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:-1.166e-17  2.580e-20  6.990e-20  1.403e-19  9.054e-19 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.137e-18  1.185e-19 -9.595e+00   <2e-16 ***
Output:regressor    1.000e+00  3.753e-17  2.665e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.855e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.101e+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 0.00068973 0.00068973 7.1013e+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 unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 4.660336e-06
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.403881e-38 -3.254212e-36
Output:regressor   -3.254212e-36  1.408191e-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) -1.1369e-18  1.6829e-19 -6.7556e+00 3.095e-10 ***
Output:regressor    1.0000e+00  4.1681e-17  2.3992e+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:-0.0030680 -0.0010586 -0.0003298  0.0005415  0.0097297 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0013092  0.0001688   7.757 1.34e-12 ***
Output:regressor   0.6286965  0.0623545  10.083  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001665 on 147 degrees of freedom
Output:Multiple R-squared:  0.4088,	Adjusted R-squared:  0.4048 
Output:F-statistic: 101.7 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 0.00028198 2.8198e-04  101.66 < 2.2e-16 ***
Output:Residuals 147 0.00040775 2.7740e-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] 4.660336e-06
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.848633e-08 -6.194866e-06
Output:regressor   -6.194866e-06  3.888088e-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) 0.00130922 0.00014647  8.9385 1.526e-15 ***
Output:regressor   0.62869647 0.05844660 10.7568 < 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:-0.0026593 -0.0010657 -0.0002721  0.0006031  0.0112749 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0015240  0.0001627   9.369   <2e-16 ***
Output:regressor   0.7327324  0.0773643   9.471   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001707 on 147 degrees of freedom
Output:Multiple R-squared:  0.379,	Adjusted R-squared:  0.3747 
Output:F-statistic:  89.7 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 0.00026139 2.6139e-04  89.704 < 2.2e-16 ***
Output:Residuals 147 0.00042834 2.9140e-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] 4.660336e-06
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  2.645977e-08 -6.42795e-06
Output:regressor   -6.427950e-06  5.98524e-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) 0.00152399 0.00018473   8.250 8.235e-14 ***
Output:regressor   0.73273241 0.06672608  10.981 < 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:-0.0034629 -0.0010488 -0.0002447  0.0007073  0.0105377 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0010099  0.0002094   4.823 3.50e-06 ***
Output:regressor   0.5924014  0.0689010   8.598 1.11e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001767 on 147 degrees of freedom
Output:Multiple R-squared:  0.3346,	Adjusted R-squared:  0.3301 
Output:F-statistic: 73.92 on 1 and 147 DF,  p-value: 1.111e-14
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 0.00023079 2.3079e-04  73.923 1.111e-14 ***
Output:Residuals 147 0.00045894 3.1220e-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] 4.660336e-06
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.384940e-08 -1.042574e-05
Output:regressor   -1.042574e-05  4.747349e-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) 0.00100993 0.00029237  3.4543 0.0007212 ***
Output:regressor   0.59240137 0.14455398  4.0981  6.86e-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:-0.0056973 -0.0010270 -0.0001913  0.0006205  0.0112978 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0008788  0.0002229   3.942 0.000124 ***
Output:regressor   3.4645232  0.4086418   8.478 2.22e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001775 on 147 degrees of freedom
Output:Multiple R-squared:  0.3284,	Adjusted R-squared:  0.3238 
Output:F-statistic: 71.88 on 1 and 147 DF,  p-value: 2.22e-14
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 0.00022650 2.265e-04  71.879 2.22e-14 ***
Output:Residuals 147 0.00046323 3.151e-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] 4.660336e-06
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.968400e-08 -6.902908e-05
Output:regressor   -6.902908e-05  1.669881e-01
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) 0.00087876 0.00028963  3.0341  0.002854 ** 
Output:regressor   3.46452325 0.67334881  5.1452 8.416e-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:-0.0037533 -0.0012499 -0.0002871  0.0006343  0.0117228 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0004253  0.0004297   0.990    0.324    
Output:regressor   0.1302079  0.0273899   4.754 4.71e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002017 on 147 degrees of freedom
Output:Multiple R-squared:  0.1333,	Adjusted R-squared:  0.1274 
Output:F-statistic:  22.6 on 1 and 147 DF,  p-value: 4.711e-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 0.00009191 9.1907e-05  22.599 4.711e-06 ***
Output:Residuals 147 0.00059782 4.0670e-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] 4.660336e-06
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.846186e-07 -1.086399e-05
Output:regressor   -1.086399e-05  7.502086e-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) 0.00042534 0.00089340  0.4761  0.63472  
Output:regressor   0.13020793 0.06618075  1.9675  0.05101 .
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:-0.0064643 -0.0012632 -0.0002879  0.0006646  0.0111483 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0017677  0.0002276   7.766 1.27e-12 ***
Output:regressor   0.2403076  0.0668802   3.593 0.000445 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002077 on 147 degrees of freedom
Output:Multiple R-squared:  0.08074,	Adjusted R-squared:  0.07448 
Output:F-statistic: 12.91 on 1 and 147 DF,  p-value: 0.000445
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 0.00005569 5.5685e-05   12.91 0.000445 ***
Output:Residuals 147 0.00063404 4.3130e-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] 4.660336e-06
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.180512e-08 -1.011137e-05
Output:regressor   -1.011137e-05  4.472962e-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) 0.00176769 0.00039018  4.5305 1.209e-05 ***
Output:regressor   0.24030759 0.19963622  1.2037    0.2306    
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:-1.205e-17  5.470e-20  7.650e-20  1.071e-19  1.044e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.137e-18  1.102e-19 -1.032e+01   <2e-16 ***
Output:regressor    1.000e+00  3.237e-17  3.089e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.005e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 9.545e+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 0.00096429 0.00096429 9.5449e+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 unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.515463e-06
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.213410e-38 -2.368344e-36
Output:regressor   -2.368344e-36  1.047683e-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) -1.1369e-18  9.8052e-20 -1.1595e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  1.2112e-17  8.2563e+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:-0.0043937 -0.0010862 -0.0000576  0.0006991  0.0146563 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0011737  0.0004513  -2.601   0.0102 *  
Output:regressor    0.2371541  0.0287661   8.244 8.51e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002118 on 147 degrees of freedom
Output:Multiple R-squared:  0.3162,	Adjusted R-squared:  0.3115 
Output:F-statistic: 67.97 on 1 and 147 DF,  p-value: 8.51e-14
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 0.00030488 3.0488e-04  67.967 8.51e-14 ***
Output:Residuals 147 0.00065940 4.4860e-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] 6.515463e-06
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.036362e-07 -1.198309e-05
Output:regressor   -1.198309e-05  8.274875e-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) -0.00117374  0.00075181 -1.5612 0.1206195    
Output:regressor    0.23715414  0.06194527  3.8284 0.0001903 ***
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:-0.0032194 -0.0009511 -0.0003848  0.0003081  0.0181518 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0013921  0.0002293   6.072 1.03e-08 ***
Output:regressor   0.5450420  0.0847000   6.435 1.64e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002262 on 147 degrees of freedom
Output:Multiple R-squared:  0.2198,	Adjusted R-squared:  0.2145 
Output:F-statistic: 41.41 on 1 and 147 DF,  p-value: 1.639e-09
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 0.00021193 2.1193e-04  41.409 1.639e-09 ***
Output:Residuals 147 0.00075236 5.1180e-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] 6.515463e-06
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.256148e-08 -1.143044e-05
Output:regressor   -1.143044e-05  7.174096e-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) 0.00139214 0.00027197  5.1187 9.483e-07 ***
Output:regressor   0.54504200 0.09098024  5.9908 1.538e-08 ***
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:-0.0040507 -0.0010691 -0.0004727  0.0003635  0.0140569 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0008960  0.0002853   3.141  0.00204 ** 
Output:regressor   3.3009460  0.5229648   6.312 3.07e-09 ***
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:  0.2132,	Adjusted R-squared:  0.2079 
Output:F-statistic: 39.84 on 1 and 147 DF,  p-value: 3.073e-09
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 0.00020562 2.0562e-04  39.841 3.073e-09 ***
Output:Residuals 147 0.00075867 5.1610e-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] 6.515463e-06
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.137217e-08 -0.0001130554
Output:regressor   -1.130554e-04  0.2734922250
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) 0.00089602 0.00042535  2.1065 0.036858 *  
Output:regressor   3.30094595 0.95558910  3.4544 0.000721 ***
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:-0.0028256 -0.0009766 -0.0005291  0.0002024  0.0179322 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0016118  0.0002204   7.312 1.57e-11 ***
Output:regressor   0.6040920  0.1048404   5.762 4.70e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002313 on 147 degrees of freedom
Output:Multiple R-squared:  0.1842,	Adjusted R-squared:  0.1787 
Output:F-statistic:  33.2 on 1 and 147 DF,  p-value: 4.704e-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 0.00017766 1.7766e-04  33.201 4.704e-08 ***
Output:Residuals 147 0.00078662 5.3510e-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] 6.515463e-06
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.859169e-08 -1.180452e-05
Output:regressor   -1.180452e-05  1.099151e-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) 0.00161178 0.00032897  4.8995 2.508e-06 ***
Output:regressor   0.60409201 0.12924181  4.6741 6.619e-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:-0.0054371 -0.0009447 -0.0004968  0.0003319  0.0164413 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0012900  0.0002826   4.565 1.05e-05 ***
Output:regressor   0.4419441  0.0929844   4.753 4.73e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002385 on 147 degrees of freedom
Output:Multiple R-squared:  0.1332,	Adjusted R-squared:  0.1273 
Output:F-statistic: 22.59 on 1 and 147 DF,  p-value: 4.731e-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 0.00012845 1.2845e-04   22.59 4.731e-06 ***
Output:Residuals 147 0.00083584 5.6860e-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] 6.515463e-06
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.986071e-08 -1.898787e-05
Output:regressor   -1.898787e-05  8.646108e-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) 0.00128999 0.00039526  3.2637 0.001368 **
Output:regressor   0.44194406 0.20848436  2.1198 0.035703 * 
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:-0.0037388 -0.0009498 -0.0005315  0.0000915  0.0180598 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0014842  0.0002952   5.027 1.43e-06 ***
Output:regressor   0.3359662  0.0935030   3.593 0.000445 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.002456 on 147 degrees of freedom
Output:Multiple R-squared:  0.08074,	Adjusted R-squared:  0.07448 
Output:F-statistic: 12.91 on 1 and 147 DF,  p-value: 0.000445
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 0.00007785 7.7852e-05   12.91 0.000445 ***
Output:Residuals 147 0.00088644 6.0300e-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] 6.515463e-06
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.716058e-08 -2.020392e-05
Output:regressor   -2.020392e-05  8.742816e-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) 0.00148416 0.00049109  3.0222 0.002961 **
Output:regressor   0.33596616 0.19710030  1.7045 0.090392 . 
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:-2.252e-18  7.380e-21  1.438e-20  2.397e-20  1.544e-19 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.842e-19  2.371e-20 -1.199e+01   <2e-16 ***
Output:regressor    1.000e+00  4.346e-17  2.301e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.888e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.295e+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 1.8871e-05 1.8871e-05 5.2948e+32 < 2.2e-16 ***
Output:Residuals 147 0.0000e+00 0.0000e+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] 1.275052e-07
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.619341e-40 -7.807302e-37
Output:regressor   -7.807302e-37  1.888663e-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) -2.8423e-19  2.7030e-20 -1.0515e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  3.1724e-17  3.1522e+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:-5.528e-04 -1.471e-04 -4.743e-05  1.132e-04  1.131e-03 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 2.602e-04  2.354e-05   11.05   <2e-16 ***
Output:regressor   1.426e-01  1.120e-02   12.73   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0002471 on 147 degrees of freedom
Output:Multiple R-squared:  0.5245,	Adjusted R-squared:  0.5213 
Output:F-statistic: 162.2 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 9.8984e-06 9.8984e-06  162.17 < 2.2e-16 ***
Output:Residuals 147 8.9724e-06 6.1000e-08                      
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] 1.275052e-07
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.542443e-10 -1.346442e-07
Output:regressor   -1.346442e-07  1.253709e-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) 2.6024e-04 2.9366e-05  8.8620 2.388e-15 ***
Output:regressor   1.4259e-01 1.9188e-02  7.4312 8.153e-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:-0.0006416 -0.0001475 -0.0000333  0.0001130  0.0011447 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 2.461e-04  2.773e-05   8.875 2.22e-15 ***
Output:regressor   1.050e-01  1.025e-02  10.247  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0002736 on 147 degrees of freedom
Output:Multiple R-squared:  0.4167,	Adjusted R-squared:  0.4127 
Output:F-statistic:   105 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 7.8629e-06 7.8629e-06     105 < 2.2e-16 ***
Output:Residuals 147 1.1008e-05 7.4900e-08                      
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] 1.275052e-07
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.690343e-10 -1.672404e-07
Output:regressor   -1.672404e-07  1.049652e-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) 2.4611e-04 3.8088e-05  6.4616 1.430e-09 ***
Output:regressor   1.0498e-01 2.3321e-02  4.5017 1.362e-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:-9.922e-04 -1.634e-04 -1.355e-05  1.363e-04  1.474e-03 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 1.807e-04  3.313e-05   5.453 2.04e-07 ***
Output:regressor   1.060e-01  1.090e-02   9.722  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0002795 on 147 degrees of freedom
Output:Multiple R-squared:  0.3914,	Adjusted R-squared:  0.3872 
Output:F-statistic: 94.52 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 7.3854e-06 7.3854e-06  94.524 < 2.2e-16 ***
Output:Residuals 147 1.1485e-05 7.8100e-08                      
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] 1.275052e-07
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.097374e-09 -2.609143e-07
Output:regressor   -2.609143e-07  1.188071e-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) 1.8065e-04 6.7027e-05  2.6952 0.007855 **
Output:regressor   1.0597e-01 3.6568e-02  2.8980 0.004331 **
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:-1.100e-03 -1.552e-04 -1.808e-05  1.177e-04  1.487e-03 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0001943  0.0000353   5.505 1.60e-07 ***
Output:regressor   0.0947881  0.0111803   8.478 2.22e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0002936 on 147 degrees of freedom
Output:Multiple R-squared:  0.3284,	Adjusted R-squared:  0.3238 
Output:F-statistic: 71.88 on 1 and 147 DF,  p-value: 2.22e-14
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 6.1971e-06 6.1971e-06  71.879 2.22e-14 ***
Output:Residuals 147 1.2674e-05 8.6200e-08                     
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] 1.275052e-07
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.246165e-09 -2.888623e-07
Output:regressor   -2.888623e-07  1.249990e-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) 1.9433e-04 7.2521e-05  2.6796 0.008211 **
Output:regressor   9.4788e-02 3.8643e-02  2.4529 0.015341 * 
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:-5.874e-04 -1.772e-04 -2.975e-05  1.464e-04  1.716e-03 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 1.869e-06  6.690e-05   0.028    0.978    
Output:regressor   2.842e-02  4.265e-03   6.663 5.02e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.000314 on 147 degrees of freedom
Output:Multiple R-squared:  0.232,	Adjusted R-squared:  0.2267 
Output:F-statistic:  44.4 on 1 and 147 DF,  p-value: 5.024e-10
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 4.3774e-06 4.3774e-06  44.398 5.024e-10 ***
Output:Residuals 147 1.4493e-05 9.8600e-08                      
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] 1.275052e-07
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.475817e-09 -2.633819e-07
Output:regressor   -2.633819e-07  1.818774e-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) 1.8689e-06 1.8490e-04  0.0101  0.99195  
Output:regressor   2.8417e-02 1.4632e-02  1.9421  0.05404 .
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:-9.596e-04 -1.791e-04 -3.478e-05  1.183e-04  1.912e-03 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 2.674e-04  3.483e-05   7.676 2.10e-12 ***
Output:regressor   6.460e-02  1.023e-02   6.312 3.07e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0003178 on 147 degrees of freedom
Output:Multiple R-squared:  0.2132,	Adjusted R-squared:  0.2079 
Output:F-statistic: 39.84 on 1 and 147 DF,  p-value: 3.073e-09
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 4.0239e-06 4.0239e-06  39.841 3.073e-09 ***
Output:Residuals 147 1.4847e-05 1.0100e-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] 1.275052e-07
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.213074e-09 -2.367689e-07
Output:regressor   -2.367689e-07  1.047394e-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) 2.6735e-04 5.6854e-05  4.7024 5.87e-06 ***
Output:regressor   6.4598e-02 3.3748e-02  1.9141  0.05755 .  
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:-1.487e-17  6.560e-20  9.970e-20  1.225e-19  1.290e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -9.948e-19  1.180e-19 -8.430e+00 2.93e-14 ***
Output:regressor    1.000e+00  5.612e-17  1.782e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.238e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.175e+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 0.00048685 0.00048685 3.1747e+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 unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.289509e-06
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.392531e-38 -3.382917e-36
Output:regressor   -3.382917e-36  3.149926e-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) -9.9480e-19  1.1387e-19 -8.7361e+00 4.976e-15 ***
Output:regressor    1.0000e+00  2.3042e-17  4.3400e+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:-0.0034543 -0.0004819 -0.0000153  0.0004358  0.0044557 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 1.853e-05  1.102e-04   0.168    0.867    
Output:regressor   6.624e-01  4.071e-02  16.272   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001087 on 147 degrees of freedom
Output:Multiple R-squared:  0.643,	Adjusted R-squared:  0.6406 
Output:F-statistic: 264.8 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 0.00031305 3.1305e-04  264.77 < 2.2e-16 ***
Output:Residuals 147 0.00017380 1.1820e-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] 3.289509e-06
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.214215e-08 -2.640530e-06
Output:regressor   -2.640530e-06  1.657278e-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) 1.8533e-05 1.4869e-04  0.1246     0.901    
Output:regressor   6.6242e-01 1.1432e-01  5.7947 4.016e-08 ***
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:-0.0046696 -0.0006254  0.0000295  0.0004725  0.0062618 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0004467  0.0001576  -2.835  0.00523 ** 
Output:regressor    3.6786580  0.2888695  12.735  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001255 on 147 degrees of freedom
Output:Multiple R-squared:  0.5245,	Adjusted R-squared:  0.5213 
Output:F-statistic: 162.2 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 0.00025537 2.5537e-04  162.17 < 2.2e-16 ***
Output:Residuals 147 0.00023148 1.5750e-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] 3.289509e-06
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.482757e-08 -3.449449e-05
Output:regressor   -3.449449e-05  8.344557e-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) -0.00044671  0.00035408 -1.2616 0.2090940    
Output:regressor    3.67865795  1.02032817  3.6054 0.0004262 ***
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:-0.0031009 -0.0006716 -0.0001983  0.0004191  0.0091420 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001466  0.0001646  -0.891    0.375    
Output:regressor    0.5558039  0.0541715  10.260   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001389 on 147 degrees of freedom
Output:Multiple R-squared:  0.4173,	Adjusted R-squared:  0.4133 
Output:F-statistic: 105.3 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 0.00020316 0.00020316  105.27 < 2.2e-16 ***
Output:Residuals 147 0.00028369 0.00000193                      
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] 3.289509e-06
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.710534e-08 -6.444630e-06
Output:regressor   -6.444630e-06  2.934555e-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) -0.00014664  0.00039190 -0.3742  0.70880  
Output:regressor    0.55580388  0.21977276  2.5290  0.01249 *
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:-0.0059372 -0.0005373 -0.0000209  0.0004322  0.0089348 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001212  0.0001724  -0.703    0.483    
Output:regressor    0.5172008  0.0546078   9.471   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001434 on 147 degrees of freedom
Output:Multiple R-squared:  0.379,	Adjusted R-squared:  0.3747 
Output:F-statistic:  89.7 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 0.00018450 1.845e-04  89.704 < 2.2e-16 ***
Output:Residuals 147 0.00030235 2.057e-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] 3.289509e-06
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.972884e-08 -6.891178e-06
Output:regressor   -6.891178e-06  2.982011e-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) -0.00012124  0.00041742 -0.2905  0.77188  
Output:regressor    0.51720081  0.23379025  2.2122  0.02849 *
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:-0.0029929 -0.0007835 -0.0000573  0.0004812  0.0103855 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0010957  0.0003358  -3.263  0.00137 ** 
Output:regressor    0.1498238  0.0214066   6.999 8.51e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001576 on 147 degrees of freedom
Output:Multiple R-squared:  0.2499,	Adjusted R-squared:  0.2448 
Output:F-statistic: 48.99 on 1 and 147 DF,  p-value: 8.505e-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 0.00012168 1.2168e-04  48.985 8.505e-11 ***
Output:Residuals 147 0.00036516 2.4840e-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] 3.289509e-06
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.127690e-07 -6.635954e-06
Output:regressor   -6.635954e-06  4.582434e-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) -0.0010957  0.0011234 -0.9753  0.33099  
Output:regressor    0.1498238  0.0878324  1.7058  0.09016 .
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:-0.0063453 -0.0005908 -0.0002128  0.0002846  0.0118987 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0003845  0.0001801   2.135   0.0345 *  
Output:regressor   0.3049923  0.0529315   5.762  4.7e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001644 on 147 degrees of freedom
Output:Multiple R-squared:  0.1842,	Adjusted R-squared:  0.1787 
Output:F-statistic:  33.2 on 1 and 147 DF,  p-value: 4.704e-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 0.00008970 8.9698e-05  33.201 4.704e-08 ***
Output:Residuals 147 0.00039715 2.7020e-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] 3.289509e-06
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.244938e-08 -0.0000063335
Output:regressor   -6.333500e-06  0.0028017477
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) 0.00038452 0.00039059  0.9845   0.3265
Output:regressor   0.30499228 0.24494310  1.2452   0.2151
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-18 -2.980e-20  6.100e-21  5.790e-20  4.964e-19 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  2.026e-20 0.0e+00        1    
Output:regressor   1.000e+00  6.668e-18 1.5e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.71e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.249e+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 0.00065764 0.00065764 2.2493e+34 < 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 unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 4.443495e-06
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.106442e-40 -9.763576e-38
Output:regressor   -9.763576e-38  4.445834e-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 2.9727e-20 0.000e+00        1    
Output:regressor   1.0000e+00 1.6226e-17 6.163e+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:-0.0051079 -0.0009885 -0.0000422  0.0006095  0.0088629 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0013898  0.0001539   9.033 8.76e-16 ***
Output:regressor   0.7507844  0.0731754  10.260  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001615 on 147 degrees of freedom
Output:Multiple R-squared:  0.4173,	Adjusted R-squared:  0.4133 
Output:F-statistic: 105.3 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 0.00027442 2.7443e-04  105.27 < 2.2e-16 ***
Output:Residuals 147 0.00038321 2.6070e-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] 4.443495e-06
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.367195e-08 -5.750698e-06
Output:regressor   -5.750698e-06  5.354632e-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) 0.0013898  0.0001921  7.2347 2.386e-11 ***
Output:regressor   0.7507844  0.0971958  7.7245 1.606e-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:-0.0035333 -0.0010374 -0.0002034  0.0007006  0.0107543 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0006695  0.0002072   3.231  0.00152 ** 
Output:regressor   3.6930890  0.3798552   9.722  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00165 on 147 degrees of freedom
Output:Multiple R-squared:  0.3914,	Adjusted R-squared:  0.3872 
Output:F-statistic: 94.52 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 0.00025738 2.5738e-04  94.524 < 2.2e-16 ***
Output:Residuals 147 0.00040026 2.7230e-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] 4.443495e-06
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.293061e-08 -5.964617e-05
Output:regressor   -5.964617e-05  1.442900e-01
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) 0.00066948 0.00022819  2.9338  0.003886 ** 
Output:regressor   3.69308899 0.52092813  7.0894 5.233e-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:-0.0048549 -0.0009738 -0.0002915  0.0005635  0.0099460 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0012706  0.0001707   7.445 7.56e-12 ***
Output:regressor   0.5808616  0.0630529   9.212 3.05e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001684 on 147 degrees of freedom
Output:Multiple R-squared:  0.366,	Adjusted R-squared:  0.3617 
Output:F-statistic: 84.87 on 1 and 147 DF,  p-value: 3.046e-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 0.00024070 2.407e-04  84.866 3.046e-16 ***
Output:Residuals 147 0.00041693 2.836e-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] 4.443495e-06
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.912800e-08 -6.334409e-06
Output:regressor   -6.334409e-06  3.975669e-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) 0.0012706  0.0002139  5.9404 1.971e-08 ***
Output:regressor   0.5808616  0.0880753  6.5951 7.167e-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:-0.0052643 -0.0008908 -0.0002211  0.0006797  0.0097070 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0008908  0.0002074   4.295 3.16e-05 ***
Output:regressor   0.5648375  0.0656951   8.598 1.11e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001725 on 147 degrees of freedom
Output:Multiple R-squared:  0.3346,	Adjusted R-squared:  0.3301 
Output:F-statistic: 73.92 on 1 and 147 DF,  p-value: 1.111e-14
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 0.00022005 2.2005e-04  73.923 1.111e-14 ***
Output:Residuals 147 0.00043758 2.9770e-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] 4.443495e-06
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.302638e-08 -9.973563e-06
Output:regressor   -9.973563e-06  4.315847e-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) 0.00089083 0.00029380   3.032 0.0028718 ** 
Output:regressor   0.56483749 0.16240063   3.478 0.0006646 ***
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:-0.0032073 -0.0010004 -0.0003837  0.0004635  0.0111925 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0002577  0.0004160   0.619    0.537    
Output:regressor   0.1338595  0.0265212   5.047 1.31e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001953 on 147 degrees of freedom
Output:Multiple R-squared:  0.1477,	Adjusted R-squared:  0.1419 
Output:F-statistic: 25.47 on 1 and 147 DF,  p-value: 1.306e-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 9.713e-05 9.7134e-05  25.475 1.306e-06 ***
Output:Residuals 147 5.605e-04 3.8130e-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] 4.443495e-06
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.730936e-07 -1.018579e-05
Output:regressor   -1.018579e-05  7.033760e-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) 0.00025766 0.00082481  0.3124  0.75519  
Output:regressor   0.13385953 0.06110300  2.1907  0.03005 *
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:-0.0038734 -0.0011083 -0.0003509  0.0003933  0.0117359 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0015148  0.0002158   7.019 7.64e-11 ***
Output:regressor   0.3014024  0.0634147   4.753 4.73e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001969 on 147 degrees of freedom
Output:Multiple R-squared:  0.1332,	Adjusted R-squared:  0.1273 
Output:F-statistic: 22.59 on 1 and 147 DF,  p-value: 4.731e-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 0.00008760 8.7599e-05   22.59 4.731e-06 ***
Output:Residuals 147 0.00057004 3.8780e-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] 4.443495e-06
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.657543e-08 -9.090635e-06
Output:regressor   -9.090635e-06  4.021420e-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) 0.00151478 0.00033842   4.476 1.514e-05 ***
Output:regressor   0.30140240 0.15747204   1.914   0.05756 .  
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:-3.439e-19 -2.838e-20 -7.630e-21  1.227e-20  7.601e-19 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  1.133e-20 0.000e+00        1    
Output:regressor   1.000e+00  4.187e-18 2.388e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.118e-19 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.703e+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 0.00071341 0.00071341 5.7034e+34 < 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 unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 4.820332e-06
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.284586e-40 -2.793563e-38
Output:regressor   -2.793563e-38  1.753326e-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 1.3870e-20 0.0000e+00        1    
Output:regressor   1.0000e+00 1.0254e-17 9.7525e+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:-0.0042696 -0.0006911 -0.0002067  0.0005242  0.0046359 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0005508  0.0001254   4.391 2.14e-05 ***
Output:regressor   0.9706912  0.0596545  16.272  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001316 on 147 degrees of freedom
Output:Multiple R-squared:  0.643,	Adjusted R-squared:  0.6406 
Output:F-statistic: 264.8 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 0.00045873 0.00045873  264.77 < 2.2e-16 ***
Output:Residuals 147 0.00025468 0.00000173                      
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] 4.820332e-06
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.573227e-08 -3.821888e-06
Output:regressor   -3.821888e-06  3.558664e-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) 0.0005508  0.0001839  2.9952   0.00322 ** 
Output:regressor   0.9706912  0.1309139  7.4147 8.924e-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:-0.0054727 -0.0009182 -0.0001349  0.0007556  0.0085469 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -4.737e-05  2.113e-04  -0.224    0.823    
Output:regressor    3.969e+00  3.873e-01  10.247   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001683 on 147 degrees of freedom
Output:Multiple R-squared:  0.4167,	Adjusted R-squared:  0.4127 
Output:F-statistic:   105 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 0.00029726 2.9726e-04     105 < 2.2e-16 ***
Output:Residuals 147 0.00041615 2.8310e-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] 4.820332e-06
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.463489e-08 -6.201404e-05
Output:regressor   -6.201404e-05  1.500181e-01
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) -4.7368e-05  5.1886e-04 -0.0913 0.927384   
Output:regressor    3.9689e+00  1.4080e+00  2.8188 0.005486 **
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:-0.0049914 -0.0007581 -0.0000905  0.0006924  0.0106774 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 9.055e-05  2.036e-04   0.445    0.657    
Output:regressor   6.503e-01  6.450e-02  10.083   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001694 on 147 degrees of freedom
Output:Multiple R-squared:  0.4088,	Adjusted R-squared:  0.4048 
Output:F-statistic: 101.7 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 0.00029166 2.9166e-04  101.66 < 2.2e-16 ***
Output:Residuals 147 0.00042175 2.8690e-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] 4.820332e-06
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.146906e-08 -9.612574e-06
Output:regressor   -9.612574e-06  4.159637e-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) 0.00009055 0.00046636  0.1942 0.846316   
Output:regressor   0.65028041 0.24901148  2.6114 0.009951 **
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:-0.0058570 -0.0007648 -0.0003022  0.0005906  0.0117917 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0002095  0.0002079   1.008    0.315    
Output:regressor   0.6301223  0.0684002   9.212 3.05e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001754 on 147 degrees of freedom
Output:Multiple R-squared:  0.366,	Adjusted R-squared:  0.3617 
Output:F-statistic: 84.87 on 1 and 147 DF,  p-value: 3.046e-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 0.00026112 2.6112e-04  84.866 3.046e-16 ***
Output:Residuals 147 0.00045229 3.0770e-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] 4.820332e-06
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.321427e-08 -1.027473e-05
Output:regressor   -1.027473e-05  4.678586e-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) 0.00020947 0.00048056  0.4359  0.66356  
Output:regressor   0.63012227 0.26886037  2.3437  0.02043 *
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:-0.0039478 -0.0009115 -0.0001349  0.0007280  0.0115875 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0014846  0.0003804  -3.903 0.000144 ***
Output:regressor    0.2125458  0.0242475   8.766 4.19e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001785 on 147 degrees of freedom
Output:Multiple R-squared:  0.3433,	Adjusted R-squared:  0.3388 
Output:F-statistic: 76.84 on 1 and 147 DF,  p-value: 4.189e-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 0.00024489 2.4489e-04  76.837 4.189e-15 ***
Output:Residuals 147 0.00046852 3.1870e-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] 4.820332e-06
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.446860e-07 -8.514128e-06
Output:regressor   -8.514128e-06  5.879400e-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) -0.0014846  0.0011818 -1.2563  0.21101  
Output:regressor    0.2125458  0.0902557  2.3549  0.01985 *
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:-0.0085626 -0.0009387 -0.0002797  0.0005675  0.0141350 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0006818  0.0002133   3.197   0.0017 ** 
Output:regressor   0.4032381  0.0626636   6.435 1.64e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.001946 on 147 degrees of freedom
Output:Multiple R-squared:  0.2198,	Adjusted R-squared:  0.2145 
Output:F-statistic: 41.41 on 1 and 147 DF,  p-value: 1.639e-09
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 0.00015679 1.5679e-04  41.409 1.639e-09 ***
Output:Residuals 147 0.00055661 3.7860e-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] 4.820332e-06
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.547868e-08 -8.876569e-06
Output:regressor   -8.876569e-06  3.926724e-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) 0.00068175 0.00049103  1.3884   0.1671
Output:regressor   0.40323811 0.27120960  1.4868   0.1392
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:-2.227e-17 -1.104e-19  1.444e-19  3.872e-19  4.181e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -6.822e-18  4.136e-19 -1.649e+01   <2e-16 ***
Output:regressor    1.000e+00  2.637e-17  3.792e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.941e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.438e+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 0.0054209 0.0054209 1.4383e+33 < 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] 3.662785e-05
Output:[1] 3.662785e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.710979e-37 -1.006835e-35
Output:regressor   -1.006835e-35  6.952664e-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  5.9723e-19 -1.1422e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  3.6380e-17  2.7488e+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:-0.0080475 -0.0035805 -0.0008661  0.0017434  0.0155890 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0119080  0.0004987  23.877  < 2e-16 ***
Output:regressor   1.6150542  0.1842473   8.766 4.19e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004921 on 147 degrees of freedom
Output:Multiple R-squared:  0.3433,	Adjusted R-squared:  0.3388 
Output:F-statistic: 76.84 on 1 and 147 DF,  p-value: 4.189e-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 0.0018609 0.00186086  76.837 4.189e-15 ***
Output:Residuals 147 0.0035601 0.00002422                      
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] 3.662785e-05
Output:[1] 4.820332e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.487153e-07 -5.408762e-05
Output:regressor   -5.408762e-05  3.394705e-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) 0.01190803 0.00061279 19.4325 < 2.2e-16 ***
Output:regressor   1.61505417 0.20046340  8.0566 2.477e-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:-0.0119645 -0.0034791 -0.0006412  0.0019209  0.0196611 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0114675  0.0005503  20.837  < 2e-16 ***
Output:regressor   1.3332048  0.1617137   8.244 8.51e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005022 on 147 degrees of freedom
Output:Multiple R-squared:  0.3162,	Adjusted R-squared:  0.3115 
Output:F-statistic: 67.97 on 1 and 147 DF,  p-value: 8.51e-14
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 0.001714 1.714e-03  67.967 8.51e-14 ***
Output:Residuals 147 0.003707 2.522e-05                     
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] 3.662785e-05
Output:[1] 6.515463e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.028804e-07 -5.911647e-05
Output:regressor   -5.911647e-05  2.615133e-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) 0.01146751 0.00084267 13.6085  < 2e-16 ***
Output:regressor   1.33320478 0.36574178  3.6452  0.00037 ***
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:-0.0090909 -0.0039687 -0.0009767  0.0030252  0.0189127 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0126896  0.0005012  25.320  < 2e-16 ***
Output:regressor   1.6682501  0.2383573   6.999 8.51e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005259 on 147 degrees of freedom
Output:Multiple R-squared:  0.2499,	Adjusted R-squared:  0.2448 
Output:F-statistic: 48.99 on 1 and 147 DF,  p-value: 8.505e-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 0.0013549 0.00135492  48.985 8.505e-11 ***
Output:Residuals 147 0.0040660 0.00002766                      
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] 3.662785e-05
Output:[1] 3.289509e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.511664e-07 -6.101659e-05
Output:regressor   -6.101659e-05  5.681421e-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) 0.01268964 0.00074822 16.9598 < 2.2e-16 ***
Output:regressor   1.66825014 0.38677923  4.3132 2.937e-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:-0.0094588 -0.0040060 -0.0008751  0.0024694  0.0180548 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0111068  0.0006682  16.621  < 2e-16 ***
Output:regressor   8.1630990  1.2251043   6.663 5.02e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005322 on 147 degrees of freedom
Output:Multiple R-squared:  0.232,	Adjusted R-squared:  0.2267 
Output:F-statistic:  44.4 on 1 and 147 DF,  p-value: 5.024e-10
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 0.0012575 0.00125748  44.398 5.024e-10 ***
Output:Residuals 147 0.0041634 0.00002832                      
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] 3.662785e-05
Output:[1] 1.275052e-07
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.465572e-07 -0.0006204297
Output:regressor   -6.204297e-04  1.5008805664
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) 0.0111068  0.0011696  9.4966 < 2.2e-16 ***
Output:regressor   8.1630990  2.4544040  3.3259  0.001113 ** 
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:-0.0123637 -0.0037607 -0.0004489  0.0021832  0.0240926 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0120581  0.0006644  18.149  < 2e-16 ***
Output:regressor   1.1034078  0.2186153   5.047 1.31e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005606 on 147 degrees of freedom
Output:Multiple R-squared:  0.1477,	Adjusted R-squared:  0.1419 
Output:F-statistic: 25.47 on 1 and 147 DF,  p-value: 1.306e-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 0.0008007 0.00080068  25.475 1.306e-06 ***
Output:Residuals 147 0.0046202 0.00003143                      
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] 3.662785e-05
Output:[1] 4.443495e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.414419e-07 -0.0001049583
Output:regressor   -1.049583e-04  0.0477926434
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) 0.0120581  0.0010822 11.1422  < 2e-16 ***
Output:regressor   1.1034078  0.5644907  1.9547  0.05252 .  
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:-0.0158094 -0.0038180 -0.0004355  0.0023471  0.0237281 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0121164  0.0006797  17.826  < 2e-16 ***
Output:regressor   1.0233675  0.2152708   4.754 4.71e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005654 on 147 degrees of freedom
Output:Multiple R-squared:  0.1333,	Adjusted R-squared:  0.1274 
Output:F-statistic:  22.6 on 1 and 147 DF,  p-value: 4.711e-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 0.0007223 0.00072234  22.599 4.711e-06 ***
Output:Residuals 147 0.0046986 0.00003196                      
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] 3.662785e-05
Output:[1] 4.660336e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.619971e-07 -0.0001070914
Output:regressor   -1.070914e-04  0.0463415370
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) 0.0121164  0.0011865 10.2121  < 2e-16 ***
Output:regressor   1.0233675  0.5775388  1.7719  0.07848 .  
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:-5.291e-16 -2.190e-18  7.540e-18  8.700e-18  1.032e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.183e-16  7.284e-18 -2.997e+01   <2e-16 ***
Output:regressor    1.000e+00  1.280e-17  7.814e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.865e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.106e+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  14.45   14.45 6.1057e+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] 0.09763644
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.306001e-35 -7.803050e-35
Output:regressor   -7.803050e-35  1.637801e-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  1.1378e-17 -1.9186e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  1.7857e-17  5.6000e+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:-0.58467 -0.24491 -0.00842  0.22656  0.60449 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.39551    0.04055   9.754   <2e-16 ***
Output:regressor    0.18916    0.07437   2.543    0.012 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3069 on 147 degrees of freedom
Output:Multiple R-squared:  0.04215,	Adjusted R-squared:  0.03563 
Output:F-statistic: 6.469 on 1 and 147 DF,  p-value: 0.01201
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  0.6091 0.60907  6.4687 0.01201 *
Output:Residuals 147 13.8411 0.09416                  
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] 0.09763644
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001644191 -0.002366267
Output:regressor   -0.002366267  0.005531386
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) 0.395515   0.044616  8.8648 2.349e-15 ***
Output:regressor   0.189158   0.084085  2.2496   0.02596 *  
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:-0.53674 -0.24296  0.00818  0.24176  0.56865 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.31090    0.07265   4.279 3.37e-05 ***
Output:regressor    0.22584    0.09298   2.429   0.0163 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3074 on 147 degrees of freedom
Output:Multiple R-squared:  0.03859,	Adjusted R-squared:  0.03205 
Output:F-statistic:   5.9 on 1 and 147 DF,  p-value: 0.01635
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  0.5576 0.55760  5.9001 0.01635 *
Output:Residuals 147 13.8926 0.09451                  
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] 0.09763644
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005278694 -0.006336303
Output:regressor   -0.006336303  0.008644519
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) 0.310898   0.076383  4.0702 7.641e-05 ***
Output:regressor   0.225839   0.103193  2.1885   0.03021 *  
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:-0.5351 -0.2522  0.0235  0.2270  0.5736 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.34377    0.08896   3.864 0.000167 ***
Output:regressor    0.22670    0.14566   1.556 0.121769    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.311 on 147 degrees of freedom
Output:Multiple R-squared:  0.01621,	Adjusted R-squared:  0.009519 
Output:F-statistic: 2.422 on 1 and 147 DF,  p-value: 0.1218
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  0.2343 0.234254  2.4223 0.1218
Output:Residuals 147 14.2159 0.096707               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09763644
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007914421 -0.01241574
Output:regressor   -0.012415744  0.02121716
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) 0.343773   0.093986  3.6577 0.0003538 ***
Output:regressor   0.226703   0.165738  1.3678 0.1734493    
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:-0.49385 -0.25698  0.02526  0.24121  0.54195 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43946    0.08208   5.354 3.24e-07 ***
Output:regressor    0.05620    0.11851   0.474    0.636    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3133 on 147 degrees of freedom
Output:Multiple R-squared:  0.001528,	Adjusted R-squared:  -0.005265 
Output:F-statistic: 0.2249 on 1 and 147 DF,  p-value: 0.636
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  0.0221 0.022074  0.2249  0.636
Output:Residuals 147 14.4281 0.098150               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09763644
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.006736928 -0.009239235
Output:regressor   -0.009239235  0.014044200
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) 0.439462   0.089465  4.9121 2.373e-06 ***
Output:regressor   0.056200   0.134738  0.4171    0.6772    
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:-0.4832 -0.2460  0.0084  0.2328  0.5282 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.47181    0.03193  14.776   <2e-16 ***
Output:regressor    0.11347    0.46594   0.244    0.808    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3135 on 147 degrees of freedom
Output:Multiple R-squared:  0.0004033,	Adjusted R-squared:  -0.006397 
Output:F-statistic: 0.0593 on 1 and 147 DF,  p-value: 0.8079
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  0.0058 0.005827  0.0593 0.8079
Output:Residuals 147 14.4444 0.098261               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09763644
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001019548 -0.008841598
Output:regressor   -0.008841598  0.217102553
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) 0.471814   0.041057 11.4915   <2e-16 ***
Output:regressor   0.113466   0.412403  0.2751   0.7836    
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:-0.48422 -0.24243 -0.00035  0.24041  0.53176 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46824    0.04266  10.976   <2e-16 ***
Output:regressor    0.01598    0.06640   0.241     0.81    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3135 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003937,	Adjusted R-squared:  -0.006406 
Output:F-statistic: 0.0579 on 1 and 147 DF,  p-value: 0.8102
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  0.0057 0.005690  0.0579 0.8102
Output:Residuals 147 14.4445 0.098262               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09763644
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001819766 -0.002261884
Output:regressor   -0.002261884  0.004409346
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) 0.468238   0.041834 11.1926   <2e-16 ***
Output:regressor   0.015978   0.088074  0.1814   0.8563    
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:-1.314e-15  2.320e-18  8.680e-18  1.686e-17  1.143e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 4.366e-16  2.896e-17 1.508e+01   <2e-16 ***
Output:regressor   1.000e+00  4.181e-17 2.392e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.105e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.721e+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 6.9887  6.9887 5.721e+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] 0.04722084
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.384878e-34 -1.149928e-33
Output:regressor   -1.149928e-33  1.747961e-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 1.5948e-17 2.7375e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 3.3689e-17 2.9683e+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:-0.60442 -0.12643  0.02895  0.13650  0.41955 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.41180    0.05867   7.019 7.64e-11 ***
Output:regressor    0.42051    0.09606   4.378 2.27e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2051 on 147 degrees of freedom
Output:Multiple R-squared:  0.1153,	Adjusted R-squared:  0.1093 
Output:F-statistic: 19.16 on 1 and 147 DF,  p-value: 2.265e-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 0.8060 0.80598  19.163 2.265e-05 ***
Output:Residuals 147 6.1827 0.04206                      
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] 0.04722084
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003442090 -0.005399777
Output:regressor   -0.005399777  0.009227631
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) 0.411797   0.059845  6.8811 1.594e-10 ***
Output:regressor   0.420510   0.094534  4.4482 1.698e-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:-0.63050 -0.12138  0.00095  0.16450  0.40009 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.59991    0.02816  21.302  < 2e-16 ***
Output:regressor    0.13549    0.05165   2.623  0.00963 ** 
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:  0.04471,	Adjusted R-squared:  0.03821 
Output:F-statistic:  6.88 on 1 and 147 DF,  p-value: 0.009633
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 0.3125 0.312483  6.8804 0.009633 **
Output:Residuals 147 6.6762 0.045416                    
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] 0.04722084
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0007930681 -0.001141358
Output:regressor   -0.0011413579  0.002668039
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) 0.599908   0.040358 14.8647  < 2e-16 ***
Output:regressor   0.135489   0.062456  2.1694  0.03166 *  
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:-0.6656 -0.1271  0.0045  0.1556  0.3818 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.61823    0.02939  21.036   <2e-16 ***
Output:regressor    0.07727    0.04575   1.689   0.0933 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.216 on 147 degrees of freedom
Output:Multiple R-squared:  0.01904,	Adjusted R-squared:  0.01237 
Output:F-statistic: 2.853 on 1 and 147 DF,  p-value: 0.09332
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 0.1331 0.133056   2.853 0.09332 .
Output:Residuals 147 6.8556 0.046637                  
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] 0.04722084
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008636945 -0.001073532
Output:regressor   -0.0010735319  0.002092757
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) 0.618231   0.037448 16.5091   <2e-16 ***
Output:regressor   0.077270   0.050778  1.5217   0.1302    
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:-0.67106 -0.11698  0.01539  0.15845  0.38086 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.60106    0.05129  11.719   <2e-16 ***
Output:regressor    0.07751    0.06563   1.181     0.24    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.217 on 147 degrees of freedom
Output:Multiple R-squared:  0.009398,	Adjusted R-squared:  0.002659 
Output:F-statistic: 1.395 on 1 and 147 DF,  p-value: 0.2395
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 0.0657 0.065677  1.3946 0.2395
Output:Residuals 147 6.9230 0.047095               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04722084
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002630498 -0.003157530
Output:regressor   -0.003157530  0.004307768
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) 0.601056   0.059910 10.0327   <2e-16 ***
Output:regressor   0.077508   0.073478  1.0548   0.2932    
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:-0.66070 -0.13101  0.02163  0.16123  0.34763 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.64492    0.03262  19.769   <2e-16 ***
Output:regressor    0.02718    0.05732   0.474    0.636    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2179 on 147 degrees of freedom
Output:Multiple R-squared:  0.001528,	Adjusted R-squared:  -0.005265 
Output:F-statistic: 0.2249 on 1 and 147 DF,  p-value: 0.636
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 0.0107 0.010676  0.2249  0.636
Output:Residuals 147 6.9780 0.047469               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04722084
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001064257 -0.001565106
Output:regressor   -0.001565106  0.003285039
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) 0.644919   0.043102 14.9626   <2e-16 ***
Output:regressor   0.027181   0.069318  0.3921   0.6955    
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:-0.65601 -0.13966  0.02304  0.16086  0.34465 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.65535    0.02221  29.510   <2e-16 ***
Output:regressor    0.06187    0.32406   0.191    0.849    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.218 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002479,	Adjusted R-squared:  -0.006553 
Output:F-statistic: 0.03645 on 1 and 147 DF,  p-value: 0.8489
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 0.001732  0.0364 0.8489
Output:Residuals 147 6.9870 0.047530               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04722084
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0004931702 -0.004276811
Output:regressor   -0.0042768109  0.105015690
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) 0.655349   0.030243 21.6693   <2e-16 ***
Output:regressor   0.061865   0.306686  0.2017   0.8404    
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:-3.730e-15  1.150e-17  2.750e-17  3.530e-17  4.162e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.019e-15  7.350e-17 1.386e+01   <2e-16 ***
Output:regressor   1.000e+00  9.405e-17 1.063e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.11e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.13e+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 10.933  10.933 1.1305e+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] 0.0738692
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.401653e-33 -6.483898e-33
Output:regressor   -6.483898e-33  8.845880e-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) 1.0187e-15 1.0708e-17 9.5133e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 3.1383e-17 3.1864e+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:-0.79488 -0.14891  0.09063  0.20204  0.34842 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.65158    0.04004  16.274   <2e-16 ***
Output:regressor    0.17086    0.07034   2.429   0.0163 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2674 on 147 degrees of freedom
Output:Multiple R-squared:  0.03859,	Adjusted R-squared:  0.03205 
Output:F-statistic:   5.9 on 1 and 147 DF,  p-value: 0.01635
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  0.4219 0.42187  5.9001 0.01635 *
Output:Residuals 147 10.5108 0.07150                  
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] 0.0738692
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001603060 -0.002357474
Output:regressor   -0.002357474  0.004948160
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) 0.651579   0.051300  12.701  < 2e-16 ***
Output:regressor   0.170864   0.075403   2.266  0.02491 *  
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:-0.71332 -0.16022  0.06402  0.20376  0.38152 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55795    0.07655   7.289 1.78e-11 ***
Output:regressor    0.29912    0.12533   2.387   0.0183 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2676 on 147 degrees of freedom
Output:Multiple R-squared:  0.0373,	Adjusted R-squared:  0.03075 
Output:F-statistic: 5.696 on 1 and 147 DF,  p-value: 0.01828
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  0.4078 0.40781  5.6959 0.01828 *
Output:Residuals 147 10.5248 0.07160                  
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] 0.0738692
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005859474 -0.009192047
Output:regressor   -0.009192047  0.015708207
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)  0.55795    0.12774  4.3679 2.355e-05 ***
Output:regressor    0.29912    0.19725  1.5164    0.1316    
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:-0.7278 -0.1533  0.1018  0.2019  0.3244 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.67556    0.03664  18.440   <2e-16 ***
Output:regressor    0.11194    0.05703   1.963   0.0515 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2692 on 147 degrees of freedom
Output:Multiple R-squared:  0.02554,	Adjusted R-squared:  0.01891 
Output:F-statistic: 3.853 on 1 and 147 DF,  p-value: 0.05155
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  0.2792 0.279224  3.8528 0.05155 .
Output:Residuals 147 10.6534 0.072472                  
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] 0.0738692
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001342152 -0.001668233
Output:regressor   -0.001668233  0.003252075
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) 0.675565   0.057968 11.6542  < 2e-16 ***
Output:regressor   0.111936   0.063893  1.7519  0.08187 .  
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:-0.74821 -0.13593  0.08369  0.21360  0.28696 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.71304    0.02764  25.797   <2e-16 ***
Output:regressor    0.48962    0.40335   1.214    0.227    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2714 on 147 degrees of freedom
Output:Multiple R-squared:  0.009925,	Adjusted R-squared:  0.003189 
Output:F-statistic: 1.474 on 1 and 147 DF,  p-value: 0.2267
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  0.1085 0.108502  1.4735 0.2267
Output:Residuals 147 10.8241 0.073634               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0738692
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000764016 -0.006625607
Output:regressor   -0.006625607  0.162689605
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) 0.713045   0.036549 19.5093   <2e-16 ***
Output:regressor   0.489622   0.325300  1.5051   0.1344    
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:-0.7543 -0.1583  0.0843  0.2285  0.3151 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.65322    0.07111   9.186 3.56e-16 ***
Output:regressor    0.12125    0.10267   1.181     0.24    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2714 on 147 degrees of freedom
Output:Multiple R-squared:  0.009398,	Adjusted R-squared:  0.002659 
Output:F-statistic: 1.395 on 1 and 147 DF,  p-value: 0.2395
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  0.1027 0.102741  1.3946 0.2395
Output:Residuals 147 10.8299 0.073673               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0738692
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005056810 -0.006935068
Output:regressor   -0.006935068  0.010541725
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)  0.65322    0.12099  5.3991 2.629e-07 ***
Output:regressor    0.12125    0.14506  0.8358    0.4046    
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:-0.72229 -0.12729  0.08255  0.23255  0.27771 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.72229    0.03602  20.052   <2e-16 ***
Output:regressor    0.02501    0.06607   0.379    0.706    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2726 on 147 degrees of freedom
Output:Multiple R-squared:  0.0009739,	Adjusted R-squared:  -0.005822 
Output:F-statistic: 0.1433 on 1 and 147 DF,  p-value: 0.7056
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  0.0106 0.010648  0.1433 0.7056
Output:Residuals 147 10.9220 0.074299               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0738692
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001297427 -0.001867215
Output:regressor   -0.001867215  0.004364803
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) 0.722286   0.064410 11.2139   <2e-16 ***
Output:regressor   0.025010   0.090548  0.2762   0.7828    
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:-6.054e-15  1.470e-17  4.050e-17  5.320e-17  5.904e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 6.549e-16  6.655e-17 9.841e+00   <2e-16 ***
Output:regressor   1.000e+00  1.221e-16 8.193e+15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.036e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.712e+31 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 17.022  17.022 6.7122e+31 < 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] 0.115016
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.428453e-33 -6.373286e-33
Output:regressor   -6.373286e-33  1.489820e-32
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) 6.5486e-16 2.7898e-17 2.3474e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.6462e-17 3.7790e+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:-0.54070 -0.26795 -0.04786  0.26576  0.65092 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.21069    0.08714   2.418  0.01684 * 
Output:regressor    0.33001    0.12581   2.623  0.00963 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3326 on 147 degrees of freedom
Output:Multiple R-squared:  0.04471,	Adjusted R-squared:  0.03821 
Output:F-statistic:  6.88 on 1 and 147 DF,  p-value: 0.009633
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  0.7611 0.76112  6.8804 0.009633 **
Output:Residuals 147 16.2613 0.11062                    
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] 0.115016
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007592873 -0.01041310
Output:regressor   -0.010413105  0.01582855
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) 0.210686   0.088444  2.3821  0.01849 *
Output:regressor   0.330010   0.132567  2.4894  0.01391 *
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:-0.54445 -0.29445 -0.04235  0.28311  0.67837 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.32163    0.04987   6.450 1.52e-09 ***
Output:regressor    0.22283    0.08761   2.543    0.012 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.333 on 147 degrees of freedom
Output:Multiple R-squared:  0.04215,	Adjusted R-squared:  0.03563 
Output:F-statistic: 6.469 on 1 and 147 DF,  p-value: 0.01201
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  0.7175 0.71749  6.4687 0.01201 *
Output:Residuals 147 16.3049 0.11092                  
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] 0.115016
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002486754 -0.003657041
Output:regressor   -0.003657041  0.007675852
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) 0.321626   0.060846  5.2859 4.436e-07 ***
Output:regressor   0.222828   0.099469  2.2402   0.02658 *  
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:-0.49522 -0.29150 -0.03418  0.24990  0.64324 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.35676    0.04572   7.802 1.04e-12 ***
Output:regressor    0.13846    0.07117   1.945   0.0536 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.336 on 147 degrees of freedom
Output:Multiple R-squared:  0.0251,	Adjusted R-squared:  0.01847 
Output:F-statistic: 3.784 on 1 and 147 DF,  p-value: 0.05364
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  0.4272 0.42724  3.7845 0.05364 .
Output:Residuals 147 16.5951 0.11289                  
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] 0.115016
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002090709 -0.002598653
Output:regressor   -0.002598653  0.005065848
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)  0.35676    0.07669  4.6520 7.269e-06 ***
Output:regressor    0.13846    0.10811  1.2807    0.2023    
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:-0.49172 -0.30562 -0.03843  0.23735  0.63363 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.27703    0.09648   2.871  0.00469 **
Output:regressor    0.25763    0.15797   1.631  0.10505   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3373 on 147 degrees of freedom
Output:Multiple R-squared:  0.01777,	Adjusted R-squared:  0.01109 
Output:F-statistic:  2.66 on 1 and 147 DF,  p-value: 0.1051
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  0.3025 0.30253  2.6599 0.1051
Output:Residuals 147 16.7198 0.11374               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.115016
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.00930841 -0.01460256
Output:regressor   -0.01460256  0.02495419
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)  0.27703    0.12161  2.2781  0.02416 *
Output:regressor    0.25763    0.19512  1.3204  0.18876  
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:-0.43819 -0.30096 -0.04481  0.25536  0.59102 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.39925    0.08038   4.967 1.87e-06 ***
Output:regressor    0.03894    0.10287   0.379    0.706    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3401 on 147 degrees of freedom
Output:Multiple R-squared:  0.0009739,	Adjusted R-squared:  -0.005822 
Output:F-statistic: 0.1433 on 1 and 147 DF,  p-value: 0.7056
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  0.0166 0.016579  0.1433 0.7056
Output:Residuals 147 17.0058 0.115686               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.115016
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.006461598 -0.007756208
Output:regressor   -0.007756208  0.010581673
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) 0.399245   0.102697  3.8876 0.0001528 ***
Output:regressor   0.038942   0.120028  0.3244 0.7460661    
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:-0.45760 -0.29748 -0.03993  0.26594  0.57590 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.42410    0.03466  12.236   <2e-16 ***
Output:regressor    0.09054    0.50576   0.179    0.858    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3403 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002179,	Adjusted R-squared:  -0.006583 
Output:F-statistic: 0.03205 on 1 and 147 DF,  p-value: 0.8582
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  0.0037 0.00371   0.032 0.8582
Output:Residuals 147 17.0187 0.11577               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.115016
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001201253 -0.01041736
Output:regressor   -0.010417358  0.25579481
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) 0.424102   0.047294  8.9673 1.288e-15 ***
Output:regressor   0.090538   0.641600  0.1411     0.888    
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:-5.621e-16  2.390e-18  3.520e-18  7.250e-18  3.257e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.638e-17  4.760e-18 -7.643e+00 2.53e-12 ***
Output:regressor    1.000e+00  6.946e-17  1.440e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.673e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.073e+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 0.4526  0.4526 2.0726e+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] 0.00305812
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.265817e-35 -1.964934e-34
Output:regressor   -1.964934e-34  4.824831e-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  5.8019e-18 -6.2706e+00 3.792e-09 ***
Output:regressor    1.0000e+00  5.1709e-17  1.9339e+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:-0.05676 -0.03461 -0.01859  0.02039  0.31999 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.06209    0.01577   3.938 0.000127 ***
Output:regressor   -0.03650    0.02582  -1.414 0.159491    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05511 on 147 degrees of freedom
Output:Multiple R-squared:  0.01342,	Adjusted R-squared:  0.006706 
Output:F-statistic: 1.999 on 1 and 147 DF,  p-value: 0.1595
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 0.00607 0.0060730  1.9993 0.1595
Output:Residuals 147 0.44653 0.0030376               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002485954 -0.0003899839
Output:regressor   -0.0003899839  0.0006664400
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)  0.062085   0.016352  3.7967 0.0002139 ***
Output:regressor   -0.036502   0.026103 -1.3984 0.1641067    
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:-0.04614 -0.03871 -0.01566  0.01581  0.32589 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.02587    0.01305   1.982   0.0493 *
Output:regressor    0.02027    0.01670   1.214   0.2267  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05521 on 147 degrees of freedom
Output:Multiple R-squared:  0.009925,	Adjusted R-squared:  0.003189 
Output:F-statistic: 1.474 on 1 and 147 DF,  p-value: 0.2267
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 0.00449 0.0044919  1.4735 0.2267
Output:Residuals 147 0.44811 0.0030484               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0001702659 -0.0002043794
Output:regressor   -0.0002043794  0.0002788317
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) 0.025868   0.010811  2.3928  0.01798 *
Output:regressor   0.020270   0.014489  1.3990  0.16393  
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:-0.04259 -0.03903 -0.01570  0.01686  0.33045 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.039032   0.008307   4.699 5.96e-06 ***
Output:regressor   0.003554   0.014594   0.244    0.808    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05548 on 147 degrees of freedom
Output:Multiple R-squared:  0.0004033,	Adjusted R-squared:  -0.006397 
Output:F-statistic: 0.0593 on 1 and 147 DF,  p-value: 0.8079
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 0.00018 0.00018251  0.0593 0.8079
Output:Residuals 147 0.45242 0.00307768               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.900114e-05 -0.0001014737
Output:regressor   -1.014737e-04  0.0002129855
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) 0.0390322  0.0086466  4.5142 1.294e-05 ***
Output:regressor   0.0035539  0.0118790  0.2992    0.7652    
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:-0.04210 -0.04039 -0.01634  0.01579  0.32924 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.038090   0.014536   2.620   0.0097 **
Output:regressor   0.004007   0.020987   0.191   0.8489   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05548 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002479,	Adjusted R-squared:  -0.006553 
Output:F-statistic: 0.03645 on 1 and 147 DF,  p-value: 0.8489
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 0.00011 0.00011218  0.0364 0.8489
Output:Residuals 147 0.45249 0.00307816               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002112812 -0.0002897576
Output:regressor   -0.0002897576  0.0004404492
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) 0.0380897  0.0119362  3.1911 0.001733 **
Output:regressor   0.0040065  0.0197763  0.2026 0.839734   
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:-0.04186 -0.03965 -0.01513  0.01577  0.32840 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.041856   0.007550   5.544 1.34e-07 ***
Output:regressor   -0.002203   0.011753  -0.187    0.852    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05548 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002391,	Adjusted R-squared:  -0.006562 
Output:F-statistic: 0.03515 on 1 and 147 DF,  p-value: 0.8515
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 0.00011 0.0001082  0.0352 0.8515
Output:Residuals 147 0.45249 0.0030782               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.700662e-05 -7.085656e-05
Output:regressor   -7.085656e-05  1.381287e-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)  0.0418558  0.0087200  4.8000 3.864e-06 ***
Output:regressor   -0.0022035  0.0130802 -0.1685    0.8665    
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:-0.04210 -0.04008 -0.01610  0.01778  0.33030 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.039696   0.007332   5.414 2.45e-07 ***
Output:regressor   0.002407   0.013448   0.179    0.858    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05548 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002179,	Adjusted R-squared:  -0.006583 
Output:F-statistic: 0.03205 on 1 and 147 DF,  p-value: 0.8582
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 0.0001 0.00009864   0.032 0.8582
Output:Residuals 147 0.4525 0.00307825               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.00305812
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.375299e-05 -7.735956e-05
Output:regressor   -7.735956e-05  1.808357e-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) 0.0396956  0.0084755  4.6836 6.358e-06 ***
Output:regressor   0.0024073  0.0170972  0.1408    0.8882    
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:-1.014e-15 -4.280e-18  3.890e-18  2.186e-17  4.910e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.455e-16  1.162e-17 -1.253e+01   <2e-16 ***
Output:regressor    1.000e+00  1.809e-17  5.529e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.538e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.057e+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 22.285  22.285 3.057e+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] 0.1505738
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.350028e-34 -1.678021e-34
Output:regressor   -1.678021e-34  3.271156e-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  1.8399e-17 -7.9093e+00 5.697e-13 ***
Output:regressor    1.0000e+00  2.2845e-17  4.3774e+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:-0.57390 -0.37776  0.01129  0.42610  0.62483 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.34573    0.09084   3.806 0.000207 ***
Output:regressor    0.22817    0.11624   1.963 0.051549 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3844 on 147 degrees of freedom
Output:Multiple R-squared:  0.02554,	Adjusted R-squared:  0.01891 
Output:F-statistic: 3.853 on 1 and 147 DF,  p-value: 0.05155
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  0.5692 0.56917  3.8528 0.05155 .
Output:Residuals 147 21.7158 0.14773                  
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] 0.1505738
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.008251219 -0.009904388
Output:regressor   -0.009904388  0.013512401
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) 0.345730   0.083187  4.1561 5.474e-05 ***
Output:regressor   0.228169   0.108328  2.1063   0.03688 *  
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:-0.61670 -0.37471  0.03124  0.38330  0.56457 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43543    0.05080   8.571  1.3e-14 ***
Output:regressor    0.18127    0.09318   1.945   0.0536 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3844 on 147 degrees of freedom
Output:Multiple R-squared:  0.0251,	Adjusted R-squared:  0.01847 
Output:F-statistic: 3.784 on 1 and 147 DF,  p-value: 0.05364
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  0.5593 0.55932  3.7845 0.05364 .
Output:Residuals 147 21.7256 0.14779                  
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] 0.1505738
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002580791 -0.003714191
Output:regressor   -0.003714191  0.008682294
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) 0.435431   0.081314  5.3549 3.228e-07 ***
Output:regressor   0.181268   0.137871  1.3148    0.1906    
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:-0.59727 -0.38168  0.03496  0.40273  0.54579 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.3509     0.1010   3.473 0.000676 ***
Output:regressor     0.2464     0.1459   1.689 0.093323 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3856 on 147 degrees of freedom
Output:Multiple R-squared:  0.01904,	Adjusted R-squared:  0.01237 
Output:F-statistic: 2.853 on 1 and 147 DF,  p-value: 0.09332
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  0.4243 0.42428   2.853 0.09332 .
Output:Residuals 147 21.8606 0.14871                  
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] 0.1505738
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01020740 -0.01399875
Output:regressor   -0.01399875  0.02127895
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) 0.350881   0.088681  3.9566 0.0001179 ***
Output:regressor   0.246392   0.154828  1.5914 0.1136695    
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:-0.52588 -0.41956 -0.00828  0.47412  0.49877 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.50123    0.05829   8.599  1.1e-14 ***
Output:regressor    0.02464    0.10241   0.241     0.81    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3893 on 147 degrees of freedom
Output:Multiple R-squared:  0.0003937,	Adjusted R-squared:  -0.006406 
Output:F-statistic: 0.0579 on 1 and 147 DF,  p-value: 0.8102
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  0.0088 0.008774  0.0579 0.8102
Output:Residuals 147 22.2761 0.151538               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1505738
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003397467 -0.004996344
Output:regressor   -0.004996344  0.010486947
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) 0.501235   0.093576  5.3565 3.205e-07 ***
Output:regressor   0.024642   0.127272  0.1936    0.8467    
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:-0.51739 -0.41423 -0.01582  0.48261  0.50886 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.51739    0.03966  13.047   <2e-16 ***
Output:regressor   -0.10849    0.57868  -0.187    0.852    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3893 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002391,	Adjusted R-squared:  -0.006562 
Output:F-statistic: 0.03515 on 1 and 147 DF,  p-value: 0.8515
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  0.0053 0.005328  0.0352 0.8515
Output:Residuals 147 22.2796 0.151562               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1505738
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001572593 -0.01363765
Output:regressor   -0.013637651  0.33486804
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)  0.517393   0.067743  7.6376 2.605e-12 ***
Output:regressor   -0.108493   0.636950 -0.1703     0.865    
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:-0.51456 -0.41556 -0.01378  0.48487  0.48869 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.509784   0.111385   4.577 9.97e-06 ***
Output:regressor   0.005452   0.182373   0.030    0.976    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3894 on 147 degrees of freedom
Output:Multiple R-squared:  6.08e-06,	Adjusted R-squared:  -0.006797 
Output:F-statistic: 0.0008938 on 1 and 147 DF,  p-value: 0.9762
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  0.0001 0.000135   9e-04 0.9762
Output:Residuals 147 22.2848 0.151597               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1505738
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01240658 -0.01946281
Output:regressor   -0.01946281  0.03325983
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) 0.5097844  0.1561083  3.2656 0.001359 **
Output:regressor   0.0054523  0.2649820  0.0206 0.983612   
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:-1.212e-16 -1.399e-17 -8.660e-18 -2.710e-18  1.290e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.638e-16  3.095e-17 -1.176e+01   <2e-16 ***
Output:regressor    1.000e+00  5.067e-17  1.973e+16   <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: 3.895e+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  4.558   4.558 3.8946e+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] 0.03079707
Output:[1] 0.03079707
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.577899e-34 -1.502532e-33
Output:regressor   -1.502532e-33  2.567664e-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  2.6295e-17 -1.3836e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  5.8218e-17  1.7177e+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:-0.41930 -0.11431  0.00247  0.11945  0.34392 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40475    0.04339   9.328  < 2e-16 ***
Output:regressor    0.27425    0.06265   4.378 2.27e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1656 on 147 degrees of freedom
Output:Multiple R-squared:  0.1153,	Adjusted R-squared:  0.1093 
Output:F-statistic: 19.16 on 1 and 147 DF,  p-value: 2.265e-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 0.5257 0.52565  19.163 2.265e-05 ***
Output:Residuals 147 4.0323 0.02743                      
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] 0.03079707
Output:[1] 0.04722084
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001882810 -0.002582145
Output:regressor   -0.002582145  0.003925017
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) 0.404752   0.047010  8.6100 1.036e-14 ***
Output:regressor   0.274253   0.067216  4.0802 7.353e-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:-0.41609 -0.12806 -0.00019  0.11926  0.42104 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.49377    0.04083  12.093   <2e-16 ***
Output:regressor    0.12471    0.05225   2.387   0.0183 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1728 on 147 degrees of freedom
Output:Multiple R-squared:  0.0373,	Adjusted R-squared:  0.03075 
Output:F-statistic: 5.696 on 1 and 147 DF,  p-value: 0.01828
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 0.1700 0.17002  5.6959 0.01828 *
Output:Residuals 147 4.3879 0.02985                  
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] 0.03079707
Output:[1] 0.0738692
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001667263 -0.002001307
Output:regressor   -0.002001307  0.002730352
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) 0.493766   0.062734  7.8708 7.074e-13 ***
Output:regressor   0.124707   0.074870  1.6657   0.09791 .  
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:-0.41026 -0.11318 -0.00338  0.13801  0.42107 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55566    0.02306  24.095   <2e-16 ***
Output:regressor    0.06898    0.04230   1.631    0.105    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1745 on 147 degrees of freedom
Output:Multiple R-squared:  0.01777,	Adjusted R-squared:  0.01109 
Output:F-statistic:  2.66 on 1 and 147 DF,  p-value: 0.1051
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  0.081 0.081007  2.6599 0.1051
Output:Residuals 147  4.477 0.030455               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03079707
Output:[1] 0.115016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005318193 -0.0007653772
Output:regressor   -0.0007653772  0.0017891460
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) 0.555664   0.030436 18.2566   <2e-16 ***
Output:regressor   0.068985   0.053158  1.2977   0.1964    
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:-0.41580 -0.13080  0.00051  0.14011  0.38394 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55111    0.02615  21.074   <2e-16 ***
Output:regressor    0.07151    0.04595   1.556    0.122    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1747 on 147 degrees of freedom
Output:Multiple R-squared:  0.01621,	Adjusted R-squared:  0.009519 
Output:F-statistic: 2.422 on 1 and 147 DF,  p-value: 0.1218
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 0.0739 0.073890  2.4223 0.1218
Output:Residuals 147 4.4841 0.030504               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03079707
Output:[1] 0.09763644
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000683893 -0.001005739
Output:regressor   -0.001005739  0.002110970
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) 0.551106   0.035994 15.3112   <2e-16 ***
Output:regressor   0.071508   0.052488  1.3624   0.1752    
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:-0.45431 -0.12430  0.00106  0.12914  0.38104 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.60015    0.01782  33.686   <2e-16 ***
Output:regressor   -0.36759    0.25998  -1.414    0.159    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1749 on 147 degrees of freedom
Output:Multiple R-squared:  0.01342,	Adjusted R-squared:  0.006706 
Output:F-statistic: 1.999 on 1 and 147 DF,  p-value: 0.1595
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 0.0612 0.061158  1.9993 0.1595
Output:Residuals 147 4.4968 0.030591               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03079707
Output:[1] 0.00305812
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0003174047 -0.002752559
Output:regressor   -0.0027525588  0.067588180
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)  0.600145   0.025829 23.2352  < 2e-16 ***
Output:regressor   -0.367595   0.210309 -1.7479  0.08257 .  
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:-0.43877 -0.12446  0.00036  0.13206  0.39546 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.584603   0.023963   24.40   <2e-16 ***
Output:regressor   0.001115   0.037301    0.03    0.976    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1761 on 147 degrees of freedom
Output:Multiple R-squared:  6.08e-06,	Adjusted R-squared:  -0.006797 
Output:F-statistic: 0.0008938 on 1 and 147 DF,  p-value: 0.9762
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 0.0000277   9e-04 0.9762
Output:Residuals 147 4.5579 0.0310064               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03079707
Output:[1] 0.1505738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005742240 -0.0007137336
Output:regressor   -0.0007137336  0.0013913615
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) 0.5846027  0.0475943 12.2830   <2e-16 ***
Output:regressor   0.0011152  0.0567563  0.0196   0.9844    
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:-6.709e-15  3.600e-18  3.500e-17  7.370e-17  5.065e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  4.663e-17 -1.561e+00    0.121    
Output:regressor    1.000e+00  3.655e-17  2.736e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.622e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.484e+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   1 236.57  236.57 7.4838e+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] 1.598483
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.173970e-33 2.645921e-34
Output:regressor   2.645921e-34 1.336211e-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  4.5447e-17 -1.6010e+00   0.1115    
Output:regressor    1.0000e+00  9.7268e-18  1.0281e+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:-2.51007 -0.67736 -0.01881  0.56243  2.13322 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.6122     0.1031   5.936 2.02e-08 ***
Output:regressor     2.4255     0.2108  11.509  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9201 on 147 degrees of freedom
Output:Multiple R-squared:  0.474,	Adjusted R-squared:  0.4704 
Output:F-statistic: 132.4 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   1 112.13 112.128  132.45 < 2.2e-16 ***
Output:Residuals 147 124.45   0.847                      
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] 1.598483
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01063801 0.01483760
Output:regressor    0.01483760 0.04441957
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)  0.61219    0.43186  1.4176  0.15843  
Output:regressor    2.42554    1.17250  2.0687  0.04033 *
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:-2.3994 -0.8670  0.1074  0.6822  2.4420 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.09766    0.18597   5.902 2.37e-08 ***
Output:regressor   -0.36609    0.04642  -7.886 6.49e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.063 on 147 degrees of freedom
Output:Multiple R-squared:  0.2973,	Adjusted R-squared:  0.2925 
Output:F-statistic: 62.19 on 1 and 147 DF,  p-value: 6.486e-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  70.333  70.333  62.193 6.486e-13 ***
Output:Residuals 147 166.242   1.131                      
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] 1.598483
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.03458332 -0.007626990
Output:regressor   -0.00762699  0.002155008
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)  1.09766    0.78723  1.3943   0.1653
Output:regressor   -0.36609    0.43771 -0.8364   0.4043
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:-1.9755 -0.9195  0.1218  0.6505  2.4509 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.12685    0.08888  -1.427    0.156    
Output:regressor    0.48420    0.06454   7.502 5.51e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.079 on 147 degrees of freedom
Output:Multiple R-squared:  0.2769,	Adjusted R-squared:  0.272 
Output:F-statistic: 56.29 on 1 and 147 DF,  p-value: 5.506e-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  65.504  65.504  56.287 5.506e-12 ***
Output:Residuals 147 171.071   1.164                      
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] 1.598483
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0079003833 0.0006121725
Output:regressor   0.0006121725 0.0041652938
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) -0.12685    1.37365 -0.0923   0.9265
Output:regressor    0.48420    1.81455  0.2668   0.7900
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:-2.7377 -0.8502  0.1940  0.8721  2.3497 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.89799    0.19067   4.710 5.69e-06 ***
Output:regressor   -0.28769    0.04392  -6.551 9.03e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.116 on 147 degrees of freedom
Output:Multiple R-squared:  0.226,	Adjusted R-squared:  0.2207 
Output:F-statistic: 42.91 on 1 and 147 DF,  p-value: 9.026e-10
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  53.455  53.455  42.911 9.026e-10 ***
Output:Residuals 147 183.121   1.246                      
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] 1.598483
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.036353978 -0.007347934
Output:regressor   -0.007347934  0.001928742
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)  0.89799    0.76588  1.1725   0.2429
Output:regressor   -0.28769    0.33952 -0.8473   0.3982
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:-2.5596 -0.7613  0.2852  0.8718  2.5809 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.59572    0.14652  -4.066 7.77e-05 ***
Output:regressor   -0.13111    0.03548  -3.695  0.00031 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.214 on 147 degrees of freedom
Output:Multiple R-squared:  0.08498,	Adjusted R-squared:  0.07876 
Output:F-statistic: 13.65 on 1 and 147 DF,  p-value: 0.0003097
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  20.104 20.1042  13.652 0.0003097 ***
Output:Residuals 147 216.471  1.4726                      
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] 1.598483
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.021468602 0.003819299
Output:regressor   0.003819299 0.001259086
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) -0.59572    1.63983 -0.3633   0.7169
Output:regressor   -0.13111    0.21775 -0.6021   0.5480
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:-2.5207 -0.9608  0.3452  1.0170  2.1847 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.33086    0.11734  -2.820  0.00547 **
Output:regressor    0.22538    0.09807   2.298  0.02297 * 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.246 on 147 degrees of freedom
Output:Multiple R-squared:  0.03468,	Adjusted R-squared:  0.02811 
Output:F-statistic: 5.281 on 1 and 147 DF,  p-value: 0.02297
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   8.205  8.2046  5.2812 0.02297 *
Output:Residuals 147 228.371  1.5535                  
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] 1.598483
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.013768002 -0.005669091
Output:regressor   -0.005669091  0.009617912
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) -0.33086    1.38745 -0.2385   0.8119
Output:regressor    0.22538    0.52728  0.4274   0.6697
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:-2.670e-15 -1.413e-16  1.957e-17  1.421e-16  3.858e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.821e-16  4.818e-17 -1.208e+01   <2e-16 ***
Output:regressor    1.000e+00  1.110e-17  9.011e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.82e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.12e+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   1 645.87  645.87 8.1198e+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] 4.363994
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.321311e-33 -4.691877e-34
Output:regressor   -4.691877e-34  1.231560e-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) -5.8210e-16  8.4864e-17 -6.8592e+00  1.79e-10 ***
Output:regressor    1.0000e+00  1.7542e-17  5.7005e+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:-1.59499 -0.30673  0.04475  0.28540  1.53107 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07339    0.11266   0.651    0.516    
Output:regressor    1.05570    0.02812  37.539   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6442 on 147 degrees of freedom
Output:Multiple R-squared:  0.9055,	Adjusted R-squared:  0.9049 
Output:F-statistic:  1409 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   1 584.86  584.86  1409.2 < 2.2e-16 ***
Output:Residuals 147  61.01    0.42                      
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] 4.363994
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.012691799 -0.0027990437
Output:regressor   -0.002799044  0.0007908704
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) 0.073388   0.662696  0.1107     0.912    
Output:regressor   1.055697   0.115479  9.1419 4.616e-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:-2.6566 -0.8709 -0.3291  0.7641  2.7892 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.3875     0.1602    14.9   <2e-16 ***
Output:regressor    -4.2577     0.3274   -13.0   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.429 on 147 degrees of freedom
Output:Multiple R-squared:  0.5349,	Adjusted R-squared:  0.5318 
Output:F-statistic: 169.1 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   1 345.50  345.50  169.09 < 2.2e-16 ***
Output:Residuals 147 300.37    2.04                      
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] 4.363994
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02567629 0.03581257
Output:regressor    0.03581257 0.10721269
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)   2.3875     1.1657  2.0482 0.042323 * 
Output:regressor    -4.2577     1.3340 -3.1918 0.001729 **
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:-3.0898 -1.2563 -0.2977  1.2884  4.2081 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.0898     0.1562  19.776   <2e-16 ***
Output:regressor     1.2214     0.1306   9.353   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.66 on 147 degrees of freedom
Output:Multiple R-squared:  0.3731,	Adjusted R-squared:  0.3688 
Output:F-statistic: 87.49 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   1 240.98 240.975  87.488 < 2.2e-16 ***
Output:Residuals 147 404.90   2.754                      
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] 4.363994
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.02441031 -0.01005115
Output:regressor   -0.01005115  0.01705231
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)  3.08976    1.57101  1.9667   0.0511 .
Output:regressor    1.22142    0.76145  1.6041   0.1108  
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:-3.6542 -1.3619  0.1993  1.0732  4.0312 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.6542     0.1529  23.894  < 2e-16 ***
Output:regressor    -0.7854     0.1199  -6.551 9.03e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.844 on 147 degrees of freedom
Output:Multiple R-squared:  0.226,	Adjusted R-squared:  0.2207 
Output:F-statistic: 42.91 on 1 and 147 DF,  p-value: 9.026e-10
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   1 145.94 145.936  42.911 9.026e-10 ***
Output:Residuals 147 499.93   3.401                      
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] 4.363994
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02338862 0.00284661
Output:regressor    0.00284661 0.01437561
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)  3.65418    2.41199  1.5150   0.1319
Output:regressor   -0.78541    1.04775 -0.7496   0.4547
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:-4.4385 -1.2179 -0.1633  1.7306  3.4583 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  4.43849    0.24304  18.262  < 2e-16 ***
Output:regressor    0.20729    0.05886   3.522 0.000571 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.013 on 147 degrees of freedom
Output:Multiple R-squared:  0.07781,	Adjusted R-squared:  0.07154 
Output:F-statistic:  12.4 on 1 and 147 DF,  p-value: 0.0005712
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  50.26  50.255  12.403 0.0005712 ***
Output:Residuals 147 595.62   4.052                      
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] 4.363994
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.05907036 0.010508713
Output:regressor    0.01050871 0.003464347
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)  4.43849    1.22411  3.6259 0.0003963 ***
Output:regressor    0.20729    0.18855  1.0994 0.2734037    
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:-4.0477 -1.7873 -0.0263  1.9029  3.7051 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.80641    0.17269  22.042   <2e-16 ***
Output:regressor   -0.02241    0.12539  -0.179    0.858    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.096 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002172,	Adjusted R-squared:  -0.006584 
Output:F-statistic: 0.03194 on 1 and 147 DF,  p-value: 0.8584
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   0.14  0.1403  0.0319 0.8584
Output:Residuals 147 645.73  4.3927               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 4.363994
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.029820991 0.002310722
Output:regressor   0.002310722 0.015722426
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)  3.806410   2.220287  1.7144  0.08857 .
Output:regressor   -0.022409   2.617982 -0.0086  0.99318  
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:-7.576e-15  7.500e-18  4.600e-17  8.880e-17  6.167e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  5.225e-17 -1.393e+00    0.166    
Output:regressor    1.000e+00  3.794e-17  2.636e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.341e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.948e+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   1 279.39  279.39 6.9482e+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] 1.887787
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.729799e-33 2.115224e-34
Output:regressor   2.115224e-34 1.439223e-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  5.1253e-17 -1.4197e+00   0.1578    
Output:regressor    1.0000e+00  9.6334e-18  1.0381e+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:-3.1703 -0.9444  0.2079  0.8139  2.2708 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.03374    0.09722  -0.347    0.729    
Output:regressor    0.57184    0.07622   7.502 5.51e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.172 on 147 degrees of freedom
Output:Multiple R-squared:  0.2769,	Adjusted R-squared:  0.272 
Output:F-statistic: 56.29 on 1 and 147 DF,  p-value: 5.506e-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  77.359  77.359  56.287 5.506e-12 ***
Output:Residuals 147 202.033   1.374                      
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] 1.887787
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.009451782 0.001150369
Output:regressor   0.001150369 0.005809454
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) -0.033737   4.252466 -0.0079   0.9937
Output:regressor    0.571836   0.966088  0.5919   0.5548
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:-3.2069 -0.9786 -0.2049  1.0901  2.4192 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.3798     0.1408   2.697  0.00781 ** 
Output:regressor     1.5771     0.2878   5.480  1.8e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.256 on 147 degrees of freedom
Output:Multiple R-squared:  0.1697,	Adjusted R-squared:  0.164 
Output:F-statistic: 30.04 on 1 and 147 DF,  p-value: 1.798e-07
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  47.402  47.402  30.036 1.798e-07 ***
Output:Residuals 147 231.991   1.578                      
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] 1.887787
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01983100 0.02765973
Output:regressor    0.02765973 0.08280538
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)  0.37982    1.70023  0.2234   0.8235
Output:regressor    1.57706    2.98034  0.5292   0.5975
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:-2.864 -1.073  0.114  1.072  2.511 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.44940    0.11950  -3.761 0.000244 ***
Output:regressor    0.51309    0.09988   5.137 8.73e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.269 on 147 degrees of freedom
Output:Multiple R-squared:  0.1522,	Adjusted R-squared:  0.1464 
Output:F-statistic: 26.39 on 1 and 147 DF,  p-value: 8.729e-07
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  42.523  42.523   26.39 8.729e-07 ***
Output:Residuals 147 236.869   1.611                      
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] 1.887787
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.01428034 -0.005880050
Output:regressor   -0.00588005  0.009975815
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) -0.44940    1.95503 -0.2299   0.8185
Output:regressor    0.51309    0.54274  0.9454   0.3460
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:-2.4748 -1.1329  0.1001  1.2269  2.4876 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.14699    0.16315   0.901   0.3691  
Output:regressor    0.09691    0.03951   2.453   0.0154 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.351 on 147 degrees of freedom
Output:Multiple R-squared:  0.03931,	Adjusted R-squared:  0.03278 
Output:F-statistic: 6.016 on 1 and 147 DF,  p-value: 0.01535
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  10.984 10.9838  6.0155 0.01535 *
Output:Residuals 147 268.409  1.8259                  
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] 1.887787
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.026619500 0.004735653
Output:regressor   0.004735653 0.001561175
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) 0.146992   2.957908  0.0497   0.9604
Output:regressor   0.096909   0.465762  0.2081   0.8355
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:-2.90424 -1.17474 -0.01251  1.34481  2.44750 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.20148    0.23888   0.843    0.400
Output:regressor   -0.09845    0.05963  -1.651    0.101
Output:
Output:Residual standard error: 1.366 on 147 degrees of freedom
Output:Multiple R-squared:  0.01821,	Adjusted R-squared:  0.01153 
Output:F-statistic: 2.726 on 1 and 147 DF,  p-value: 0.1009
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   5.087  5.0867   2.726 0.1009
Output:Residuals 147 274.306  1.8660               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.887787
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.05706379 -0.012584822
Output:regressor   -0.01258482  0.003555844
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)  0.201476   1.484546  0.1357   0.8922
Output:regressor   -0.098454   0.697302 -0.1412   0.8879
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:-2.5886 -1.2234  0.0719  1.2303  2.5032 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.110040   0.235487  -0.467    0.641
Output:regressor   -0.009694   0.054241  -0.179    0.858
Output:
Output:Residual standard error: 1.378 on 147 degrees of freedom
Output:Multiple R-squared:  0.0002172,	Adjusted R-squared:  -0.006584 
Output:F-statistic: 0.03194 on 1 and 147 DF,  p-value: 0.8584
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   0.061 0.06069  0.0319 0.8584
Output:Residuals 147 279.332 1.90022               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.887787
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.05545426 -0.011208519
Output:regressor   -0.01120852  0.002942098
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) -0.1100400  1.5108606 -0.0728    0.942
Output:regressor   -0.0096936  0.5529928 -0.0175    0.986
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:-3.131e-15 -6.210e-18  1.790e-17  5.119e-17  2.451e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.455e-16  2.552e-17 -5.702e+00 6.28e-08 ***
Output:regressor    1.000e+00  2.133e-17  4.688e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.711e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.198e+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   1 161.53  161.53 2.1978e+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] 1.091392
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.513188e-34 -2.681860e-34
Output:regressor   -2.681860e-34  4.549917e-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  2.8678e-17 -5.0744e+00 1.157e-06 ***
Output:regressor    1.0000e+00  1.5913e-17  6.2840e+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:-2.12159 -0.58732 -0.02343  0.50100  1.91654 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.57430    0.14178  -4.051 8.24e-05 ***
Output:regressor    0.30547    0.03266   9.353  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.83 on 147 degrees of freedom
Output:Multiple R-squared:  0.3731,	Adjusted R-squared:  0.3688 
Output:F-statistic: 87.49 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  60.266  60.266  87.488 < 2.2e-16 ***
Output:Residuals 147 101.260   0.689                      
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] 1.091392
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.020102712 -0.004063198
Output:regressor   -0.004063198  0.001066539
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) -0.57430    0.46319 -1.2399   0.2170
Output:regressor    0.30547    0.23389  1.3060   0.1936
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:-1.92064 -0.63935 -0.06112  0.55180  1.99848 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.46016    0.15492  -2.970  0.00348 ** 
Output:regressor    0.29656    0.03867   7.668 2.19e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8859 on 147 degrees of freedom
Output:Multiple R-squared:  0.2857,	Adjusted R-squared:  0.2809 
Output:F-statistic: 58.81 on 1 and 147 DF,  p-value: 2.194e-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  46.154  46.154  58.806 2.194e-12 ***
Output:Residuals 147 115.372   0.785                      
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] 1.091392
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.024000923 -0.005293153
Output:regressor   -0.005293153  0.001495582
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) -0.46016    0.57968 -0.7938   0.4286
Output:regressor    0.29656    0.27419  1.0816   0.2812
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:-2.06696 -0.65964 -0.06173  0.55542  2.12873 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.63303    0.07952   7.960 4.28e-13 ***
Output:regressor    0.29663    0.05774   5.137 8.73e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9652 on 147 degrees of freedom
Output:Multiple R-squared:  0.1522,	Adjusted R-squared:  0.1464 
Output:F-statistic: 26.39 on 1 and 147 DF,  p-value: 8.729e-07
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  24.584 24.5842   26.39 8.729e-07 ***
Output:Residuals 147 136.942  0.9316                      
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] 1.091392
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0063242191 0.0004900412
Output:regressor   0.0004900412 0.0033342978
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)  0.63303    0.66284  0.9550   0.3411
Output:regressor    0.29663    0.38719  0.7661   0.4448
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:-1.8981 -0.8586 -0.1493  0.8375  2.2731 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.61990    0.08541   7.258  2.1e-11 ***
Output:regressor    0.15388    0.06696   2.298    0.023 *  
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:  0.03468,	Adjusted R-squared:  0.02811 
Output:F-statistic: 5.281 on 1 and 147 DF,  p-value: 0.02297
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   5.602  5.6018  5.2812 0.02297 *
Output:Residuals 147 155.924  1.0607                  
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] 1.091392
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0072946569 0.0008878268
Output:regressor   0.0008878268 0.0044835965
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)  0.61990    0.85627  0.7240   0.4702
Output:regressor    0.15388    0.37871  0.4063   0.6851
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:-1.7968 -0.8405 -0.3313  0.7021  2.4749 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.5165     0.1172   4.408    2e-05 ***
Output:regressor    -0.2185     0.2394  -0.912    0.363    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.045 on 147 degrees of freedom
Output:Multiple R-squared:  0.005631,	Adjusted R-squared:  -0.001133 
Output:F-statistic: 0.8324 on 1 and 147 DF,  p-value: 0.3631
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   0.91 0.90955  0.8324 0.3631
Output:Residuals 147 160.62 1.09263               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.091392
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01372979 0.01914993
Output:regressor    0.01914993 0.05732945
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)  0.51646    1.13132  0.4565   0.6487
Output:regressor   -0.21846    1.43577 -0.1522   0.8793
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:-1.8640 -0.8424 -0.3040  0.7687  2.4481 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.64683    0.12640   5.117 9.55e-07 ***
Output:regressor    0.01892    0.03061   0.618    0.537    
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:  0.002592,	Adjusted R-squared:  -0.004193 
Output:F-statistic: 0.3821 on 1 and 147 DF,  p-value: 0.5375
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   0.419 0.41874  0.3821 0.5375
Output:Residuals 147 161.107 1.09597               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.091392
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.015977863 0.0028424880
Output:regressor   0.002842488 0.0009370667
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) 0.646827   1.834815  0.3525   0.7249
Output:regressor   0.018922   1.220354  0.0155   0.9877
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:-7.619e-17 -1.946e-17 -7.640e-18 -1.790e-18  1.046e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.455e-16  1.012e-17 1.438e+01   <2e-16 ***
Output:regressor   1.000e+00  2.068e-17 4.836e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.027e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.339e+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 19.059  19.059 2.3388e+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] 0.1287755
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.024004e-34 1.428252e-34
Output:regressor   1.428252e-34 4.275782e-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 1.3933e-17 1.0444e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.1918e-17 4.5626e+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:-0.45181 -0.21376  0.01146  0.17995  0.52219 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.144616   0.041948   3.447 0.000738 ***
Output:regressor   -0.125639   0.009662 -13.003  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2456 on 147 degrees of freedom
Output:Multiple R-squared:  0.5349,	Adjusted R-squared:  0.5318 
Output:F-statistic: 169.1 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 10.1952 10.1952  169.09 < 2.2e-16 ***
Output:Residuals 147  8.8636  0.0603                      
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] 0.1287755
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0017596346 -3.556607e-04
Output:regressor   -0.0003556607  9.335652e-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)  0.14462    0.23109  0.6258   0.5324
Output:regressor   -0.12564    0.10957 -1.1467   0.2534
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:-0.46721 -0.22081  0.01542  0.22273  0.46618 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.14318    0.04450   3.218  0.00159 ** 
Output:regressor   -0.13484    0.01111 -12.139  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2545 on 147 degrees of freedom
Output:Multiple R-squared:  0.5006,	Adjusted R-squared:  0.4972 
Output:F-statistic: 147.4 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 9.5408  9.5408  147.35 < 2.2e-16 ***
Output:Residuals 147 9.5180  0.0647                      
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] 0.1287755
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0019800250 -0.0004366739
Output:regressor   -0.0004366739  0.0001233823
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)  0.14318    0.26812   0.534   0.5941
Output:regressor   -0.13484    0.11417  -1.181   0.2395
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:-0.7245 -0.1468 -0.0271  0.2046  0.5197 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.29534    0.02166  -13.64   <2e-16 ***
Output:regressor    0.19540    0.01698   11.51   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2612 on 147 degrees of freedom
Output:Multiple R-squared:  0.474,	Adjusted R-squared:  0.4704 
Output:F-statistic: 132.4 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  9.0331  9.0331  132.45 < 2.2e-16 ***
Output:Residuals 147 10.0256  0.0682                      
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] 0.1287755
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 4.690330e-04 5.708563e-05
Output:regressor   5.708563e-05 2.882870e-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) -0.295340   0.137613 -2.1462  0.03350 *
Output:regressor    0.195404   0.080375  2.4312  0.01625 *
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:-0.61277 -0.18478  0.05723  0.20399  0.67225 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.536106   0.037087 -14.456  < 2e-16 ***
Output:regressor   -0.066616   0.008981  -7.417  8.8e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3072 on 147 degrees of freedom
Output:Multiple R-squared:  0.2723,	Adjusted R-squared:  0.2674 
Output:F-statistic: 55.01 on 1 and 147 DF,  p-value: 8.805e-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  5.1903  5.1903  55.015 8.805e-12 ***
Output:Residuals 147 13.8685  0.0943                      
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] 0.1287755
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0013754131 2.446882e-04
Output:regressor   0.0002446882 8.066497e-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) -0.536106   0.304511 -1.7605  0.08039 .
Output:regressor   -0.066616   0.043908 -1.5172  0.13137  
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:-0.52190 -0.28715 -0.03029  0.20913  0.69091 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.31822    0.02703  -11.77  < 2e-16 ***
Output:regressor    0.10758    0.01963    5.48  1.8e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3281 on 147 degrees of freedom
Output:Multiple R-squared:  0.1697,	Adjusted R-squared:  0.164 
Output:F-statistic: 30.04 on 1 and 147 DF,  p-value: 1.798e-07
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  3.2335  3.2335  30.036 1.798e-07 ***
Output:Residuals 147 15.8253  0.1077                      
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] 0.1287755
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 7.308395e-04 5.663015e-05
Output:regressor   5.663015e-05 3.853182e-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) -0.31822    2.68900 -0.1183   0.9060
Output:regressor    0.10758    4.49395  0.0239   0.9809
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:-0.75458 -0.23643  0.07392  0.29624  0.50127 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.31884    0.03380  -9.433   <2e-16 ***
Output:regressor   -0.02578    0.02825  -0.912    0.363    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3591 on 147 degrees of freedom
Output:Multiple R-squared:  0.005631,	Adjusted R-squared:  -0.001133 
Output:F-statistic: 0.8324 on 1 and 147 DF,  p-value: 0.3631
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  0.1073 0.10732  0.8324 0.3631
Output:Residuals 147 18.9515 0.12892               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1287755
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0011425437 -0.0004704521
Output:regressor   -0.0004704521  0.0007981467
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) -0.318840   0.596754 -0.5343   0.5939
Output:regressor   -0.025776   0.210500 -0.1225   0.9027
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:-1.482e-14  4.380e-17  9.610e-17  1.682e-16  1.227e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.746e-15  1.502e-16 -1.163e+01   <2e-16 ***
Output:regressor    1.000e+00  3.637e-17  2.749e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.244e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.559e+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 1169.6  1169.6 7.5594e+32 < 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] 7.902522
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.255583e-32 4.012719e-33
Output:regressor   4.012719e-33 1.322850e-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) -1.7463e-15  2.0576e-16 -8.4869e+00 2.111e-14 ***
Output:regressor    1.0000e+00  3.8395e-17  2.6045e+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:-5.796 -1.341  0.042  1.048  4.955 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.3989     0.2697 -16.309  < 2e-16 ***
Output:regressor    -4.0880     0.5512  -7.417  8.8e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.406 on 147 degrees of freedom
Output:Multiple R-squared:  0.2723,	Adjusted R-squared:  0.2674 
Output:F-statistic: 55.01 on 1 and 147 DF,  p-value: 8.805e-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   1 318.51  318.51  55.015 8.805e-12 ***
Output:Residuals 147 851.06    5.79                      
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] 7.902522
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept) regressor
Output:(Intercept)  0.07275046 0.1014703
Output:regressor    0.10147031 0.3037734
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)  -4.3989   393.3145 -0.0112   0.9911
Output:regressor    -4.0880   517.7389 -0.0079   0.9937
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:-6.7962 -1.0704  0.1637  1.6019  4.6674 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.1617     0.2238 -14.130  < 2e-16 ***
Output:regressor    -0.6482     0.1754  -3.695  0.00031 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.698 on 147 degrees of freedom
Output:Multiple R-squared:  0.08498,	Adjusted R-squared:  0.07876 
Output:F-statistic: 13.65 on 1 and 147 DF,  p-value: 0.0003097
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   99.39   99.39  13.652 0.0003097 ***
Output:Residuals 147 1070.18    7.28                      
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] 7.902522
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.050066738 0.006093582
Output:regressor   0.006093582 0.030773078
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) -3.16174    4.40715 -0.7174   0.4743
Output:regressor   -0.64817    2.82171 -0.2297   0.8186
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:-6.2015 -1.0988  0.1529  1.7636  4.4634 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.4634     0.4627  -9.646  < 2e-16 ***
Output:regressor     0.3754     0.1066   3.522 0.000571 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.709 on 147 degrees of freedom
Output:Multiple R-squared:  0.07781,	Adjusted R-squared:  0.07154 
Output:F-statistic:  12.4 on 1 and 147 DF,  p-value: 0.0005712
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   91.0  91.005  12.403 0.0005712 ***
Output:Residuals 147 1078.6   7.337                      
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] 7.902522
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.21412256 -0.04327886
Output:regressor   -0.04327886  0.01136016
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) -4.46344    8.53542 -0.5229   0.6018
Output:regressor    0.37537    1.58681  0.2366   0.8133
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:-6.8234 -1.2008  0.5954  2.4839  3.4781 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -2.9738     0.2278 -13.055   <2e-16 ***
Output:regressor     0.4057     0.1654   2.453   0.0154 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.765 on 147 degrees of freedom
Output:Multiple R-squared:  0.03931,	Adjusted R-squared:  0.03278 
Output:F-statistic: 6.016 on 1 and 147 DF,  p-value: 0.01535
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   45.98  45.980  6.0155 0.01535 *
Output:Residuals 147 1123.59   7.643                  
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] 7.902522
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.051889547 0.004020736
Output:regressor   0.004020736 0.027357560
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) -2.97377    2.65036  -1.122   0.2637
Output:regressor    0.40567    5.87707   0.069   0.9451
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:-6.7487 -0.8852  0.3190  1.9372  4.0832 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.8742     0.4870  -7.956 4.39e-13 ***
Output:regressor     0.2376     0.1216   1.954   0.0526 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.785 on 147 degrees of freedom
Output:Multiple R-squared:  0.02532,	Adjusted R-squared:  0.01869 
Output:F-statistic: 3.819 on 1 and 147 DF,  p-value: 0.05256
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   29.62 29.6186  3.8194 0.05256 .
Output:Residuals 147 1139.95  7.7548                  
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] 7.902522
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.23714465 -0.05229978
Output:regressor   -0.05229978  0.01477731
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)  -3.87420  163.58450 -0.0237   0.9811
Output:regressor     0.23757   42.96415  0.0055   0.9956
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:-7.3360 -0.6603  0.3810  2.1867  3.7331 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.1141     0.2652 -11.743   <2e-16 ***
Output:regressor     0.1370     0.2217   0.618    0.537    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.817 on 147 degrees of freedom
Output:Multiple R-squared:  0.002592,	Adjusted R-squared:  -0.004193 
Output:F-statistic: 0.3821 on 1 and 147 DF,  p-value: 0.5375
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    3.03  3.0320  0.3821 0.5375
Output:Residuals 147 1166.54  7.9357               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.902522
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.07032832 -0.02895828
Output:regressor   -0.02895828  0.04912925
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) -3.11415    2.10693 -1.4780   0.1415
Output:regressor    0.13701    0.76689  0.1787   0.8585
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:-3.566e-15 -5.540e-16 -2.050e-16  1.060e-16  3.383e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.821e-15  4.968e-16 1.172e+01   <2e-16 ***
Output:regressor   1.000e+00  1.240e-16 8.064e+15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.841e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.503e+31 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   1 524.78  524.78 6.5031e+31 < 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] 3.54579
Output:[1] 3.54579
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.467730e-31 -5.442322e-32
Output:regressor   -5.442322e-32  1.537729e-32
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) 5.8210e-15 9.2186e-16 6.3144e+00 3.036e-09 ***
Output:regressor   1.0000e+00 2.0039e-16 4.9902e+15 < 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:-1.50219 -0.33250  0.02806  0.36048  1.36139 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.27137    0.09920   2.735    0.007 ** 
Output:regressor    0.85776    0.02285  37.539   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5807 on 147 degrees of freedom
Output:Multiple R-squared:  0.9055,	Adjusted R-squared:  0.9049 
Output:F-statistic:  1409 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   1 475.21  475.21  1409.2 < 2.2e-16 ***
Output:Residuals 147  49.57    0.34                      
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] 3.54579
Output:[1] 4.363994
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)     regressor
Output:(Intercept)  0.00984104 -0.0019890896
Output:regressor   -0.00198909  0.0005221114
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) 0.271365   0.504953  0.5374   0.5918    
Output:regressor   0.857765   0.069932 12.2657   <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:-2.4612 -0.7659 -0.1164  0.8495  2.5928 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.2990     0.1497   15.36   <2e-16 ***
Output:regressor    -3.7127     0.3058  -12.14   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.335 on 147 degrees of freedom
Output:Multiple R-squared:  0.5006,	Adjusted R-squared:  0.4972 
Output:F-statistic: 147.4 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   1 262.70 262.703  147.35 < 2.2e-16 ***
Output:Residuals 147 262.07   1.783                      
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] 3.54579
Output:[1] 0.1287755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02240259 0.03124651
Output:regressor    0.03124651 0.09354319
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)   2.2990     1.1422  2.0129 0.0459504 *  
Output:regressor    -3.7127     1.0121 -3.6683 0.0003406 ***
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:-3.3784 -1.0117  0.0040  0.7516  3.7196 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.3784     0.1313  25.721  < 2e-16 ***
Output:regressor    -0.8121     0.1030  -7.886 6.49e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.584 on 147 degrees of freedom
Output:Multiple R-squared:  0.2973,	Adjusted R-squared:  0.2925 
Output:F-statistic: 62.19 on 1 and 147 DF,  p-value: 6.486e-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   1 156.02 156.015  62.193 6.486e-13 ***
Output:Residuals 147 368.76   2.509                      
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] 3.54579
Output:[1] 1.598483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.017251911 0.002099716
Output:regressor   0.002099716 0.010603735
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)  3.37839    1.86964  1.8070  0.07281 .
Output:regressor   -0.81208    0.83187 -0.9762  0.33056  
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:-2.971 -1.305  0.078  1.216  3.264 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.9713     0.1503  19.766  < 2e-16 ***
Output:regressor     0.9635     0.1256   7.668 2.19e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.597 on 147 degrees of freedom
Output:Multiple R-squared:  0.2857,	Adjusted R-squared:  0.2809 
Output:F-statistic: 58.81 on 1 and 147 DF,  p-value: 2.194e-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   1 149.95  149.95  58.806 2.194e-12 ***
Output:Residuals 147 374.83    2.55                      
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] 3.54579
Output:[1] 1.091392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.02259771 -0.00930480
Output:regressor   -0.00930480  0.01578608
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)  2.97128    1.71509  1.7324  0.08529 .
Output:regressor    0.96349    0.80225  1.2010  0.23169  
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:-3.8625 -1.4610  0.2241  1.6519  3.0728 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.86254    0.22523  17.150   <2e-16 ***
Output:regressor    0.10660    0.05454   1.954   0.0526 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.865 on 147 degrees of freedom
Output:Multiple R-squared:  0.02532,	Adjusted R-squared:  0.01869 
Output:F-statistic: 3.819 on 1 and 147 DF,  p-value: 0.05256
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  13.29 13.2896  3.8194 0.05256 .
Output:Residuals 147 511.49  3.4795                  
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] 3.54579
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.050726901 0.009024399
Output:regressor   0.009024399 0.002975022
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)  3.86254    1.22974  3.1409 0.002036 **
Output:regressor    0.10660    0.21436  0.4973 0.619730   
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:-4.0707 -1.7866  0.2468  1.5951  3.3296 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.5120     0.1543  22.768   <2e-16 ***
Output:regressor    -0.1849     0.1120  -1.651    0.101    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.872 on 147 degrees of freedom
Output:Multiple R-squared:  0.01821,	Adjusted R-squared:  0.01153 
Output:F-statistic: 2.726 on 1 and 147 DF,  p-value: 0.1009
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   9.55  9.5543   2.726 0.1009
Output:Residuals 147 515.22  3.5049               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.54579
Output:[1] 1.887787
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.023793896 0.001843704
Output:regressor   0.001843704 0.012544780
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)  3.51202    1.75571  2.0003  0.04731 *
Output:regressor   -0.18492    1.31516 -0.1406  0.88837  
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:-2.815e-16 -5.072e-17 -2.026e-17  1.087e-17  2.377e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.821e-16  2.901e-17 2.007e+01   <2e-16 ***
Output:regressor   1.000e+00  1.766e-17 5.663e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.082e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.207e+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   1 138.97  138.97 3.2073e+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] 0.9389802
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.415090e-34 -4.143745e-34
Output:regressor   -4.143745e-34  3.117924e-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) 5.8210e-16 4.3960e-17 1.3242e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.2548e-17 4.4349e+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:-1.80596 -0.46266 -0.09329  0.59766  2.04185 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.82262    0.09198   8.943 1.48e-15 ***
Output:regressor   -0.95454    0.11970  -7.975 3.94e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8123 on 147 degrees of freedom
Output:Multiple R-squared:  0.302,	Adjusted R-squared:  0.2972 
Output:F-statistic: 63.59 on 1 and 147 DF,  p-value: 3.94e-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 41.965  41.965  63.595 3.94e-13 ***
Output:Residuals 147 97.004   0.660                     
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] 0.9389802
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008460995 0.007600716
Output:regressor   0.007600716 0.014327353
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)  0.82262    0.40951  2.0088  0.04639 *
Output:regressor   -0.95454    0.54124 -1.7636  0.07988 .
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:-2.0090 -0.6532  0.0406  0.5723  1.7733 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.7142     0.1161   6.153 6.86e-09 ***
Output:regressor    -0.7099     0.1070  -6.634 5.86e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.853 on 147 degrees of freedom
Output:Multiple R-squared:  0.2304,	Adjusted R-squared:  0.2251 
Output:F-statistic:    44 on 1 and 147 DF,  p-value: 5.865e-10
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  32.016  32.016  44.004 5.865e-10 ***
Output:Residuals 147 106.953   0.728                      
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] 0.9389802
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.013473144 0.009919157
Output:regressor   0.009919157 0.011453820
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)  0.71419    0.42017  1.6998  0.09129 .
Output:regressor   -0.70994    0.76648 -0.9262  0.35584  
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:-1.9396 -0.5283 -0.1068  0.7190  2.3803 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.86378    0.10514   8.216 1.00e-13 ***
Output:regressor   -0.15337    0.02546  -6.024 1.31e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8708 on 147 degrees of freedom
Output:Multiple R-squared:  0.198,	Adjusted R-squared:  0.1925 
Output:F-statistic: 36.28 on 1 and 147 DF,  p-value: 1.307e-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  27.511 27.5107  36.283 1.307e-08 ***
Output:Residuals 147 111.458  0.7582                      
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] 0.9389802
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.011053911 0.0019665088
Output:regressor   0.001966509 0.0006482877
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)  0.86378    0.68250  1.2656   0.2077
Output:regressor   -0.15337    0.10242 -1.4975   0.1364
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:-1.79459 -0.76980  0.04377  0.75100  1.97113 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.45757    0.08394  17.364  < 2e-16 ***
Output:regressor    0.36546    0.09978   3.663 0.000348 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9308 on 147 degrees of freedom
Output:Multiple R-squared:  0.08362,	Adjusted R-squared:  0.07739 
Output:F-statistic: 13.41 on 1 and 147 DF,  p-value: 0.0003478
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  11.621 11.6208  13.414 0.0003478 ***
Output:Residuals 147 127.348  0.8663                      
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] 0.9389802
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.007046269 0.003502475
Output:regressor   0.003502475 0.009956620
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)  1.45757    0.60399  2.4132  0.01704 *
Output:regressor    0.36546    0.32763  1.1155  0.26647  
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:-1.78081 -0.78906 -0.07387  0.76649  1.88754 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.59738    0.12139  13.159  < 2e-16 ***
Output:regressor   -0.25189    0.08769  -2.872  0.00468 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9461 on 147 degrees of freedom
Output:Multiple R-squared:  0.05315,	Adjusted R-squared:  0.0467 
Output:F-statistic: 8.251 on 1 and 147 DF,  p-value: 0.004676
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   7.386  7.3856  8.2509 0.004676 **
Output:Residuals 147 131.584  0.8951                    
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] 0.9389802
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.014736524 -0.008192879
Output:regressor   -0.008192879  0.007689714
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)  1.59738    0.64042  2.4943  0.01373 *
Output:regressor   -0.25189    0.45693 -0.5513  0.58229  
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:-2.05134 -0.67764 -0.08659  0.82580  1.97247 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.35020    0.08059  16.753   <2e-16 ***
Output:regressor    0.84256    0.60667   1.389    0.167    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.966 on 147 degrees of freedom
Output:Multiple R-squared:  0.01295,	Adjusted R-squared:  0.006237 
Output:F-statistic: 1.929 on 1 and 147 DF,  p-value: 0.167
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   1.80 1.79988  1.9289  0.167
Output:Residuals 147 137.17 0.93312               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.9389802
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006495424 0.009257382
Output:regressor   0.009257382 0.368046084
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)  1.35020    0.61820  2.1841  0.03054 *
Output:regressor    0.84256    2.35007  0.3585  0.72046  
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:-2.462e-16 -4.894e-17 -1.768e-17  4.760e-18  2.588e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 4.366e-16  3.002e-17 1.454e+01   <2e-16 ***
Output:regressor   1.000e+00  2.768e-17 3.613e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.206e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.305e+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 63.522  63.522 1.3053e+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] 0.4292033
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 9.011753e-34 6.634606e-34
Output:regressor   6.634606e-34 7.661093e-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) 4.3657e-16 4.7182e-17 9.2530e+00 2.395e-16 ***
Output:regressor   1.0000e+00 3.5445e-17 2.8213e+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:-1.06580 -0.32129  0.03311  0.28486  1.00183 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.39019    0.04805  -8.121 1.72e-13 ***
Output:regressor    0.89692    0.06253  14.345  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4243 on 147 degrees of freedom
Output:Multiple R-squared:  0.5833,	Adjusted R-squared:  0.5805 
Output:F-statistic: 205.8 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 37.052  37.052  205.77 < 2.2e-16 ***
Output:Residuals 147 26.470   0.180                      
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] 0.4292033
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002308804 0.002074054
Output:regressor   0.002074054 0.003909593
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) -0.39019    0.15484 -2.5200  0.01280 * 
Output:regressor    0.89692    0.27650  3.2438  0.00146 **
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:-1.06417 -0.43693  0.01849  0.34485  1.38920 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.27438    0.07210 -17.675  < 2e-16 ***
Output:regressor    0.38329    0.05208   7.359 1.21e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5619 on 147 degrees of freedom
Output:Multiple R-squared:  0.2692,	Adjusted R-squared:  0.2642 
Output:F-statistic: 54.16 on 1 and 147 DF,  p-value: 1.211e-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 17.101 17.1014  54.155 1.211e-11 ***
Output:Residuals 147 46.421  0.3158                      
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] 0.4292033
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005198821 -0.002890323
Output:regressor   -0.002890323  0.002712814
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) -1.27438    0.46223 -2.7571 0.006572 **
Output:regressor    0.38329    0.26847  1.4277 0.155498   
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:-1.96071 -0.19476  0.04116  0.42014  0.99739 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.43474    0.08037  -5.409 2.51e-07 ***
Output:regressor   -0.32451    0.04892  -6.634 5.86e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5767 on 147 degrees of freedom
Output:Multiple R-squared:  0.2304,	Adjusted R-squared:  0.2251 
Output:F-statistic:    44 on 1 and 147 DF,  p-value: 5.865e-10
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 14.634 14.6344  44.004 5.865e-10 ***
Output:Residuals 147 48.888  0.3326                      
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] 0.4292033
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.006458877 -0.003180470
Output:regressor   -0.003180470  0.002393116
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) -0.43474    0.48189 -0.9021  0.36845  
Output:regressor   -0.32451    0.14870 -2.1823  0.03068 *
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:-1.66450 -0.37352  0.02134  0.45258  1.03180 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.57360    0.07226  -7.938 4.85e-13 ***
Output:regressor    0.09640    0.01750   5.508 1.58e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5985 on 147 degrees of freedom
Output:Multiple R-squared:  0.1711,	Adjusted R-squared:  0.1655 
Output:F-statistic: 30.34 on 1 and 147 DF,  p-value: 1.577e-07
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 10.869 10.8686  30.343 1.577e-07 ***
Output:Residuals 147 52.653  0.3582                      
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] 0.4292033
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0052219230 0.0009289886
Output:regressor   0.0009289886 0.0003062544
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) -0.573597   0.355837 -1.6120  0.10911  
Output:regressor    0.096399   0.042481  2.2692  0.02471 *
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:-1.41335 -0.38187 -0.05527  0.43394  1.65020 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.91518    0.05049 -18.126  < 2e-16 ***
Output:regressor   -1.95487    0.38006  -5.144 8.48e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6052 on 147 degrees of freedom
Output:Multiple R-squared:  0.1525,	Adjusted R-squared:  0.1468 
Output:F-statistic: 26.46 on 1 and 147 DF,  p-value: 8.475e-07
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  9.689  9.6889  26.457 8.475e-07 ***
Output:Residuals 147 53.833  0.3662                      
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] 0.4292033
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002549183 0.003633137
Output:regressor   0.003633137 0.144442742
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) -0.91518    0.32662 -2.8020 0.005764 **
Output:regressor   -1.95487    1.42460 -1.3722 0.172084   
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:-1.66306 -0.47859 -0.04475  0.56757  1.36128 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.90462    0.05879  -15.39   <2e-16 ***
Output:regressor   -0.10975    0.06989   -1.57    0.118    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6519 on 147 degrees of freedom
Output:Multiple R-squared:  0.0165,	Adjusted R-squared:  0.009809 
Output:F-statistic: 2.466 on 1 and 147 DF,  p-value: 0.1185
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  1.048 1.04810  2.4662 0.1185
Output:Residuals 147 62.474 0.42499               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.4292033
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003456731 0.001718230
Output:regressor   0.001718230 0.004884479
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) -0.90462    0.45437 -1.9910  0.04834 *
Output:regressor   -0.10975    0.48250 -0.2275  0.82038  
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:-4.803e-15  7.000e-18  3.790e-17  5.960e-17  3.936e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.183e-16  3.637e-17 -6.002e+00 1.45e-08 ***
Output:regressor    1.000e+00  4.323e-17  2.313e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.032e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.351e+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 87.009  87.009 5.3508e+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] 0.5878979
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.322593e-33 6.574188e-34
Output:regressor   6.574188e-34 1.868870e-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  3.9753e-17 -5.4911e+00 1.711e-07 ***
Output:regressor    1.0000e+00  2.5086e-17  3.9862e+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:-1.91212 -0.51003  0.06902  0.53284  1.46562 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.64572    0.08683  -7.436 7.93e-12 ***
Output:regressor   -0.09690    0.02103  -4.608 8.74e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7192 on 147 degrees of freedom
Output:Multiple R-squared:  0.1262,	Adjusted R-squared:  0.1203 
Output:F-statistic: 21.23 on 1 and 147 DF,  p-value: 8.745e-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 10.982 10.9823  21.235 8.745e-06 ***
Output:Residuals 147 76.027  0.5172                      
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] 0.5878979
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.007539959 0.0013413711
Output:regressor   0.001341371 0.0004422021
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) -0.645715   0.705908 -0.9147   0.3618
Output:regressor   -0.096902   0.163446 -0.5929   0.5542
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:-1.90902 -0.52404  0.08105  0.47988  1.87416 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.65587    0.10264  -6.390 2.06e-09 ***
Output:regressor    0.22881    0.06247   3.663 0.000348 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7365 on 147 degrees of freedom
Output:Multiple R-squared:  0.08362,	Adjusted R-squared:  0.07739 
Output:F-statistic: 13.41 on 1 and 147 DF,  p-value: 0.0003478
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  7.276  7.2758  13.414 0.0003478 ***
Output:Residuals 147 79.733  0.5424                      
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] 0.5878979
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.010534071 -0.005187171
Output:regressor   -0.005187171  0.003903040
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) -0.65587    0.50917 -1.2881   0.1997
Output:regressor    0.22881    0.19909  1.1493   0.2523
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:-1.77982 -0.48435 -0.03009  0.46703  1.93805 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.31953    0.06263  -5.102 1.02e-06 ***
Output:regressor    1.28196    0.47146   2.719  0.00733 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7507 on 147 degrees of freedom
Output:Multiple R-squared:  0.04789,	Adjusted R-squared:  0.04141 
Output:F-statistic: 7.393 on 1 and 147 DF,  p-value: 0.007334
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  4.167  4.1666  7.3935 0.007334 **
Output:Residuals 147 82.842  0.5636                    
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] 0.5878979
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003922861 0.005590925
Output:regressor   0.005590925 0.222278601
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) -0.31953    0.57855 -0.5523   0.5816
Output:regressor    1.28196    3.09392  0.4143   0.6792
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:-2.01074 -0.56848  0.07423  0.51679  1.98770 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.49767    0.08535  -5.831 3.37e-08 ***
Output:regressor   -0.27502    0.11107  -2.476   0.0144 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7538 on 147 degrees of freedom
Output:Multiple R-squared:  0.04004,	Adjusted R-squared:  0.03351 
Output:F-statistic: 6.131 on 1 and 147 DF,  p-value: 0.01442
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  3.484  3.4837   6.131 0.01442 *
Output:Residuals 147 83.525  0.5682                  
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] 0.5878979
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.007285358 0.006544613
Output:regressor   0.006544613 0.012336598
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) -0.49767    0.54719 -0.9095   0.3646
Output:regressor   -0.27502    0.44394 -0.6195   0.5365
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:-1.99120 -0.54711  0.06663  0.46072  2.03583 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.19070    0.09719  -1.962   0.0516 .
Output:regressor   -0.15118    0.07021  -2.153   0.0329 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7575 on 147 degrees of freedom
Output:Multiple R-squared:  0.03058,	Adjusted R-squared:  0.02398 
Output:F-statistic: 4.637 on 1 and 147 DF,  p-value: 0.03293
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  2.660  2.6605  4.6366 0.03293 *
Output:Residuals 147 84.348  0.5738                  
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] 0.5878979
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.009446491 -0.005251846
Output:regressor   -0.005251846  0.004929304
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) -0.19070    0.68574 -0.2781   0.7813
Output:regressor   -0.15118    0.29386 -0.5145   0.6077
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:-2.06989 -0.50038  0.07299  0.52650  1.92376 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.48197    0.10383  -4.642 7.58e-06 ***
Output:regressor   -0.15033    0.09573  -1.570    0.118    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.763 on 147 degrees of freedom
Output:Multiple R-squared:  0.0165,	Adjusted R-squared:  0.009809 
Output:F-statistic: 2.466 on 1 and 147 DF,  p-value: 0.1185
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  1.436 1.43563  2.4662 0.1185
Output:Residuals 147 85.573 0.58213               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.5878979
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.010779895 0.007936342
Output:regressor   0.007936342 0.009164230
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) -0.48197    0.47201 -1.0211   0.3089
Output:regressor   -0.15033    0.76463 -0.1966   0.8444
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:-3.154e-15 -3.970e-18  1.251e-17  6.413e-17  2.101e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -4.366e-16  3.449e-17 -1.266e+01   <2e-16 ***
Output:regressor    1.000e+00  2.491e-17  4.014e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.688e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.611e+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   1 116.41  116.41 1.6114e+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] 0.7865245
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.189299e-33 -6.611994e-34
Output:regressor   -6.611994e-34  6.205920e-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) -4.3657e-16  5.2264e-17 -8.3532e+00 4.558e-14 ***
Output:regressor    1.0000e+00  3.0250e-17  3.3058e+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:-1.80116 -0.40516  0.06032  0.52079  1.55632 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.67371    0.10352  16.168  < 2e-16 ***
Output:regressor    0.70239    0.09545   7.359 1.21e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7607 on 147 degrees of freedom
Output:Multiple R-squared:  0.2692,	Adjusted R-squared:  0.2642 
Output:F-statistic: 54.16 on 1 and 147 DF,  p-value: 1.211e-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 31.339 31.3388  54.155 1.211e-11 ***
Output:Residuals 147 85.067  0.5787                      
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] 0.7865245
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.010716103 0.007889377
Output:regressor   0.007889377 0.009109999
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)  1.67371    0.50818  3.2935  0.00124 **
Output:regressor    0.70239    0.42128  1.6673  0.09759 . 
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:-1.52488 -0.51807 -0.02238  0.54212  2.02622 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.42519    0.09114  15.638  < 2e-16 ***
Output:regressor    0.67814    0.11859   5.718 5.81e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8049 on 147 degrees of freedom
Output:Multiple R-squared:  0.182,	Adjusted R-squared:  0.1764 
Output:F-statistic:  32.7 on 1 and 147 DF,  p-value: 5.813e-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 21.181 21.1807  32.697 5.813e-08 ***
Output:Residuals 147 95.225  0.6478                      
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] 0.7865245
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008305840 0.007461336
Output:regressor   0.007461336 0.014064621
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)  1.42519    0.50302  2.8333 0.005255 **
Output:regressor    0.67814    1.12551  0.6025 0.547758   
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:-1.82940 -0.43748 -0.09375  0.69709  1.68717 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.34584    0.12067  11.153  < 2e-16 ***
Output:regressor   -0.21099    0.07345  -2.872  0.00468 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8659 on 147 degrees of freedom
Output:Multiple R-squared:  0.05315,	Adjusted R-squared:  0.0467 
Output:F-statistic: 8.251 on 1 and 147 DF,  p-value: 0.004676
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   6.186  6.1864  8.2509 0.004676 **
Output:Residuals 147 110.219  0.7498                    
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] 0.7865245
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.014561801 -0.007170499
Output:regressor   -0.007170499  0.005395377
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)  1.34584    0.86055  1.5639   0.1200
Output:regressor   -0.21099    0.32387 -0.6515   0.5158
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:-1.6828 -0.6269 -0.2155  0.6867  2.1060 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.88235    0.10546   8.367 4.22e-14 ***
Output:regressor   -0.06035    0.02554  -2.363   0.0194 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8734 on 147 degrees of freedom
Output:Multiple R-squared:  0.0366,	Adjusted R-squared:  0.03005 
Output:F-statistic: 5.585 on 1 and 147 DF,  p-value: 0.01943
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   4.26  4.2604  5.5845 0.01943 *
Output:Residuals 147 112.14  0.7629                  
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] 0.7865245
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.011122036 0.0019786284
Output:regressor   0.001978628 0.0006522831
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)  0.882354   0.955708  0.9232   0.3574
Output:regressor   -0.060355   0.168032 -0.3592   0.7200
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:-1.4049 -0.5024 -0.2122  0.6591  2.1145 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.03300    0.07289   14.17   <2e-16 ***
Output:regressor   -1.28942    0.54866   -2.35   0.0201 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8736 on 147 degrees of freedom
Output:Multiple R-squared:  0.03621,	Adjusted R-squared:  0.02966 
Output:F-statistic: 5.523 on 1 and 147 DF,  p-value: 0.0201
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   4.215  4.2153  5.5232 0.0201 *
Output:Residuals 147 112.190  0.7632                 
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] 0.7865245
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005312592 0.007571591
Output:regressor   0.007571591 0.301023996
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)  1.03300    0.55918  1.8473  0.06671 .
Output:regressor   -1.28942    2.30763 -0.5588  0.57717  
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:-1.6583 -0.6075 -0.1171  0.7788  1.9462 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.99428    0.07902  12.583   <2e-16 ***
Output:regressor   -0.20226    0.09393  -2.153   0.0329 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8762 on 147 degrees of freedom
Output:Multiple R-squared:  0.03058,	Adjusted R-squared:  0.02398 
Output:F-statistic: 4.637 on 1 and 147 DF,  p-value: 0.03293
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   3.559  3.5593  4.6366 0.03293 *
Output:Residuals 147 112.846  0.7677                  
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] 0.7865245
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006243865 0.003103626
Output:regressor   0.003103626 0.008822796
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)  0.99428    0.56888  1.7478  0.08259 .
Output:regressor   -0.20226    0.49341 -0.4099  0.68247  
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:-2.869e-17 -5.181e-18 -2.085e-18  2.723e-18  2.549e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  1.911e-18 0.000e+00        1    
Output:regressor   1.000e+00  1.438e-17 6.952e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.291e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.832e+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 2.5353  2.5353 4.8325e+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] 0.01713071
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.652033e-36 5.204935e-36
Output:regressor   5.204935e-36 2.069328e-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) 0.0000e+00 1.8203e-18 0.0000e+00        1    
Output:regressor   1.0000e+00 8.0392e-18 1.2439e+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:-0.21054 -0.09350  0.00065  0.08650  0.32369 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.09272    0.01645  -5.636 8.62e-08 ***
Output:regressor   -0.07802    0.01517  -5.144 8.48e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1209 on 147 degrees of freedom
Output:Multiple R-squared:  0.1525,	Adjusted R-squared:  0.1468 
Output:F-statistic: 26.46 on 1 and 147 DF,  p-value: 8.475e-07
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 0.38671 0.38671  26.457 8.475e-07 ***
Output:Residuals 147 2.14863 0.01462                      
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] 0.01713071
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0002706691 0.0001992712
Output:regressor   0.0001992712 0.0002301019
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) -0.092723   0.070566  -1.314   0.1909
Output:regressor   -0.078025   0.048164  -1.620   0.1074
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:-0.19908 -0.10899  0.00418  0.08919  0.34517 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.06689    0.01401  -4.774 4.31e-06 ***
Output:regressor   -0.07867    0.01823  -4.315 2.91e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1237 on 147 degrees of freedom
Output:Multiple R-squared:  0.1124,	Adjusted R-squared:  0.1064 
Output:F-statistic: 18.62 on 1 and 147 DF,  p-value: 2.912e-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 0.28506 0.285062  18.622 2.912e-05 ***
Output:Residuals 147 2.25028 0.015308                      
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] 0.01713071
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0001962774 0.0001763207
Output:regressor   0.0001763207 0.0003323646
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) -0.066888   0.065260 -1.0249   0.3071
Output:regressor   -0.078671   0.084255 -0.9337   0.3520
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:-0.20448 -0.10967 -0.01329  0.07918  0.35193 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.058168   0.015418  -3.773 0.000233 ***
Output:regressor   -0.010884   0.003734  -2.915 0.004113 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1277 on 147 degrees of freedom
Output:Multiple R-squared:  0.05465,	Adjusted R-squared:  0.04822 
Output:F-statistic: 8.498 on 1 and 147 DF,  p-value: 0.004113
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 0.13855 0.138550  8.4975 0.004113 **
Output:Residuals 147 2.39679 0.016305                    
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] 0.01713071
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.377028e-04 4.228772e-05
Output:regressor   4.228772e-05 1.394075e-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) -0.058168   0.114687 -0.5072   0.6128
Output:regressor   -0.010884   0.033075 -0.3291   0.7426
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:-0.25963 -0.10115 -0.00198  0.08341  0.34378 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.01201    0.01156  -1.039  0.30033   
Output:regressor    0.03735    0.01374   2.719  0.00733 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1281 on 147 degrees of freedom
Output:Multiple R-squared:  0.04789,	Adjusted R-squared:  0.04141 
Output:F-statistic: 7.393 on 1 and 147 DF,  p-value: 0.007334
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 0.12141 0.121411  7.3935 0.007334 **
Output:Residuals 147 2.41393 0.016421                    
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] 0.01713071
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.335647e-04 6.639074e-05
Output:regressor   6.639074e-05 1.887315e-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) -0.012012   0.056856 -0.2113   0.8330
Output:regressor    0.037355   0.070254  0.5317   0.5957
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:-0.241466 -0.118204  0.009867  0.099623  0.312323 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.004769   0.016543   0.288   0.7735  
Output:regressor   -0.028084   0.011950  -2.350   0.0201 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1289 on 147 degrees of freedom
Output:Multiple R-squared:  0.03621,	Adjusted R-squared:  0.02966 
Output:F-statistic: 5.523 on 1 and 147 DF,  p-value: 0.0201
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 0.09181 0.091810  5.5232 0.0201 *
Output:Residuals 147 2.44353 0.016623                 
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] 0.01713071
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002736605 -0.0001521436
Output:regressor   -0.0001521436  0.0001427997
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)  0.0047688  0.0870337  0.0548   0.9564
Output:regressor   -0.0280839  0.0517396 -0.5428   0.5881
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:-0.21064 -0.11748  0.00090  0.09022  0.36613 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.04558    0.01818  -2.507   0.0133 *
Output:regressor    0.01537    0.01107   1.389   0.1670  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1305 on 147 degrees of freedom
Output:Multiple R-squared:  0.01295,	Adjusted R-squared:  0.006237 
Output:F-statistic: 1.929 on 1 and 147 DF,  p-value: 0.167
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 0.03284 0.032837  1.9289  0.167
Output:Residuals 147 2.50251 0.017024               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01713071
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0003306231 -0.0001628049
Output:regressor   -0.0001628049  0.0001225011
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) -0.045582   0.091376 -0.4988   0.6186
Output:regressor    0.015372   0.036755  0.4182   0.6764
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:-1.482e-14  4.380e-17  9.610e-17  1.682e-16  1.227e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.746e-15  1.502e-16 -1.163e+01   <2e-16 ***
Output:regressor    1.000e+00  3.637e-17  2.749e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.244e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.559e+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 1169.6  1169.6 7.5594e+32 < 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] 7.902522
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.255583e-32 4.012719e-33
Output:regressor   4.012719e-33 1.322850e-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) -1.7463e-15  2.0576e-16 -8.4869e+00 2.111e-14 ***
Output:regressor    1.0000e+00  3.8395e-17  2.6045e+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:-6.4024 -1.3877  0.1752  1.8832  5.2025 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.3180     0.3520  -3.744 0.000259 ***
Output:regressor    -1.2908     0.2143  -6.024 1.31e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.526 on 147 degrees of freedom
Output:Multiple R-squared:  0.198,	Adjusted R-squared:  0.1925 
Output:F-statistic: 36.28 on 1 and 147 DF,  p-value: 1.307e-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   1 231.53 231.532  36.283 1.307e-08 ***
Output:Residuals 147 938.04   6.381                      
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] 7.902522
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.12393090 -0.06102586
Output:regressor   -0.06102586  0.04591836
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)  -1.3180     1.6126 -0.8173   0.4151
Output:regressor    -1.2908     5.5162 -0.2340   0.8153
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:-5.9138 -2.1824  0.9668  2.2152  3.5716 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.8796     0.2881  -6.524 1.04e-09 ***
Output:regressor     2.1749     0.3749   5.801 3.89e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.544 on 147 degrees of freedom
Output:Multiple R-squared:  0.1863,	Adjusted R-squared:  0.1807 
Output:F-statistic: 33.65 on 1 and 147 DF,  p-value: 3.893e-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   1 217.87 217.872  33.653 3.893e-08 ***
Output:Residuals 147 951.70   6.474                      
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] 7.902522
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.08301065 0.07457047
Output:regressor    0.07457047 0.14056536
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)  -1.8796    14.3953 -0.1306   0.8963
Output:regressor     2.1749    28.3382  0.0767   0.9389
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:-6.2379 -1.5118  0.9438  2.0311  3.8816 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.4963     0.3495  -4.282 3.33e-05 ***
Output:regressor     1.7749     0.3222   5.508 1.58e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.568 on 147 degrees of freedom
Output:Multiple R-squared:  0.1711,	Adjusted R-squared:  0.1655 
Output:F-statistic: 30.34 on 1 and 147 DF,  p-value: 1.577e-07
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   1 200.11 200.114  30.343 1.577e-07 ***
Output:Residuals 147 969.46   6.595                      
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] 7.902522
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.12212542 0.08991081
Output:regressor    0.08991081 0.10382155
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)  -1.4963    24.0796 -0.0621   0.9505
Output:regressor     1.7749    53.7784  0.0330   0.9737
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:-7.0263 -1.7059  0.3542  1.3998  4.9883 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.4916     0.2378 -14.683  < 2e-16 ***
Output:regressor    -1.3026     0.2827  -4.608 8.74e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.637 on 147 degrees of freedom
Output:Multiple R-squared:  0.1262,	Adjusted R-squared:  0.1203 
Output:F-statistic: 21.23 on 1 and 147 DF,  p-value: 8.745e-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  147.62 147.624  21.235 8.745e-06 ***
Output:Residuals 147 1021.95   6.952                      
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] 7.902522
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.05654519 0.02810680
Output:regressor    0.02810680 0.07990029
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)  -3.4916    19.1093 -0.1827   0.8553
Output:regressor    -1.3026    11.9138 -0.1093   0.9131
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:-7.8059 -0.9088  0.5694  2.1325  4.0127 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.1597     0.2288 -13.809  < 2e-16 ***
Output:regressor    -5.0209     1.7224  -2.915  0.00411 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.743 on 147 degrees of freedom
Output:Multiple R-squared:  0.05465,	Adjusted R-squared:  0.04822 
Output:F-statistic: 8.498 on 1 and 147 DF,  p-value: 0.004113
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   63.91  63.914  8.4975 0.004113 **
Output:Residuals 147 1105.66   7.521                    
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] 7.902522
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept) regressor
Output:(Intercept)  0.05235669 0.0746196
Output:regressor    0.07461960 2.9666540
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)  -3.1597     2.1457 -1.4726   0.1430
Output:regressor    -5.0209     6.1064 -0.8222   0.4123
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:-7.5770 -0.7972  0.5460  2.0584  4.3814 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -2.3873     0.3552  -6.720 3.72e-10 ***
Output:regressor    -0.6064     0.2566  -2.363   0.0194 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.769 on 147 degrees of freedom
Output:Multiple R-squared:  0.0366,	Adjusted R-squared:  0.03005 
Output:F-statistic: 5.585 on 1 and 147 DF,  p-value: 0.01943
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   42.81  42.806  5.5845 0.01943 *
Output:Residuals 147 1126.77   7.665                  
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] 7.902522
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.12619086 -0.07015674
Output:regressor   -0.07015674  0.06584807
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) -2.38730    1.93193 -1.2357   0.2185
Output:regressor   -0.60641    1.79176 -0.3384   0.7355
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:-6.152e-16 -2.581e-17  2.240e-18  2.981e-17  1.301e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  7.655e-18 -9.505e+00   <2e-16 ***
Output:regressor    1.000e+00  9.961e-18  1.004e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.76e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.008e+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 46.058  46.058 1.0078e+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] 0.3112027
Output:[1] 0.3112027
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.859779e-35 5.263981e-35
Output:regressor   5.263981e-35 9.922606e-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  7.6636e-18 -9.4946e+00 < 2.2e-16 ***
Output:regressor    1.0000e+00  8.1555e-18  1.2262e+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:-0.99665 -0.18109  0.04618  0.24001  0.75501 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.03269    0.04917   0.665    0.507    
Output:regressor    0.65033    0.04534  14.345   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3613 on 147 degrees of freedom
Output:Multiple R-squared:  0.5833,	Adjusted R-squared:  0.5805 
Output:F-statistic: 205.8 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 26.865 26.8654  205.77 < 2.2e-16 ***
Output:Residuals 147 19.193  0.1306                      
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] 0.3112027
Output:[1] 0.4292033
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002417745 0.001779985
Output:regressor   0.001779985 0.002055379
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) 0.032691   0.201137  0.1625 0.8711118    
Output:regressor   0.650330   0.164885  3.9442 0.0001236 ***
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:-1.11981 -0.30437  0.04831  0.35642  1.17082 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.11006    0.06517  -1.689   0.0934 .  
Output:regressor   -0.31636    0.03967  -7.975 3.94e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4677 on 147 degrees of freedom
Output:Multiple R-squared:  0.302,	Adjusted R-squared:  0.2972 
Output:F-statistic: 63.59 on 1 and 147 DF,  p-value: 3.94e-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 13.908 13.9084  63.595 3.94e-13 ***
Output:Residuals 147 32.150  0.2187                     
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] 0.3112027
Output:[1] 0.9389802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004247496 -0.002091545
Output:regressor   -0.002091545  0.001573764
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) -0.11006    0.40386 -0.2725  0.78560  
Output:regressor   -0.31636    0.16499 -1.9175  0.05712 .
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:-0.92991 -0.39960 -0.03559  0.32099  1.28238 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.27070    0.06097  -4.440 1.76e-05 ***
Output:regressor    0.08565    0.01476   5.801 3.89e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5049 on 147 degrees of freedom
Output:Multiple R-squared:  0.1863,	Adjusted R-squared:  0.1807 
Output:F-statistic: 33.65 on 1 and 147 DF,  p-value: 3.893e-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  8.580  8.5798  33.653 3.893e-08 ***
Output:Residuals 147 37.478  0.2550                      
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] 0.3112027
Output:[1] 7.902522
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0037169070 0.0006612438
Output:regressor   0.0006612438 0.0002179885
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) -0.27070    0.54857 -0.4935   0.6224
Output:regressor    0.08565    0.31502  0.2719   0.7861
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:-1.52599 -0.27686 -0.02839  0.40057  0.90822 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.81638    0.06496 -12.568  < 2e-16 ***
Output:regressor    0.26832    0.04692   5.718 5.81e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5063 on 147 degrees of freedom
Output:Multiple R-squared:  0.182,	Adjusted R-squared:  0.1764 
Output:F-statistic:  32.7 on 1 and 147 DF,  p-value: 5.813e-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  8.381  8.3805  32.697 5.813e-08 ***
Output:Residuals 147 37.677  0.2563                      
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] 0.3112027
Output:[1] 0.7865245
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004219637 -0.002345938
Output:regressor   -0.002345938  0.002201862
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) -0.81638    0.31916 -2.5579  0.01154 *
Output:regressor    0.26832    0.29648  0.9050  0.36693  
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:-1.38836 -0.35244 -0.03465  0.35941  1.27289 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.5665     0.0440 -12.875  < 2e-16 ***
Output:regressor    -1.4292     0.3312  -4.315 2.91e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5273 on 147 degrees of freedom
Output:Multiple R-squared:  0.1124,	Adjusted R-squared:  0.1064 
Output:F-statistic: 18.62 on 1 and 147 DF,  p-value: 2.912e-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  5.179  5.1785  18.622 2.912e-05 ***
Output:Residuals 147 40.879  0.2781                      
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] 0.3112027
Output:[1] 0.01713071
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.001935780 0.002758905
Output:regressor   0.002758905 0.109685883
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) -0.56645    0.53649 -1.0559   0.2928
Output:regressor   -1.42917    1.06497 -1.3420   0.1817
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:-1.24823 -0.42662 -0.04875  0.44140  1.13056 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.58172    0.04946 -11.761   <2e-16 ***
Output:regressor   -0.14558    0.05879  -2.476   0.0144 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5484 on 147 degrees of freedom
Output:Multiple R-squared:  0.04004,	Adjusted R-squared:  0.03351 
Output:F-statistic: 6.131 on 1 and 147 DF,  p-value: 0.01442
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  1.844 1.84406   6.131 0.01442 *
Output:Residuals 147 44.214 0.30078                  
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] 0.3112027
Output:[1] 0.5878979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002446389 0.001216022
Output:regressor   0.001216022 0.003456831
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) -0.58172    0.62143 -0.9361   0.3508
Output:regressor   -0.14558    0.29084 -0.5006   0.6174
Output:
Output:[1] "-------------------------------------------------------------------------------------------"