.4731e+00 1.533e-05 ***
Output:regressor    1.0000e+00  3.7572e-17  2.6615e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.63980 -0.30218 -0.05397  0.26328  0.91545 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.17000    0.05356   3.174  0.00183 ** 
Output:regressor    0.37096    0.04134   8.972 1.25e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.374 on 147 degrees of freedom
Output:Multiple R-squared:  0.3539,	Adjusted R-squared:  0.3495 
Output:F-statistic: 80.51 on 1 and 147 DF,  p-value: 1.25e-15
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1 11.261 11.2609  80.505 1.25e-15 ***
Output:Residuals 147 20.562  0.1399                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.5529176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002868325 -0.001816105
Output:regressor   -0.001816105  0.001709330
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.17000    0.18528  0.9175  0.36037  
Output:regressor    0.37096    0.15786  2.3499  0.02011 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.97123 -0.30074  0.05182  0.30470  0.85874 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.58852    0.03614  16.284  < 2e-16 ***
Output:regressor    0.22721    0.05046   4.503 1.36e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4362 on 147 degrees of freedom
Output:Multiple R-squared:  0.1212,	Adjusted R-squared:  0.1152 
Output:F-statistic: 20.27 on 1 and 147 DF,  p-value: 1.357e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  3.8569  3.8569  20.274 1.357e-05 ***
Output:Residuals 147 27.9660  0.1902                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.5047997
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0013061561 0.0002733675
Output:regressor   0.0002733675 0.0025464287
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.58852    0.22638  2.5997  0.01028 *
Output:regressor    0.22721    0.31538  0.7204  0.47240  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.85505 -0.33759 -0.04542  0.31115  1.09962 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52942    0.03719  14.236  < 2e-16 ***
Output:regressor    0.23415    0.05816   4.026 9.05e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4416 on 147 degrees of freedom
Output:Multiple R-squared:  0.09931,	Adjusted R-squared:  0.09319 
Output:F-statistic: 16.21 on 1 and 147 DF,  p-value: 9.055e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  3.1605 3.16045  16.209 9.055e-05 ***
Output:Residuals 147 28.6624 0.19498                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.3895041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0013829439 -0.0005014297
Output:regressor   -0.0005014297  0.0033823783
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.52942    0.23936  2.2118  0.02853 *
Output:regressor    0.23415    0.23675  0.9890  0.32430  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.86372 -0.36383 -0.03539  0.31955  1.09078 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.50517    0.05128   9.852   <2e-16 ***
Output:regressor    0.57062    0.33589   1.699   0.0915 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4608 on 147 degrees of freedom
Output:Multiple R-squared:  0.01925,	Adjusted R-squared:  0.01258 
Output:F-statistic: 2.886 on 1 and 147 DF,  p-value: 0.09147
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.6127 0.61272  2.8859 0.09147 .
Output:Residuals 147 31.2102 0.21231                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.01271493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.002629274 -0.01165675
Output:regressor   -0.011656748  0.11282445
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.50517    0.38884  1.2992   0.1959
Output:regressor    0.57062    1.63938  0.3481   0.7283
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.96861 -0.33162 -0.03738  0.37597  0.97891 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.61520    0.07316   8.409  3.3e-14 ***
Output:regressor   -0.07532    0.09217  -0.817    0.415    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4642 on 147 degrees of freedom
Output:Multiple R-squared:  0.004522,	Adjusted R-squared:  -0.00225 
Output:F-statistic: 0.6677 on 1 and 147 DF,  p-value: 0.4152
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.144  0.1439  0.6677 0.4152
Output:Residuals 147 31.679  0.2155               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 0.17139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005351730 -0.005760181
Output:regressor   -0.005760181  0.008495852
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.615195   0.256992  2.3938  0.01793 *
Output:regressor   -0.075319   0.192867 -0.3905  0.69671  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.92688 -0.34342 -0.02383  0.35883  0.98928 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.562653   0.039340  14.302   <2e-16 ***
Output:regressor   -0.003877   0.025607  -0.151     0.88    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4652 on 147 degrees of freedom
Output:Multiple R-squared:  0.0001559,	Adjusted R-squared:  -0.006646 
Output:F-statistic: 0.02292 on 1 and 147 DF,  p-value: 0.8799
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.005 0.004962  0.0229 0.8799
Output:Residuals 147 31.818 0.216449               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2150196
Output:[1] 2.230354
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0015476382 0.0002495386
Output:regressor   0.0002495386 0.0006557210
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.5626531  0.2488196  2.2613  0.02521 *
Output:regressor   -0.0038771  0.1318385 -0.0294  0.97658  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"