Error:Loading required package: 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:-1.077e-17 -1.137e-18 -8.450e-19 -6.610e-19  1.299e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.137e-18  9.472e-19 1.200e+00    0.232    
Output:regressor   1.000e+00  3.157e-17 3.168e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.094e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.003e+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 0.12009 0.12009 1.0035e+33 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008114045
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.971945e-37 -9.680466e-36
Output:regressor   -9.680466e-36  9.965225e-34
Output:[1] "-------------------------------------------------------------------------------------------"
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
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 8.6038e-19 1.3214e+00   0.1884    
Output:regressor   1.0000e+00 6.5801e-18 1.5197e+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:-0.016859 -0.001863 -0.000518  0.001395  0.036443 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0015074  0.0004416   3.413  0.00083 ***
Output:regressor   1.3659022  0.0207287  65.894  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005172 on 147 degrees of freedom
Output:Multiple R-squared:  0.9673,	Adjusted R-squared:  0.967 
Output:F-statistic:  4342 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 0.116155 0.116155    4342 < 2.2e-16 ***
Output:Residuals 147 0.003932 0.000027                      
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] 0.0008114045
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.950511e-07 -2.581671e-06
Output:regressor   -2.581671e-06  4.296810e-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) 0.0015074  0.0004545  3.3167  0.001148 ** 
Output:regressor   1.3659022  0.0287078 47.5795 < 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:-0.050493 -0.001463  0.000072  0.001452  0.033162 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0013265  0.0005518  -2.404   0.0175 *  
Output:regressor    0.4450922  0.0082367  54.038   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006257 on 147 degrees of freedom
Output:Multiple R-squared:  0.9521,	Adjusted R-squared:  0.9517 
Output:F-statistic:  2920 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 0.114332 0.114332  2920.1 < 2.2e-16 ***
Output:Residuals 147 0.005756 0.000039                      
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] 0.0008114045
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.045238e-07 -1.682892e-06
Output:regressor   -1.682892e-06  6.784344e-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) -0.00132649  0.00048283 -2.7474  0.00676 ** 
Output:regressor    0.44509219  0.01191481 37.3562  < 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:-0.041172 -0.000841  0.000052  0.001476  0.042289 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0007564  0.0005815   1.301    0.195    
Output:regressor   0.6902512  0.0138389  49.878   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006751 on 147 degrees of freedom
Output:Multiple R-squared:  0.9442,	Adjusted R-squared:  0.9438 
Output:F-statistic:  2488 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 0.11339 0.113388  2487.8 < 2.2e-16 ***
Output:Residuals 147 0.00670 0.000046                      
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] 0.0008114045
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.381493e-07 -2.485441e-06
Output:regressor   -2.485441e-06  1.915159e-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) 0.00075635 0.00044770  1.6894  0.09326 .  
Output:regressor   0.69025116 0.04033180 17.1143  < 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:-0.048831 -0.001947 -0.000409  0.001094  0.043523 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0007037  0.0006062  -1.161    0.248    
Output:regressor    1.1595664  0.0238689  48.581   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006921 on 147 degrees of freedom
Output:Multiple R-squared:  0.9414,	Adjusted R-squared:  0.941 
Output:F-statistic:  2360 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 0.113047 0.113047  2360.1 < 2.2e-16 ***
Output:Residuals 147 0.007041 0.000048                      
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] 0.0008114045
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.674595e-07 -5.118597e-06
Output:regressor   -5.118597e-06  5.697222e-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) -0.00070373  0.00041939  -1.678  0.09548 .  
Output:regressor    1.15956639  0.00906025 127.984  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.023206 -0.003348 -0.002101  0.001223  0.048928 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.004246   0.000595   7.136 4.06e-11 ***
Output:regressor   1.697075   0.036019  47.116  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007123 on 147 degrees of freedom
Output:Multiple R-squared:  0.9379,	Adjusted R-squared:  0.9375 
Output:F-statistic:  2220 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 0.112630 0.112630  2219.9 < 2.2e-16 ***
Output:Residuals 147 0.007458 0.000051                      
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] 0.0008114045
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.539859e-07 -4.180526e-06
Output:regressor   -4.180526e-06  1.297396e-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) 0.0042459  0.0012870   3.299  0.001217 ** 
Output:regressor   1.6970748  0.0473577  35.835 < 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:-0.040840 -0.001752 -0.000438  0.000847  0.126533 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0007962  0.0011855   0.672    0.503    
Output:regressor   1.2909861  0.0577546  22.353   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01363 on 147 degrees of freedom
Output:Multiple R-squared:  0.7727,	Adjusted R-squared:  0.7711 
Output:F-statistic: 499.7 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 0.092789 0.092789  499.65 < 2.2e-16 ***
Output:Residuals 147 0.027299 0.000186                      
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] 0.0008114045
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.405525e-06 -2.304208e-05
Output:regressor   -2.304208e-05  3.335598e-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) 0.00079621 0.00064814  1.2284   0.2212    
Output:regressor   1.29098606 0.11900432 10.8482   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.788e-17 -8.520e-19 -3.570e-19 -1.070e-19  1.170e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.274e-18  8.871e-19 2.563e+00   0.0114 *  
Output:regressor   1.000e+00  2.111e-17 4.737e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.03e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.244e+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 0.23799 0.23799 2.2438e+33 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001608017
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.868835e-37 -5.783697e-36
Output:regressor   -5.783697e-36  4.456632e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 2.2738e-18 9.0939e-19 2.5004e+00   0.0135 *  
Output:regressor   1.0000e+00 1.4314e-17 6.9861e+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:-0.035549 -0.001615 -0.000262  0.001375  0.040945 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0027221  0.0005998  -4.539 1.17e-05 ***
Output:regressor    0.6329185  0.0089522  70.700  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006801 on 147 degrees of freedom
Output:Multiple R-squared:  0.9714,	Adjusted R-squared:  0.9712 
Output:F-statistic:  4998 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 0.231187 0.231187  4998.4 < 2.2e-16 ***
Output:Residuals 147 0.006799 0.000046                      
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] 0.001608017
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.597292e-07 -1.987973e-06
Output:regressor   -1.987973e-06  8.014239e-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) -0.00272214  0.00046052 -5.9111 2.277e-08 ***
Output:regressor    0.63291848  0.00853175 74.1839 < 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:-0.025052 -0.003532 -0.001356  0.001139  0.050474 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0017176  0.0008254  -2.081   0.0392 *  
Output:regressor    1.6356532  0.0325018  50.325   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009424 on 147 degrees of freedom
Output:Multiple R-squared:  0.9451,	Adjusted R-squared:  0.9448 
Output:F-statistic:  2533 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 0.224931 0.224931  2532.6 < 2.2e-16 ***
Output:Residuals 147 0.013056 0.000089                      
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] 0.001608017
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.813373e-07 -9.490816e-06
Output:regressor   -9.490816e-06  1.056369e-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) -0.0017176  0.0016367  -1.0494   0.2957    
Output:regressor    1.6356532  0.0124807 131.0551   <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:-0.047453 -0.002520 -0.000630  0.000742  0.066825 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0003106  0.0008229  -0.377    0.706    
Output:regressor    1.3679189  0.0274256  49.878   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009504 on 147 degrees of freedom
Output:Multiple R-squared:  0.9442,	Adjusted R-squared:  0.9438 
Output:F-statistic:  2488 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 0.224709 0.22471  2487.8 < 2.2e-16 ***
Output:Residuals 147 0.013278 0.00009                      
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] 0.001608017
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.771902e-07 -7.306683e-06
Output:regressor   -7.306683e-06  7.521615e-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) -0.00031057  0.00085911 -0.3615   0.7182    
Output:regressor    1.36791885  0.05149187 26.5657   <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:-0.045720 -0.003011 -0.001214  0.000281  0.076586 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0016538  0.0009138    1.81   0.0724 .  
Output:regressor   1.8847078  0.0428902   43.94   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0107 on 147 degrees of freedom
Output:Multiple R-squared:  0.9293,	Adjusted R-squared:  0.9288 
Output:F-statistic:  1931 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 0.221151 0.221151    1931 < 2.2e-16 ***
Output:Residuals 147 0.016836 0.000115                      
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] 0.001608017
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.350624e-07 -1.105278e-05
Output:regressor   -1.105278e-05  1.839571e-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) 0.0016538  0.0014237  1.1616   0.2473    
Output:regressor   1.8847078  0.0470643 40.0454   <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:-0.028168 -0.005287 -0.003985 -0.001103  0.055574 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0053736  0.0009791   5.488 1.74e-07 ***
Output:regressor   2.3598818  0.0592778  39.811  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01172 on 147 degrees of freedom
Output:Multiple R-squared:  0.9151,	Adjusted R-squared:  0.9145 
Output:F-statistic:  1585 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 0.21779 0.217786  1584.9 < 2.2e-16 ***
Output:Residuals 147 0.02020 0.000137                      
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] 0.001608017
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.587334e-07 -1.132251e-05
Output:regressor   -1.132251e-05  3.513859e-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) 0.0053736  0.0027448  1.9577  0.05215 .  
Output:regressor   2.3598818  0.0370125 63.7591  < 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:-0.039307 -0.003030 -0.000289  0.001046  0.151666 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0002002  0.0013497  -0.148    0.882    
Output:regressor    1.9076521  0.0657504  29.014   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01551 on 147 degrees of freedom
Output:Multiple R-squared:  0.8513,	Adjusted R-squared:  0.8503 
Output:F-statistic: 841.8 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 0.202606 0.202606  841.79 < 2.2e-16 ***
Output:Residuals 147 0.035381 0.000241                      
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] 0.001608017
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.821635e-06 -2.986374e-05
Output:regressor   -2.986374e-05  4.323110e-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) -0.00020019  0.00718008 -0.0279 0.977794   
Output:regressor    1.90765205  0.71701933  2.6605 0.008668 **
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:-3.552e-20 -2.692e-21 -2.691e-21 -2.691e-21  2.142e-19 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.685e-19  2.113e-21 -2.691e+02   <2e-16 ***
Output:regressor    1.000e+00  1.279e-19  7.819e+18   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.529e-20 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.113e+37 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 0.039107 0.039107 6.113e+37 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                        
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000264234
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Error:Warning message:
Error:OutputIn summary.lm(object) : essentially perfect fit: summary may be unreliable:              (Intercept)     regressor
Output:(Intercept)  4.463303e-42 -5.271100e-41
Output:regressor   -5.271100e-41  1.635847e-38

Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -5.6846e-19  2.0259e-21 -2.8059e+02 < 2.2e-16 ***
Output:regressor    1.0000e+00  2.6866e-20  3.7222e+19 < 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:-0.0132885 -0.0006750  0.0005644  0.0019817  0.0165459 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0027795  0.0002879  -9.653   <2e-16 ***
Output:regressor    0.6680152  0.0113377  58.920   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003287 on 147 degrees of freedom
Output:Multiple R-squared:  0.9594,	Adjusted R-squared:  0.9591 
Output:F-statistic:  3472 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 0.037518 0.037518  3471.5 < 2.2e-16 ***
Output:Residuals 147 0.001589 0.000011                      
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] 0.000264234
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.290807e-08 -1.154884e-06
Output:regressor   -1.154884e-06  1.285436e-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) -0.00277945  0.00050867 -5.4642 1.941e-07 ***
Output:regressor    0.66801521  0.02424404 27.5538 < 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:-0.0183845 -0.0003576  0.0006522  0.0014713  0.0204617 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.001394   0.000342  -4.076 7.47e-05 ***
Output:regressor    0.768286   0.016050  47.868  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004005 on 147 degrees of freedom
Output:Multiple R-squared:  0.9397,	Adjusted R-squared:  0.9393 
Output:F-statistic:  2291 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 0.036749 0.036749  2291.3 < 2.2e-16 ***
Output:Residuals 147 0.002358 0.000016                      
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] 0.000264234
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.169387e-07 -1.547785e-06
Output:regressor   -1.547785e-06  2.576060e-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) -0.00139388  0.00052911 -2.6344  0.009332 ** 
Output:regressor    0.76828564  0.04806512 15.9843 < 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:-0.0225771 -0.0008046  0.0009892  0.0016595  0.0215258 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.002146   0.000352  -6.098 9.01e-09 ***
Output:regressor    0.552653   0.011730  47.116  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004065 on 147 degrees of freedom
Output:Multiple R-squared:  0.9379,	Adjusted R-squared:  0.9375 
Output:F-statistic:  2220 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 0.036678 0.036678  2219.9 < 2.2e-16 ***
Output:Residuals 147 0.002429 0.000017                      
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] 0.000264234
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.238724e-07 -1.336547e-06
Output:regressor   -1.336547e-06  1.375862e-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) -0.00214636  0.00049612 -4.3263 2.786e-05 ***
Output:regressor    0.55265266  0.03305159 16.7209 < 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:-0.0214169  0.0002019  0.0012893  0.0018105  0.0242353 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0018103  0.0004093  -4.423 1.88e-05 ***
Output:regressor    0.3877826  0.0097407  39.811  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004752 on 147 degrees of freedom
Output:Multiple R-squared:  0.9151,	Adjusted R-squared:  0.9145 
Output:F-statistic:  1585 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 0.035787 0.035787  1584.9 < 2.2e-16 ***
Output:Residuals 147 0.003319 0.000023                      
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] 0.000264234
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.675268e-07 -1.231344e-06
Output:regressor   -1.231344e-06  9.488126e-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) -0.0018103  0.0007676 -2.3584   0.01967 *  
Output:regressor    0.3877826  0.0419433  9.2454 2.505e-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:-0.020924 -0.000559  0.000921  0.001759  0.038843 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0029321  0.0004353  -6.736 3.43e-10 ***
Output:regressor    0.2481048  0.0064972  38.187  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004936 on 147 degrees of freedom
Output:Multiple R-squared:  0.9084,	Adjusted R-squared:  0.9078 
Output:F-statistic:  1458 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 0.035525 0.035525  1458.2 < 2.2e-16 ***
Output:Residuals 147 0.003581 0.000024                      
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] 0.000264234
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.894783e-07 -1.047115e-06
Output:regressor   -1.047115e-06  4.221299e-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) -0.00293212  0.00075745  -3.871 0.0001625 ***
Output:regressor    0.24810479  0.01847268  13.431 < 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:-0.034163 -0.000216  0.001061  0.001628  0.067111 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0017421  0.0007301  -2.386   0.0183 *  
Output:regressor    0.7186396  0.0355690  20.204   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008393 on 147 degrees of freedom
Output:Multiple R-squared:  0.7352,	Adjusted R-squared:  0.7334 
Output:F-statistic: 408.2 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 0.028753 0.0287525  408.21 < 2.2e-16 ***
Output:Residuals 147 0.010354 0.0000704                      
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] 0.000264234
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.330986e-07 -8.739577e-06
Output:regressor   -8.739577e-06  1.265152e-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) -0.0017421  0.0257776 -0.0676   0.9462
Output:regressor    0.7186396  4.8300649  0.1488   0.8819
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-5.645e-18 -3.070e-19 -1.740e-19 -1.070e-19  3.738e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.137e-18  2.747e-19 4.139e+00 5.84e-05 ***
Output:regressor   1.000e+00  1.338e-17 7.474e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.157e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.586e+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 0.055674 0.055674 5.5856e+33 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003761765
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.543871e-38 -1.236736e-36
Output:regressor   -1.236736e-36  1.790314e-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) 1.1369e-18 2.7932e-19 4.0703e+00  7.64e-05 ***
Output:regressor   1.0000e+00 6.5506e-18 1.5266e+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:-0.068711 -0.001417 -0.000728  0.000796  0.025118 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0011163  0.0006463   1.727   0.0862 .  
Output:regressor   0.4462726  0.0153815  29.014   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007504 on 147 degrees of freedom
Output:Multiple R-squared:  0.8513,	Adjusted R-squared:  0.8503 
Output:F-statistic: 841.8 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 0.047397 0.047397  841.79 < 2.2e-16 ***
Output:Residuals 147 0.008277 0.000056                      
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] 0.0003761765
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.177363e-07 -3.070417e-06
Output:regressor   -3.070417e-06  2.365912e-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) 0.0011163  0.0013934  0.8012   0.4243    
Output:regressor   0.4462726  0.0297929 14.9791   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.077302 -0.001866 -0.001008  0.000329  0.036028 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0010938  0.0008034   1.361    0.175    
Output:regressor   0.5985161  0.0267757  22.353   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009279 on 147 degrees of freedom
Output:Multiple R-squared:  0.7727,	Adjusted R-squared:  0.7711 
Output:F-statistic: 499.7 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 0.043018 0.043018  499.65 < 2.2e-16 ***
Output:Residuals 147 0.012656 0.000086                      
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] 0.0003761765
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.454786e-07 -6.964525e-06
Output:regressor   -6.964525e-06  7.169392e-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) 0.0010938  0.0012746  0.8582 0.392192   
Output:regressor   0.5985161  0.1853843  3.2285 0.001535 **
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:-0.079433 -0.002070 -0.000897  0.000294  0.047835 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0001429  0.0008213   0.174    0.862    
Output:regressor   0.2727224  0.0122588  22.247   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009313 on 147 degrees of freedom
Output:Multiple R-squared:  0.771,	Adjusted R-squared:  0.7694 
Output:F-statistic: 494.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.042925 0.042925  494.93 < 2.2e-16 ***
Output:Residuals 147 0.012749 0.000087                      
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] 0.0003761765
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.745401e-07 -3.727715e-06
Output:regressor   -3.727715e-06  1.502777e-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) 0.00014291 0.00170964  0.0836   0.9335    
Output:regressor   0.27272239 0.02684514 10.1591   <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:-0.087311 -0.002008 -0.001328  0.000144  0.029470 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0019653  0.0008196   2.398   0.0177 *  
Output:regressor   0.8226335  0.0384665  21.386   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009598 on 147 degrees of freedom
Output:Multiple R-squared:  0.7568,	Adjusted R-squared:  0.7551 
Output:F-statistic: 457.3 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 0.042132 0.042132  457.35 < 2.2e-16 ***
Output:Residuals 147 0.013542 0.000092                      
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] 0.0003761765
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.716896e-07 -8.890397e-06
Output:regressor   -8.890397e-06  1.479675e-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) 0.0019653  0.0011869  1.6558 0.0999042 .  
Output:regressor   0.8226335  0.2217555  3.7096 0.0002936 ***
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:-0.070432 -0.002509 -0.001150  0.000124  0.047763 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0005861  0.0008562   0.684    0.495    
Output:regressor   0.7036525  0.0337124  20.872   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009775 on 147 degrees of freedom
Output:Multiple R-squared:  0.7477,	Adjusted R-squared:  0.746 
Output:F-statistic: 435.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.041628 0.041628  435.65 < 2.2e-16 ***
Output:Residuals 147 0.014046 0.000096                      
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] 0.0003761765
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  7.330386e-07 -0.000010211
Output:regressor   -1.021100e-05  0.001136529
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.00058605 0.00151070  0.3879   0.6986    
Output:regressor   0.70365250 0.01107889 63.5129   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.070489 -0.003207 -0.002409 -0.000443  0.048445 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0036113  0.0008364   4.317 2.89e-05 ***
Output:regressor   1.0230908  0.0506377  20.204  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01001 on 147 degrees of freedom
Output:Multiple R-squared:  0.7352,	Adjusted R-squared:  0.7334 
Output:F-statistic: 408.2 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 0.040933 0.040933  408.21 < 2.2e-16 ***
Output:Residuals 147 0.014741 0.000100                      
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] 0.0003761765
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.996199e-07 -8.262416e-06
Output:regressor   -8.262416e-06  2.564181e-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) 0.0036113  0.0024219  1.4911   0.1381    
Output:regressor   1.0230908  0.0460605 22.2119   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.071e-16  4.530e-19  6.550e-19  8.920e-19  9.019e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -4.548e-18  7.827e-19 -5.810e+00 3.72e-08 ***
Output:regressor    1.000e+00  3.082e-17  3.245e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.936e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.053e+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 0.084075 0.084075 1.0528e+33 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005680738
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.126084e-37 -8.533445e-36
Output:regressor   -8.533445e-36  9.498096e-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) -4.5477e-18  8.1535e-19 -5.5776e+00 1.138e-07 ***
Output:regressor    1.0000e+00  1.3031e-17  7.6743e+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:-0.0152309 -0.0031174 -0.0009867  0.0010253  0.0239060 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0043567  0.0004026   10.82   <2e-16 ***
Output:regressor   1.4361588  0.0243748   58.92   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00482 on 147 degrees of freedom
Output:Multiple R-squared:  0.9594,	Adjusted R-squared:  0.9591 
Output:F-statistic:  3472 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 0.080659 0.080659  3471.5 < 2.2e-16 ***
Output:Residuals 147 0.003415 0.000023                      
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] 0.0005680738
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.621049e-07 -1.914437e-06
Output:regressor   -1.914437e-06  5.941315e-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) 0.00435672 0.00089649   4.8598 2.982e-06 ***
Output:regressor   1.43615876 0.01261045 113.8864 < 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:-0.0289161 -0.0009340  0.0004674  0.0018818  0.0149768 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0014854  0.0004825   3.079  0.00248 ** 
Output:regressor   0.5778371  0.0114821  50.325  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005601 on 147 degrees of freedom
Output:Multiple R-squared:  0.9451,	Adjusted R-squared:  0.9448 
Output:F-statistic:  2533 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 0.079463 0.079463  2532.6 < 2.2e-16 ***
Output:Residuals 147 0.004612 0.000031                      
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] 0.0005680738
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.327812e-07 -1.710972e-06
Output:regressor   -1.710972e-06  1.318391e-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) 0.00148536 0.00069151   2.148  0.03335 *  
Output:regressor   0.57783708 0.04234544  13.646  < 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:-0.028893 -0.001291  0.000027  0.001381  0.046601 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0010981  0.0005014    2.19   0.0301 *  
Output:regressor   0.8118261  0.0167109   48.58   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005791 on 147 degrees of freedom
Output:Multiple R-squared:  0.9414,	Adjusted R-squared:  0.941 
Output:F-statistic:  2360 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 0.079145 0.079145  2360.1 < 2.2e-16 ***
Output:Residuals 147 0.004930 0.000034                      
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] 0.0005680738
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.514186e-07 -2.712733e-06
Output:regressor   -2.712733e-06  2.792530e-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) 0.00109809 0.00070143  1.5655   0.1196    
Output:regressor   0.81182607 0.01754077 46.2822   <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:-0.030333 -0.001366  0.000245  0.001797  0.034010 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001956  0.0005161  -0.379    0.705    
Output:regressor    0.3700765  0.0077031  48.043   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005852 on 147 degrees of freedom
Output:Multiple R-squared:  0.9401,	Adjusted R-squared:  0.9397 
Output:F-statistic:  2308 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 0.079041 0.079041  2308.1 < 2.2e-16 ***
Output:Residuals 147 0.005034 0.000034                      
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] 0.0005680738
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.663446e-07 -1.471902e-06
Output:regressor   -1.471902e-06  5.933767e-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) -0.00019557  0.00076390  -0.256   0.7983    
Output:regressor    0.37007654  0.01859925  19.897   <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:-0.024996 -0.001585 -0.000325  0.001179  0.052408 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0022652  0.0005552    4.08 7.35e-05 ***
Output:regressor   1.1183034  0.0260572   42.92  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006502 on 147 degrees of freedom
Output:Multiple R-squared:  0.9261,	Adjusted R-squared:  0.9256 
Output:F-statistic:  1842 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 0.077861 0.077861  1841.9 < 2.2e-16 ***
Output:Residuals 147 0.006214 0.000042                      
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] 0.0005680738
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.082168e-07 -4.079518e-06
Output:regressor   -4.079518e-06  6.789754e-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) 0.00226522 0.00092857  2.4395   0.0159 *  
Output:regressor   1.11830342 0.04170073 26.8174   <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:-0.049606 -0.001738  0.000021  0.001628  0.097618 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.001644   0.001045   1.573    0.118    
Output:regressor   1.062604   0.050910  20.872   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01201 on 147 degrees of freedom
Output:Multiple R-squared:  0.7477,	Adjusted R-squared:  0.746 
Output:F-statistic: 435.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.062863 0.062863  435.65 < 2.2e-16 ***
Output:Residuals 147 0.021212 0.000144                      
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] 0.0005680738
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.092123e-06 -1.790418e-05
Output:regressor   -1.790418e-05  2.591830e-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) 0.001644   0.002553  0.6439  0.52061  
Output:regressor   1.062604   0.518930  2.0477  0.04237 *
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:-3.800e-18 -3.990e-19 -2.890e-19 -2.420e-19  4.163e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.137e-18  3.087e-19 3.683e+00 0.000323 ***
Output:regressor   1.000e+00  1.449e-17 6.902e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.615e-18 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.764e+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 0.062259 0.062259 4.7638e+33 < 2.2e-16 ***
Output:Residuals 147 0.000000 0.000000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004206671
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.529026e-38 -1.261250e-36
Output:regressor   -1.261250e-36  2.099163e-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) 1.1369e-18 1.7683e-19 6.4293e+00 1.688e-09 ***
Output:regressor   1.0000e+00 3.2608e-18 3.0668e+17 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning messages:
Error:1: In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Error:2: 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:-0.0225839 -0.0010978  0.0001698  0.0012100  0.0144499 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0008707  0.0003225   -2.70  0.00774 ** 
Output:regressor    0.7081426  0.0107467   65.89  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003724 on 147 degrees of freedom
Output:Multiple R-squared:  0.9673,	Adjusted R-squared:  0.967 
Output:F-statistic:  4342 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 0.060220 0.060220    4342 < 2.2e-16 ***
Output:Residuals 147 0.002039 0.000014                      
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] 0.0004206671
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.039795e-07 -1.121909e-06
Output:regressor   -1.121909e-06  1.154911e-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) -0.00087073  0.00024280  -3.5862  0.000456 ***
Output:regressor    0.70814259  0.00547554 129.3284 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0214541 -0.0021130 -0.0010820  0.0002334  0.0240238 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0020671  0.0004221   4.898 2.53e-06 ***
Output:regressor   1.2231298  0.0255522  47.868  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005053 on 147 degrees of freedom
Output:Multiple R-squared:  0.9397,	Adjusted R-squared:  0.9393 
Output:F-statistic:  2291 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 0.058505 0.058505  2291.3 < 2.2e-16 ***
Output:Residuals 147 0.003753 0.000026                      
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] 0.0004206671
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.781432e-07 -2.103846e-06
Output:regressor   -2.103846e-06  6.529134e-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) 0.0020671  0.0009192  2.2488  0.02601 *  
Output:regressor   1.2231298  0.0419451 29.1602  < 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:-0.033568 -0.000323  0.000332  0.001195  0.029456 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0003903  0.0004715  -0.828    0.409    
Output:regressor    0.4930511  0.0112203  43.943   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005474 on 147 degrees of freedom
Output:Multiple R-squared:  0.9293,	Adjusted R-squared:  0.9288 
Output:F-statistic:  1931 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 0.057854 0.057854    1931 < 2.2e-16 ***
Output:Residuals 147 0.004404 0.000030                      
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] 0.0004206671
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.222881e-07 -1.633847e-06
Output:regressor   -1.633847e-06  1.258962e-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) -0.00039034  0.00049960 -0.7813   0.4359    
Output:regressor    0.49305111  0.03208061 15.3691   <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:-0.039019 -0.001120 -0.000021  0.001130  0.022978 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.001432   0.000490  -2.922  0.00403 ** 
Output:regressor    0.828120   0.019296  42.917  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005595 on 147 degrees of freedom
Output:Multiple R-squared:  0.9261,	Adjusted R-squared:  0.9256 
Output:F-statistic:  1842 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 0.057657 0.057657  1841.9 < 2.2e-16 ***
Output:Residuals 147 0.004602 0.000031                      
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] 0.0004206671
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.401419e-07 -3.345102e-06
Output:regressor   -3.345102e-06  3.723244e-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) -0.00143180  0.00084898 -1.6865  0.09382 .  
Output:regressor    0.82812022  0.01294091 63.9924  < 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:-0.039621 -0.001341  0.000256  0.001399  0.034927 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0018302  0.0004949  -3.698 0.000307 ***
Output:regressor    0.3159985  0.0073875  42.775  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005612 on 147 degrees of freedom
Output:Multiple R-squared:  0.9256,	Adjusted R-squared:  0.9251 
Output:F-statistic:  1830 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 0.057629 0.057629  1829.7 < 2.2e-16 ***
Output:Residuals 147 0.004630 0.000031                      
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] 0.0004206671
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.449687e-07 -1.353772e-06
Output:regressor   -1.353772e-06  5.457545e-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) -0.00183016  0.00055495 -3.2979  0.001222 ** 
Output:regressor    0.31599853  0.00660687 47.8288 < 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:-0.024989 -0.001164  0.000066  0.000898  0.104093 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0003464  0.0008830  -0.392    0.695    
Output:regressor    0.9199267  0.0430160  21.386   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01015 on 147 degrees of freedom
Output:Multiple R-squared:  0.7568,	Adjusted R-squared:  0.7551 
Output:F-statistic: 457.3 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 0.047115 0.047115  457.35 < 2.2e-16 ***
Output:Residuals 147 0.015144 0.000103                      
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] 0.0004206671
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.796954e-07 -1.278227e-05
Output:regressor   -1.278227e-05  1.850376e-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) -0.00034644  0.00426143 -0.0813    0.9353    
Output:regressor    0.91992668  0.10345137  8.8924 1.999e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
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:-1.527e-17 -1.430e-18 -1.021e-18 -6.610e-19  1.493e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 9.095e-18  1.112e-18 8.179e+00 1.24e-13 ***
Output:regressor   1.000e+00  1.660e-17 6.025e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.261e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.63e+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 0.57712 0.57712 3.6296e+33 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.003899483
Output:[1] 0.003899483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.236666e-36 -6.834196e-36
Output:regressor   -6.834196e-36  2.755112e-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:
ErrorOutput::Warning message:
              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 9.0953e-18 1.1047e-18 8.2332e+00 9.062e-14 ***
Output:regressor   1.0000e+00 4.5801e-18 2.1833e+17 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
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:-0.049256 -0.002727  0.000067  0.002091  0.064577 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0048867  0.0009122   5.357  3.2e-07 ***
Output:regressor   1.5348437  0.0217094  70.700  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01059 on 147 degrees of freedom
Output:Multiple R-squared:  0.9714,	Adjusted R-squared:  0.9712 
Output:F-statistic:  4998 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 0.56064 0.56064  4998.4 < 2.2e-16 ***
Output:Residuals 147 0.01649 0.00011                      
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] 0.003899483
Output:[1] 0.001608017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.321446e-07 -6.116372e-06
Output:regressor   -6.116372e-06  4.712974e-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) 0.00488673 0.00087022  5.6155  9.5e-08 ***
Output:regressor   1.53484370 0.03466096 44.2816  < 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:-0.048141 -0.003982 -0.000950  0.002848  0.123007 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.004026   0.001188    3.39 0.000898 ***
Output:regressor   2.139043   0.039584   54.04  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01372 on 147 degrees of freedom
Output:Multiple R-squared:  0.9521,	Adjusted R-squared:  0.9517 
Output:F-statistic:  2920 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 0.54946 0.54946  2920.1 < 2.2e-16 ***
Output:Residuals 147 0.02766 0.00019                      
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] 0.003899483
Output:[1] 0.0008114045
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.410739e-06 -1.522146e-05
Output:regressor   -1.522146e-05  1.566921e-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) 0.0040263  0.0014188  2.8378  0.005186 ** 
Output:regressor   2.1390432  0.0298975 71.5460 < 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:-0.057922 -0.004797 -0.001548  0.002505  0.082701 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.001982   0.001343   1.476    0.142    
Output:regressor   2.540351   0.052877  48.043   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01533 on 147 degrees of freedom
Output:Multiple R-squared:  0.9401,	Adjusted R-squared:  0.9397 
Output:F-statistic:  2308 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 0.54257 0.54257  2308.1 < 2.2e-16 ***
Output:Residuals 147 0.03456 0.00024                      
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] 0.003899483
Output:[1] 0.0005680738
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.803355e-06 -2.512018e-05
Output:regressor   -2.512018e-05  2.795986e-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) 0.001982   0.000922   2.1497  0.03321 *  
Output:regressor   2.540351   0.014538 174.7367  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.066941 -0.005213 -0.001980  0.002921  0.139333 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.007206   0.001459   4.939 2.11e-06 ***
Output:regressor   2.929230   0.068481  42.775  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01709 on 147 degrees of freedom
Output:Multiple R-squared:  0.9256,	Adjusted R-squared:  0.9251 
Output:F-statistic:  1830 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 0.53420 0.53420  1829.7 < 2.2e-16 ***
Output:Residuals 147 0.04292 0.00029                      
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] 0.003899483
Output:[1] 0.0004206671
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.128808e-06 -2.817663e-05
Output:regressor   -2.817663e-05  4.689583e-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) 0.0072057  0.0020624   3.4938 0.0006295 ***
Output:regressor   2.9292304  0.0265613 110.2818 < 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:-0.098669 -0.008142 -0.004753  0.001184  0.087400 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.013007   0.001584   8.213 1.02e-13 ***
Output:regressor   3.661453   0.095883  38.187  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01896 on 147 degrees of freedom
Output:Multiple R-squared:  0.9084,	Adjusted R-squared:  0.9078 
Output:F-statistic:  1458 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 0.52427 0.52427  1458.2 < 2.2e-16 ***
Output:Residuals 147 0.05285 0.00036                      
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] 0.003899483
Output:[1] 0.000264234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.508397e-06 -2.962382e-05
Output:regressor   -2.962382e-05  9.193538e-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) 0.0130074  0.0029883  4.3527 2.505e-05 ***
Output:regressor   3.6614529  0.0910944 40.1940 < 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:-0.051893 -0.005290 -0.001521  0.002934  0.285458 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.005276   0.002609   2.023   0.0449 *  
Output:regressor   2.827067   0.127076  22.247   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02998 on 147 degrees of freedom
Output:Multiple R-squared:  0.771,	Adjusted R-squared:  0.7694 
Output:F-statistic: 494.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.44496 0.44496  494.93 < 2.2e-16 ***
Output:Residuals 147 0.13216 0.00090                      
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] 0.003899483
Output:[1] 0.0003761765
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.804403e-06 -0.0001115508
Output:regressor   -1.115508e-04  0.0161482328
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0052763  0.0121476  0.4344  0.66467  
Output:regressor   2.8270669  1.3602888  2.0783  0.03942 *
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:-1.247e-15  3.170e-18  8.180e-18  1.649e-17  9.442e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  1.070e-17 -6.802e+00 2.43e-10 ***
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: 1.048e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.293e+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 5.8119  5.8119 5.2933e+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] 0.03926979
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.144401e-34 -2.774617e-34
Output:regressor   -2.774617e-34  1.889167e-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  9.1122e-18 -7.9852e+00 3.712e-13 ***
Output:regressor    1.0000e+00  2.3160e-17  4.3177e+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:-0.27463 -0.11102 -0.07432  0.05471  0.80417 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07432    0.02396   3.102 0.002306 ** 
Output:regressor    0.20031    0.05049   3.967 0.000113 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.189 on 147 degrees of freedom
Output:Multiple R-squared:  0.09672,	Adjusted R-squared:  0.09058 
Output:F-statistic: 15.74 on 1 and 147 DF,  p-value: 0.0001132
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.5621 0.56213   15.74 0.0001132 ***
Output:Residuals 147 5.2498 0.03571                      
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] 0.03926979
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005740720 -0.0009232443
Output:regressor   -0.0009232443  0.0025490749
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.074321   0.027207  2.7317 0.007073 **
Output:regressor   0.200308   0.072865  2.7490 0.006727 **
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:-0.22062 -0.12746 -0.05333  0.07392  0.86015 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.04305    0.03840   1.121  0.26404   
Output:regressor    0.17757    0.05984   2.967  0.00351 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1931 on 147 degrees of freedom
Output:Multiple R-squared:  0.05651,	Adjusted R-squared:  0.05009 
Output:F-statistic: 8.804 on 1 and 147 DF,  p-value: 0.00351
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)   
Output:regressor   1 0.3284 0.32841  8.8039 0.00351 **
Output:Residuals 147 5.4835 0.03730                   
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] 0.03926979
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001474573 -0.002093894
Output:regressor   -0.002093894  0.003581381
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.043053   0.048967  0.8792  0.38071  
Output:regressor   0.177568   0.079023  2.2470  0.02613 *
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:-0.21944 -0.12660 -0.07159  0.05668  0.81671 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.11186    0.02440   4.585 9.63e-06 ***
Output:regressor    0.10758    0.05635   1.909   0.0582 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1964 on 147 degrees of freedom
Output:Multiple R-squared:  0.0242,	Adjusted R-squared:  0.01756 
Output:F-statistic: 3.646 on 1 and 147 DF,  p-value: 0.05817
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1406 0.14065  3.6456 0.05817 .
Output:Residuals 147 5.6713 0.03858                  
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] 0.03926979
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005951848 -0.001033243
Output:regressor   -0.0010332431  0.003174921
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.111858   0.032370  3.4556 0.000718 ***
Output:regressor   0.107584   0.087871  1.2243 0.222779    
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:-0.19376 -0.13581 -0.06901  0.08021  0.80332 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.09060    0.04689   1.932   0.0553 .
Output:regressor    0.11759    0.09197   1.279   0.2031  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1977 on 147 degrees of freedom
Output:Multiple R-squared:  0.011,	Adjusted R-squared:  0.004271 
Output:F-statistic: 1.635 on 1 and 147 DF,  p-value: 0.2031
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0639 0.063924  1.6348 0.2031
Output:Residuals 147 5.7480 0.039102               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03926979
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002199109 -0.004047417
Output:regressor   -0.004047417  0.008458598
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.090602   0.052701  1.7192  0.08769 .
Output:regressor   0.117593   0.111155  1.0579  0.29183  
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:-0.25752 -0.13549 -0.08184  0.08587  0.81717 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.13549    0.01985   6.825 2.15e-10 ***
Output:regressor    0.31526    0.31647   0.996    0.321    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1982 on 147 degrees of freedom
Output:Multiple R-squared:  0.006705,	Adjusted R-squared:  -5.182e-05 
Output:F-statistic: 0.9923 on 1 and 147 DF,  p-value: 0.3208
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.039 0.038971  0.9923 0.3208
Output:Residuals 147  5.773 0.039272               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03926979
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0003941341 -0.003616156
Output:regressor   -0.0036161561  0.100154034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.135487   0.029271  4.6287 8.018e-06 ***
Output:regressor   0.315255   0.315727  0.9985    0.3197    
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:-0.16199 -0.12973 -0.08016  0.07457  0.83930 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.12736    0.03013   4.227 4.14e-05 ***
Output:regressor    0.03463    0.04504   0.769    0.443    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1984 on 147 degrees of freedom
Output:Multiple R-squared:  0.004006,	Adjusted R-squared:  -0.002769 
Output:F-statistic: 0.5913 on 1 and 147 DF,  p-value: 0.4431
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0233 0.023285  0.5913 0.4431
Output:Residuals 147 5.7886 0.039379               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03926979
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009078452 -0.001142470
Output:regressor   -0.0011424703  0.002028154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.127362   0.051512  2.4725  0.01456 *
Output:regressor   0.034631   0.062493  0.5542  0.58031  
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:-8.424e-16 -5.110e-18  3.710e-18  1.711e-17  6.012e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  9.096e-18 -7.999e+00 3.43e-13 ***
Output:regressor    1.000e+00  2.101e-17  4.760e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.324e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.266e+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 12.152  12.152 2.2656e+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] 0.08210496
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.274529e-35 -1.436461e-34
Output:regressor   -1.436461e-34  4.413919e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -7.2762e-17  8.7073e-18 -8.3565e+00 4.472e-14 ***
Output:regressor    1.0000e+00  1.3499e-17  7.4081e+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:-0.45015 -0.17131 -0.03331  0.10923  0.76068 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.06294    0.05199   1.211    0.228    
Output:regressor    0.44898    0.08103   5.541 1.35e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2615 on 147 degrees of freedom
Output:Multiple R-squared:  0.1728,	Adjusted R-squared:  0.1672 
Output:F-statistic: 30.71 on 1 and 147 DF,  p-value: 1.351e-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  2.0996 2.09962  30.705 1.351e-07 ***
Output:Residuals 147 10.0519 0.06838                      
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] 0.08210496
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002703061 -0.003838346
Output:regressor   -0.003838346  0.006565078
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.062939   0.044528  1.4135    0.1596    
Output:regressor   0.448978   0.107759  4.1665 5.256e-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:-0.46672 -0.19174 -0.06238  0.10215  0.72497 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.0579     0.0640   0.905    0.367    
Output:regressor     0.5591     0.1255   4.455 1.65e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2699 on 147 degrees of freedom
Output:Multiple R-squared:  0.1189,	Adjusted R-squared:  0.1129 
Output:F-statistic: 19.84 on 1 and 147 DF,  p-value: 1.654e-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  1.4452 1.44520  19.843 1.654e-05 ***
Output:Residuals 147 10.7063 0.07283                      
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] 0.08210496
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004096096 -0.007538786
Output:regressor   -0.007538786  0.015755125
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.057896   0.083567  0.6928 0.489520   
Output:regressor   0.559131   0.204364  2.7360 0.006987 **
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:-0.44859 -0.19126 -0.09375  0.11950  0.77003 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.44859    0.04195  10.692  < 2e-16 ***
Output:regressor   -0.21863    0.06271  -3.486 0.000646 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2763 on 147 degrees of freedom
Output:Multiple R-squared:  0.07637,	Adjusted R-squared:  0.07009 
Output:F-statistic: 12.16 on 1 and 147 DF,  p-value: 0.0006457
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  0.9281 0.92805  12.155 0.0006457 ***
Output:Residuals 147 11.2235 0.07635                      
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] 0.08210496
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001760202 -0.002215112
Output:regressor   -0.002215112  0.003932347
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.44859    0.09593  4.6763 6.559e-06 ***
Output:regressor   -0.21863    0.12173 -1.7960   0.07454 .  
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:-0.46008 -0.18930 -0.09339  0.10585  0.73740 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24898    0.03550   7.013 7.89e-11 ***
Output:regressor    0.21109    0.07481   2.822  0.00544 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.28 on 147 degrees of freedom
Output:Multiple R-squared:  0.05137,	Adjusted R-squared:  0.04492 
Output:F-statistic: 7.961 on 1 and 147 DF,  p-value: 0.005441
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  0.6243 0.62428  7.9611 0.005441 **
Output:Residuals 147 11.5273 0.07842                    
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] 0.08210496
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001260519 -0.002027214
Output:regressor   -0.002027214  0.005597133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.248984   0.047155  5.2802 4.554e-07 ***
Output:regressor   0.211091   0.103640  2.0368   0.04347 *  
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:-0.50127 -0.18593 -0.08756  0.08427  0.70760 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.2924     0.0290  10.084   <2e-16 ***
Output:regressor     0.2249     0.1178   1.909   0.0582 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.284 on 147 degrees of freedom
Output:Multiple R-squared:  0.0242,	Adjusted R-squared:  0.01756 
Output:F-statistic: 3.646 on 1 and 147 DF,  p-value: 0.05817
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2941 0.294062  3.6456 0.05817 .
Output:Residuals 147 11.8575 0.080663                  
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] 0.08210496
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008407409 -0.002038389
Output:regressor   -0.0020383895  0.013878879
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.292403   0.043395  6.7382 3.39e-10 ***
Output:regressor   0.224936   0.172686  1.3026   0.1948    
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:-0.36087 -0.17845 -0.09689  0.11587  0.70474 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29526    0.02848  10.369   <2e-16 ***
Output:regressor    0.83584    0.45394   1.841   0.0676 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2843 on 147 degrees of freedom
Output:Multiple R-squared:  0.02254,	Adjusted R-squared:  0.01589 
Output:F-statistic:  3.39 on 1 and 147 DF,  p-value: 0.06759
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2739 0.27394  3.3904 0.06759 .
Output:Residuals 147 11.8776 0.08080                  
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] 0.08210496
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008109124 -0.007440072
Output:regressor   -0.0074400723  0.206062251
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.295260   0.048742  6.0577 1.104e-08 ***
Output:regressor   0.835837   0.485468  1.7217   0.08722 .  
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:-7.461e-17 -2.027e-17 -6.120e-18  1.840e-18  1.180e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.455e-16  1.985e-17 7.330e+00 1.42e-11 ***
Output:regressor   1.000e+00  3.094e-17 3.232e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.986e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.044e+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 10.416  10.416 1.0445e+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] 0.07037684
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.942035e-34 -5.597690e-34
Output:regressor   -5.597690e-34  9.574247e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 1.4553e-16 3.2265e-17 4.5103e+00 1.315e-05 ***
Output:regressor   1.0000e+00 4.1618e-17 2.4028e+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:-0.52399 -0.21070 -0.02501  0.20251  0.54271 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.2575     0.0562   4.582 9.77e-06 ***
Output:regressor     0.6838     0.1102   6.204 5.30e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.237 on 147 degrees of freedom
Output:Multiple R-squared:  0.2075,	Adjusted R-squared:  0.2021 
Output:F-statistic: 38.49 on 1 and 147 DF,  p-value: 5.296e-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 2.1615 2.16154  38.495 5.296e-09 ***
Output:Residuals 147 8.2542 0.05615                      
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] 0.07037684
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003157957 -0.005812159
Output:regressor   -0.005812159  0.012146689
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.257463   0.099475  2.5882   0.01062 *  
Output:regressor   0.683803   0.165700  4.1267 6.138e-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:-0.49685 -0.16215 -0.01119  0.18187  0.50851 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.45942    0.03007  15.278  < 2e-16 ***
Output:regressor    0.38484    0.06945   5.541 1.35e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2421 on 147 degrees of freedom
Output:Multiple R-squared:  0.1728,	Adjusted R-squared:  0.1672 
Output:F-statistic: 30.71 on 1 and 147 DF,  p-value: 1.351e-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 1.7997 1.79971  30.705 1.351e-07 ***
Output:Residuals 147 8.6161 0.05861                      
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] 0.07037684
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009042314 -0.001569749
Output:regressor   -0.0015697491  0.004823482
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.459418   0.050305  9.1327 4.872e-16 ***
Output:regressor   0.384844   0.075805  5.0767 1.145e-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:-0.6906 -0.1713 -0.0152  0.2040  0.4621 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.5379     0.0264  20.378  < 2e-16 ***
Output:regressor     0.3182     0.1072   2.967  0.00351 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2586 on 147 degrees of freedom
Output:Multiple R-squared:  0.05651,	Adjusted R-squared:  0.05009 
Output:F-statistic: 8.804 on 1 and 147 DF,  p-value: 0.00351
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)   
Output:regressor   1 0.5886 0.58856  8.8039 0.00351 **
Output:Residuals 147 9.8272 0.06685                   
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] 0.07037684
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006967877 -0.001689373
Output:regressor   -0.0016893728  0.011502513
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.537923   0.040625  13.241  < 2e-16 ***
Output:regressor   0.318225   0.147598   2.156  0.03271 *  
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:-0.54699 -0.18406 -0.01664  0.22307  0.47851 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52149    0.03305  15.778   <2e-16 ***
Output:regressor    0.17441    0.06965   2.504   0.0134 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2607 on 147 degrees of freedom
Output:Multiple R-squared:  0.04091,	Adjusted R-squared:  0.03439 
Output:F-statistic: 6.271 on 1 and 147 DF,  p-value: 0.01336
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1 0.4262 0.42616  6.2711 0.01336 *
Output:Residuals 147 9.9896 0.06796                  
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] 0.07037684
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001092376 -0.001756801
Output:regressor   -0.001756801  0.004850523
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.521493   0.051755 10.0761  < 2e-16 ***
Output:regressor   0.174407   0.089680  1.9448  0.05371 .  
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:-0.63547 -0.18542 -0.02256  0.22281  0.48087 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.51913    0.03990  13.009   <2e-16 ***
Output:regressor    0.11634    0.05964   1.951    0.053 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2628 on 147 degrees of freedom
Output:Multiple R-squared:  0.02523,	Adjusted R-squared:  0.0186 
Output:F-statistic: 3.805 on 1 and 147 DF,  p-value: 0.053
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)  
Output:regressor   1  0.2628 0.262804   3.805  0.053 .
Output:Residuals 147 10.1530 0.069068                 
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] 0.07037684
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001592311 -0.002003831
Output:regressor   -0.002003831  0.003557273
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.519125   0.072855  7.1254 4.31e-11 ***
Output:regressor   0.116342   0.085725  1.3572   0.1768    
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:-0.59516 -0.19109 -0.01178  0.21889  0.44427 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55573    0.02634  21.096   <2e-16 ***
Output:regressor    0.80121    0.41992   1.908   0.0583 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.263 on 147 degrees of freedom
Output:Multiple R-squared:  0.02417,	Adjusted R-squared:  0.01753 
Output:F-statistic: 3.641 on 1 and 147 DF,  p-value: 0.05834
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2517 0.251716  3.6405 0.05834 .
Output:Residuals 147 10.1641 0.069143                  
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] 0.07037684
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.000693925 -0.00636672
Output:regressor   -0.006366720  0.17633440
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.555733   0.048008 11.5759  < 2e-16 ***
Output:regressor   0.801215   0.459923  1.7421  0.08359 .  
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:-5.243e-17 -1.333e-18  1.402e-18  2.715e-18  5.374e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  1.292e-18 0.000e+00        1    
Output:regressor   1.000e+00  2.722e-18 3.673e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.019e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.349e+35 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  14.01   14.01 1.3493e+35 < 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] 0.09466316
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.669027e-36 -2.684193e-36
Output:regressor   -2.684193e-36  7.411049e-36
Error:Warning message:
Output:[1] "-------------------------------------------------------------------------------------------"
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
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 1.3393e-18 0.0000e+00        1    
Output:regressor   1.0000e+00 2.8356e-18 3.5266e+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:-0.49376 -0.22232 -0.07797  0.22818  0.70873 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29127    0.02995   9.724  < 2e-16 ***
Output:regressor    0.48286    0.12171   3.967 0.000113 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2934 on 147 degrees of freedom
Output:Multiple R-squared:  0.09672,	Adjusted R-squared:  0.09058 
Output:F-statistic: 15.74 on 1 and 147 DF,  p-value: 0.0001132
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.3551 1.35506   15.74 0.0001132 ***
Output:Residuals 147 12.6551 0.08609                      
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] 0.09466316
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008972948 -0.002175505
Output:regressor   -0.0021755052  0.014812466
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.291271   0.039393  7.3940 9.998e-12 ***
Output:regressor   0.482858   0.129389  3.7318  0.000271 ***
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:-0.49496 -0.22362 -0.08506  0.22601  0.71702 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.28298    0.03735   7.577 3.64e-12 ***
Output:regressor    0.24338    0.08626   2.822  0.00544 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3007 on 147 degrees of freedom
Output:Multiple R-squared:  0.05137,	Adjusted R-squared:  0.04492 
Output:F-statistic: 7.961 on 1 and 147 DF,  p-value: 0.005441
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  0.7198 0.71977  7.9611 0.005441 **
Output:Residuals 147 13.2904 0.09041                    
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] 0.09466316
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001394787 -0.002421355
Output:regressor   -0.002421355  0.007440274
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.282983   0.054636  5.1794 7.21e-07 ***
Output:regressor   0.243378   0.087572  2.7792 0.006162 ** 
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:-0.45962 -0.21972 -0.09325  0.23050  0.68700 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.22503    0.06011   3.744  0.00026 ***
Output:regressor    0.23459    0.09368   2.504  0.01336 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3023 on 147 degrees of freedom
Output:Multiple R-squared:  0.04091,	Adjusted R-squared:  0.03439 
Output:F-statistic: 6.271 on 1 and 147 DF,  p-value: 0.01336
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.5732 0.57322  6.2711 0.01336 *
Output:Residuals 147 13.4369 0.09141                  
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] 0.09466316
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003613324 -0.005130921
Output:regressor   -0.005130921  0.008775888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.225030   0.078875  2.8530 0.004956 **
Output:regressor   0.234594   0.109177  2.1487 0.033292 * 
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:-0.4554 -0.2268 -0.1184  0.2441  0.6969 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.25030    0.07255   3.450 0.000732 ***
Output:regressor    0.23384    0.14228   1.643 0.102424    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3059 on 147 degrees of freedom
Output:Multiple R-squared:  0.01804,	Adjusted R-squared:  0.01136 
Output:F-statistic: 2.701 on 1 and 147 DF,  p-value: 0.1024
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.2528 0.252778   2.701 0.1024
Output:Residuals 147 13.7574 0.093588               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09466316
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005263382 -0.009687154
Output:regressor   -0.009687154  0.020244947
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.250296   0.091426  2.7377 0.006951 **
Output:regressor   0.233840   0.155955  1.4994 0.135913   
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:-0.3895 -0.2470 -0.1072  0.2176  0.6731 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.32693    0.04675   6.994 8.75e-11 ***
Output:regressor    0.06258    0.06987   0.896    0.372    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3079 on 147 degrees of freedom
Output:Multiple R-squared:  0.005428,	Adjusted R-squared:  -0.001338 
Output:F-statistic: 0.8023 on 1 and 147 DF,  p-value: 0.3719
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.076 0.076046  0.8023 0.3719
Output:Residuals 147 13.934 0.094790               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09466316
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002185314 -0.002750091
Output:regressor   -0.002750091  0.004882060
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.326934   0.072383  4.5167 1.28e-05 ***
Output:regressor   0.062583   0.102553  0.6103   0.5426    
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:-0.3628 -0.2520 -0.1086  0.2410  0.6376 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.36278    0.03093  11.730   <2e-16 ***
Output:regressor   -0.01632    0.49301  -0.033    0.974    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3087 on 147 degrees of freedom
Output:Multiple R-squared:  7.454e-06,	Adjusted R-squared:  -0.006795 
Output:F-statistic: 0.001096 on 1 and 147 DF,  p-value: 0.9736
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- 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 0.000104  0.0011 0.9736
Output:Residuals 147 14.0100 0.095306               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09466316
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.00095650 -0.00877583
Output:regressor   -0.00877583  0.24305775
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.362777   0.049547  7.3219 1.484e-11 ***
Output:regressor   -0.016319   0.598159 -0.0273    0.9783    
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:-3.400e-16  1.000e-19  2.610e-18  3.440e-18  4.075e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.274e-17  2.869e-18 -7.925e+00 5.22e-13 ***
Output:regressor    1.000e+00  4.574e-17  2.186e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.864e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.78e+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 0.39211 0.39211 4.7803e+32 < 2.2e-16 ***
Output:Residuals 147 0.00000 0.00000                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002649421
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.232342e-36 -7.553124e-35
Output:regressor   -7.553124e-35  2.091934e-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) -2.2738e-17  3.5124e-18 -6.4736e+00 1.344e-09 ***
Output:regressor    1.0000e+00  4.8585e-17  2.0583e+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:-0.05934 -0.02640 -0.01000  0.01118  0.33814 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.01322    0.01208   1.095   0.2755  
Output:regressor    0.04782    0.02370   2.018   0.0454 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05095 on 147 degrees of freedom
Output:Multiple R-squared:  0.02696,	Adjusted R-squared:  0.02034 
Output:F-statistic: 4.073 on 1 and 147 DF,  p-value: 0.04539
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.01057 0.0105714  4.0729 0.04539 *
Output:Residuals 147 0.38154 0.0025955                  
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] 0.002649421
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0001459731 -0.0002686607
Output:regressor   -0.0002686607  0.0005614675
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0132239  0.0093699  1.4113  0.16026  
Output:regressor   0.0478206  0.0224644  2.1287  0.03494 *
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:-0.04863 -0.02679 -0.01061  0.01398  0.35403 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.01847    0.01014   1.821   0.0707 .
Output:regressor    0.03016    0.01581   1.908   0.0583 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05102 on 147 degrees of freedom
Output:Multiple R-squared:  0.02417,	Adjusted R-squared:  0.01753 
Output:F-statistic: 3.641 on 1 and 147 DF,  p-value: 0.05834
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00948 0.0094762  3.6405 0.05834 .
Output:Residuals 147 0.38264 0.0026030                  
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] 0.002649421
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0001028953 -0.0001461113
Output:regressor   -0.0001461113  0.0002499076
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0184710  0.0077696  2.3774  0.01872 *
Output:regressor   0.0301627  0.0142316  2.1194  0.03574 *
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:-0.05430 -0.02731 -0.01048  0.01285  0.33280 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.027328   0.006342   4.309 2.99e-05 ***
Output:regressor   0.026971   0.014648   1.841   0.0676 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05106 on 147 degrees of freedom
Output:Multiple R-squared:  0.02254,	Adjusted R-squared:  0.01589 
Output:F-statistic:  3.39 on 1 and 147 DF,  p-value: 0.06759
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00884 0.0088397  3.3904 0.06759 .
Output:Residuals 147 0.38327 0.0026073                  
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] 0.002649421
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.022357e-05 -6.982826e-05
Output:regressor   -6.982826e-05  2.145663e-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) 0.0273284  0.0058966  4.6346 7.823e-06 ***
Output:regressor   0.0269714  0.0222319  1.2132     0.227    
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:-0.04275 -0.03061 -0.01150  0.01147  0.34435 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.042751   0.007815    5.47 1.89e-07 ***
Output:regressor   -0.011796   0.011681   -1.01    0.314    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05147 on 147 degrees of freedom
Output:Multiple R-squared:  0.00689,	Adjusted R-squared:  0.0001343 
Output:F-statistic:  1.02 on 1 and 147 DF,  p-value: 0.3142
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00270 0.0027017  1.0199 0.3142
Output:Residuals 147 0.38941 0.0026491               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002649421
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.107239e-05 -7.685605e-05
Output:regressor   -7.685605e-05  1.364376e-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)  0.042751   0.010897  3.9230 0.0001338 ***
Output:regressor   -0.011796   0.014058 -0.8391 0.4027759    
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:-0.05151 -0.02932 -0.01282  0.01084  0.35411 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.032982   0.005255   6.276 3.68e-09 ***
Output:regressor   0.021269   0.021351   0.996    0.321    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05147 on 147 degrees of freedom
Output:Multiple R-squared:  0.006705,	Adjusted R-squared:  -5.182e-05 
Output:F-statistic: 0.9923 on 1 and 147 DF,  p-value: 0.3208
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00263 0.0026292  0.9923 0.3208
Output:Residuals 147 0.38949 0.0026496               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002649421
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.761601e-05 -6.695544e-05
Output:regressor   -6.695544e-05  4.558827e-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) 0.0329821  0.0050283  6.5593 8.627e-10 ***
Output:regressor   0.0212694  0.0213879  0.9945    0.3216    
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:-0.03627 -0.02865 -0.01308  0.01293  0.35093 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.0362714  0.0065481   5.539 1.36e-07 ***
Output:regressor   -0.0004567  0.0137983  -0.033    0.974    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05165 on 147 degrees of freedom
Output:Multiple R-squared:  7.454e-06,	Adjusted R-squared:  -0.006795 
Output:F-statistic: 0.001096 on 1 and 147 DF,  p-value: 0.9736
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq    Mean Sq F value Pr(>F)
Output:regressor   1 0.00000 0.00000292  0.0011 0.9736
Output:Residuals 147 0.39211 0.00266742               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002649421
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.287786e-05 -0.0000689578
Output:regressor   -6.895780e-05  0.0001903923
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.03627137  0.00729053  4.9751 1.798e-06 ***
Output:regressor   -0.00045674  0.01528367 -0.0299    0.9762    
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:-2.791e-16 -4.810e-17 -2.000e-17  1.820e-17  3.569e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.821e-16  4.533e-17 1.284e+01   <2e-16 ***
Output:regressor   1.000e+00  6.775e-17 1.476e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.985e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.179e+32 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 19.416  19.416 2.1787e+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] 0.1311888
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.054555e-33 -2.585538e-33
Output:regressor   -2.585538e-33  4.589939e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 5.8210e-16 7.8465e-17 7.4186e+00 8.736e-12 ***
Output:regressor   1.0000e+00 9.8588e-17 1.0143e+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:-0.67699 -0.32766  0.00845  0.32301  0.67234 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.67699    0.04338  15.605  < 2e-16 ***
Output:regressor   -0.34933    0.10020  -3.486 0.000646 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3493 on 147 degrees of freedom
Output:Multiple R-squared:  0.07637,	Adjusted R-squared:  0.07009 
Output:F-statistic: 12.16 on 1 and 147 DF,  p-value: 0.0006457
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.4829 1.48286  12.155 0.0006457 ***
Output:Residuals 147 17.9331 0.12199                      
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] 0.1311888
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001882026 -0.003267204
Output:regressor   -0.003267204  0.010039374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.676991   0.056867 11.9048  < 2e-16 ***
Output:regressor   -0.349329   0.164435 -2.1244  0.03531 *  
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:-0.65338 -0.25657  0.04036  0.34662  0.56349 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43651    0.07134   6.119 8.14e-09 ***
Output:regressor    0.21687    0.11118   1.951    0.053 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3588 on 147 degrees of freedom
Output:Multiple R-squared:  0.02523,	Adjusted R-squared:  0.0186 
Output:F-statistic: 3.805 on 1 and 147 DF,  p-value: 0.053
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)  
Output:regressor   1  0.4899 0.48989   3.805  0.053 .
Output:Residuals 147 18.9261 0.12875                 
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] 0.1311888
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005089407 -0.007226958
Output:regressor   -0.007226958  0.012360934
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.436509   0.084332  5.1760 7.321e-07 ***
Output:regressor   0.216872   0.155747  1.3925    0.1659    
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:-0.5844 -0.2998  0.0377  0.3878  0.4935 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.58439    0.03628   16.11   <2e-16 ***
Output:regressor   -0.58410    0.57838   -1.01    0.314    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3622 on 147 degrees of freedom
Output:Multiple R-squared:  0.00689,	Adjusted R-squared:  0.0001343 
Output:F-statistic:  1.02 on 1 and 147 DF,  p-value: 0.3142
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1338 0.13378  1.0199 0.3142
Output:Residuals 147 19.2822 0.13117               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1311888
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001316441 -0.01207826
Output:regressor   -0.012078265  0.33452287
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.584395   0.054964 10.6324   <2e-16 ***
Output:regressor   -0.584098   0.550185 -1.0616   0.2901    
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:-0.61862 -0.28919  0.03595  0.36900  0.46811 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.53189    0.04595  11.575   <2e-16 ***
Output:regressor    0.08673    0.09683   0.896    0.372    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3624 on 147 degrees of freedom
Output:Multiple R-squared:  0.005428,	Adjusted R-squared:  -0.001338 
Output:F-statistic: 0.8023 on 1 and 147 DF,  p-value: 0.3719
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1054 0.10539  0.8023 0.3719
Output:Residuals 147 19.3106 0.13136               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1311888
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002111633 -0.003396008
Output:regressor   -0.003396008  0.009376370
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.531892   0.067823  7.8424  8.3e-13 ***
Output:regressor   0.086731   0.140940  0.6154   0.5393    
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:-0.65815 -0.29066  0.03247  0.38171  0.45369 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.54631    0.03703  14.754   <2e-16 ***
Output:regressor    0.11569    0.15045   0.769    0.443    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3627 on 147 degrees of freedom
Output:Multiple R-squared:  0.004006,	Adjusted R-squared:  -0.002769 
Output:F-statistic: 0.5913 on 1 and 147 DF,  p-value: 0.4431
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0778 0.077789  0.5913 0.4431
Output:Residuals 147 19.3382 0.131552               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1311888
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001371151 -0.003324376
Output:regressor   -0.003324376  0.022634838
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.546314   0.055271  9.8844   <2e-16 ***
Output:regressor   0.115691   0.250368  0.4621   0.6447    
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:-0.58346 -0.31054  0.02379  0.37984  0.46370 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.59917    0.08613   6.957 1.07e-10 ***
Output:regressor   -0.07496    0.16892  -0.444    0.658    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3632 on 147 degrees of freedom
Output:Multiple R-squared:  0.001338,	Adjusted R-squared:  -0.005456 
Output:F-statistic: 0.1969 on 1 and 147 DF,  p-value: 0.6579
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.026 0.025975  0.1969 0.6579
Output:Residuals 147 19.390 0.131905               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1311888
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007418338 -0.01365331
Output:regressor   -0.013653309  0.02853372
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.59917    0.12255  4.8892 2.623e-06 ***
Output:regressor   -0.07496    0.29633 -0.2530    0.8007    
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:-3.126e-15  1.191e-17  1.838e-17  2.651e-17  2.711e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 6.549e-16  6.164e-17 1.062e+01   <2e-16 ***
Output:regressor   1.000e+00  1.209e-16 8.272e+15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.599e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.842e+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 4.6228  4.6228 6.8419e+31 < 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] 0.03123487
Output:[1] 0.03123487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.799882e-33 -6.993611e-33
Output:regressor   -6.993611e-33  1.461578e-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 7.1566e-18 9.1505e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 3.3379e-17 2.9959e+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:-0.38782 -0.10518 -0.02284  0.08626  0.54400 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.30106    0.03139   9.592  < 2e-16 ***
Output:regressor    0.30349    0.04891   6.204  5.3e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1579 on 147 degrees of freedom
Output:Multiple R-squared:  0.2075,	Adjusted R-squared:  0.2021 
Output:F-statistic: 38.49 on 1 and 147 DF,  p-value: 5.296e-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 0.9593 0.95934  38.495 5.296e-09 ***
Output:Residuals 147 3.6634 0.02492                      
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] 0.03123487
Output:[1] 0.07037684
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009851305 -0.001398885
Output:regressor   -0.0013988854  0.002392643
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.301060   0.032279  9.3269 < 2.2e-16 ***
Output:regressor   0.303488   0.046398  6.5410 9.489e-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:-0.4596 -0.1184 -0.0187  0.1095  0.4474 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40927    0.02067  19.796  < 2e-16 ***
Output:regressor    0.21271    0.04775   4.455 1.65e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1665 on 147 degrees of freedom
Output:Multiple R-squared:  0.1189,	Adjusted R-squared:  0.1129 
Output:F-statistic: 19.84 on 1 and 147 DF,  p-value: 1.654e-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 0.5498 0.54979  19.843 1.654e-05 ***
Output:Residuals 147 4.0730 0.02771                      
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] 0.03123487
Output:[1] 0.08210496
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0004274462 -0.0007420482
Output:regressor   -0.0007420482  0.0022801453
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.409274   0.028410 14.4059 < 2.2e-16 ***
Output:regressor   0.212708   0.060346  3.5248 0.0005654 ***
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:-0.39148 -0.14036 -0.02872  0.11964  0.50614 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.45814    0.01752  26.143   <2e-16 ***
Output:regressor    0.56377    0.27935   2.018   0.0454 *  
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:  0.02696,	Adjusted R-squared:  0.02034 
Output:F-statistic: 4.073 on 1 and 147 DF,  p-value: 0.04539
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1246 0.12463  4.0729 0.04539 *
Output:Residuals 147 4.4981 0.03060                  
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] 0.03123487
Output:[1] 0.002649421
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)   regressor
Output:(Intercept)  0.0003070985 -0.00281761
Output:regressor   -0.0028176098  0.07803728
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.458142   0.028924  15.840  < 2e-16 ***
Output:regressor   0.563773   0.230298   2.448  0.01554 *  
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:-0.43275 -0.13546 -0.01606  0.11468  0.48893 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.45055    0.02228  20.223   <2e-16 ***
Output:regressor    0.07716    0.04695   1.643    0.102    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1757 on 147 degrees of freedom
Output:Multiple R-squared:  0.01804,	Adjusted R-squared:  0.01136 
Output:F-statistic: 2.701 on 1 and 147 DF,  p-value: 0.1024
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0834 0.083406   2.701 0.1024
Output:Residuals 147 4.5394 0.030880               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123487
Output:[1] 0.09466316
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0004963840 -0.0007983036
Output:regressor   -0.0007983036  0.0022041141
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.450552   0.028920 15.5792   <2e-16 ***
Output:regressor   0.077157   0.054470  1.4165   0.1587    
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:-0.39809 -0.14242 -0.00737  0.11585  0.48171 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46476    0.01800  25.813   <2e-16 ***
Output:regressor    0.09353    0.07315   1.279    0.203    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1764 on 147 degrees of freedom
Output:Multiple R-squared:  0.011,	Adjusted R-squared:  0.004271 
Output:F-statistic: 1.635 on 1 and 147 DF,  p-value: 0.2031
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0508 0.050845  1.6348 0.2031
Output:Residuals 147 4.5719 0.031101               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123487
Output:[1] 0.03926979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0003241667 -0.0007859472
Output:regressor   -0.0007859472  0.0053513158
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.464760   0.027173 17.1036   <2e-16 ***
Output:regressor   0.093533   0.082814  1.1294   0.2606    
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:-0.40404 -0.14946 -0.00086  0.12435  0.47573 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48855    0.02691  18.157   <2e-16 ***
Output:regressor   -0.01785    0.04022  -0.444    0.658    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1772 on 147 degrees of freedom
Output:Multiple R-squared:  0.001338,	Adjusted R-squared:  -0.005456 
Output:F-statistic: 0.1969 on 1 and 147 DF,  p-value: 0.6579
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.0062 0.0061845  0.1969 0.6579
Output:Residuals 147 4.6166 0.0314053               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123487
Output:[1] 0.1311888
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0007240273 -0.0009111462
Output:regressor   -0.0009111462  0.0016174995
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.488551   0.057292  8.5273 1.671e-14 ***
Output:regressor   -0.017847   0.071119 -0.2510    0.8022    
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:-5.061e-16 -4.094e-17  6.110e-18  4.428e-17  1.866e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  7.840e-18 -9.281e+00   <2e-16 ***
Output:regressor    1.000e+00  5.944e-18  1.682e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.644e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.83e+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   1 211.48  211.48 2.8303e+34 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.428893
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 6.147019e-35 2.000218e-35
Output:regressor   2.000218e-35 3.533175e-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  8.2858e-18 -8.7816e+00 3.818e-15 ***
Output:regressor    1.0000e+00  5.7713e-18  1.7327e+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:-1.3602 -0.5024 -0.1070  0.3177  2.0817 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.74718    0.10691   6.989 8.99e-11 ***
Output:regressor    0.24392    0.01622  15.038  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7528 on 147 degrees of freedom
Output:Multiple R-squared:  0.606,	Adjusted R-squared:  0.6034 
Output:F-statistic: 226.1 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   1 128.165 128.165  226.14 < 2.2e-16 ***
Output:Residuals 147  83.312   0.567                      
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] 1.428893
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.011430638 0.001416536
Output:regressor   0.001416536 0.000263089
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.74718    0.74915  0.9974   0.3202
Output:regressor    0.24392    0.20970  1.1632   0.2466
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.1879 -0.5861 -0.2388  0.3912  2.1244 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.05780    0.07649  -0.756    0.451    
Output:regressor    0.34495    0.02596  13.286   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8085 on 147 degrees of freedom
Output:Multiple R-squared:  0.5456,	Adjusted R-squared:  0.5425 
Output:F-statistic: 176.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 115.383 115.383  176.51 < 2.2e-16 ***
Output:Residuals 147  96.093   0.654                      
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] 1.428893
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.005851146 0.0009934290
Output:regressor   0.000993429 0.0006741499
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.057801   0.263606 -0.2193   0.8267
Output:regressor    0.344953   0.794371  0.4342   0.6647
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.74346 -0.93330  0.06041  0.71636  2.83419 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.3886     0.1178 -11.791   <2e-16 ***
Output:regressor     4.5992     0.4938   9.314   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9512 on 147 degrees of freedom
Output:Multiple R-squared:  0.3711,	Adjusted R-squared:  0.3668 
Output:F-statistic: 86.74 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  78.481  78.481  86.745 < 2.2e-16 ***
Output:Residuals 147 132.996   0.905                      
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] 1.428893
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01387016 -0.04360741
Output:regressor   -0.04360741  0.24385404
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.38859    0.56907 -2.4401 0.0158729 *  
Output:regressor    4.59924    1.26669  3.6309 0.0003893 ***
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:-1.4921 -0.9628 -0.1627  1.0244  1.9969 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.34431    0.14406  -9.331  < 2e-16 ***
Output:regressor    0.29184    0.04337   6.729 3.55e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.049 on 147 degrees of freedom
Output:Multiple R-squared:  0.2355,	Adjusted R-squared:  0.2303 
Output:F-statistic: 45.28 on 1 and 147 DF,  p-value: 3.555e-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  49.803  49.803  45.282 3.555e-10 ***
Output:Residuals 147 161.674   1.100                      
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] 1.428893
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.020754467 -0.005015267
Output:regressor   -0.005015267  0.001880854
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.34431    1.94391 -0.6915   0.4903
Output:regressor    0.29184    0.32870  0.8879   0.3761
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.5103 -1.0516 -0.1495  1.0488  1.9165 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.56810    0.20211  -7.759 1.33e-12 ***
Output:regressor    0.37465    0.06777   5.528 1.44e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.091 on 147 degrees of freedom
Output:Multiple R-squared:  0.1721,	Adjusted R-squared:  0.1665 
Output:F-statistic: 30.56 on 1 and 147 DF,  p-value: 1.438e-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  36.396  36.396  30.559 1.438e-07 ***
Output:Residuals 147 175.080   1.191                      
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] 1.428893
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04084678 -0.012284275
Output:regressor   -0.01228428  0.004593244
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.56810    2.30838 -0.6793   0.4980
Output:regressor    0.37465    0.56600  0.6619   0.5091
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.5907 -1.1504 -0.2252  1.2291  1.8611 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.96445    0.19727  -4.889 2.62e-06 ***
Output:regressor    0.05226    0.02257   2.315    0.022 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.178 on 147 degrees of freedom
Output:Multiple R-squared:  0.03518,	Adjusted R-squared:  0.02862 
Output:F-statistic: 5.361 on 1 and 147 DF,  p-value: 0.02198
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   7.44  7.4404  5.3605 0.02198 *
Output:Residuals 147 204.04  1.3880                  
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] 1.428893
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)     regressor
Output:(Intercept)  0.03891394 -0.0038829804
Output:regressor   -0.00388298  0.0005094018
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.964452   2.054411 -0.4695   0.6394
Output:regressor    0.052256   0.251954  0.2074   0.8360
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.104e-14  9.000e-19  1.643e-16  3.850e-16  3.508e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -4.657e-15  4.385e-16 -1.062e+01   <2e-16 ***
Output:regressor    1.000e+00  5.017e-17  1.993e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.619e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.972e+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
Error:Warning message:
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 2724.8  2724.8 3.9724e+32 < 2.2e-16 ***
Output:Residuals 147    0.0     0.0                         
OutputError:In anova.lm(ols) ::---

Output:ErrorSignif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1:
  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.41055
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:              (Intercept)     regressor
Output:(Intercept)  1.923067e-31 -1.918909e-32
Output:regressor   -1.918909e-32  2.517385e-33
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Error:Output:Warning message:(Intercept) -4.6568e-15  8.4799e-16 -5.4916e+00 1.707e-07 ***

Output:regressor    1.0000e+00  8.5127e-17  1.1747e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
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:-4.1581 -1.6437 -0.6171  1.2128  5.4269 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.3706     0.4369   0.848    0.398    
Output:regressor     2.7116     0.1465  18.509   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.359 on 147 degrees of freedom
Output:Multiple R-squared:  0.6997,	Adjusted R-squared:  0.6977 
Output:F-statistic: 342.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1906.62 1906.62  342.57 < 2.2e-16 ***
Output:Residuals 147  818.15    5.57                      
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] 18.41055
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.19087604 -0.05740414
Output:regressor   -0.05740414  0.02146412
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.37056    5.55065  0.0668  0.94686  
Output:regressor    2.71164    1.23886  2.1888  0.03019 *
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:-5.7704 -1.9916 -0.3637  1.6428  6.1913 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.2544     0.3851    8.45 2.61e-14 ***
Output:regressor     1.6382     0.1159   14.13  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.804 on 147 degrees of freedom
Output:Multiple R-squared:  0.5759,	Adjusted R-squared:  0.573 
Output:F-statistic: 199.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1569.3 1569.26  199.64 < 2.2e-16 ***
Output:Residuals 147 1155.5    7.86                      
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] 18.41055
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.1483346 -0.03584470
Output:regressor    -0.0358447  0.01344269
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   3.2544     7.4158  0.4389   0.6614
Output:regressor     1.6382     1.4465  1.1325   0.2593
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-9.613 -2.414  1.300  2.739  4.665 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   9.0927     0.3273  27.778  < 2e-16 ***
Output:regressor     0.9976     0.1111   8.979 1.21e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.46 on 147 degrees of freedom
Output:Multiple R-squared:  0.3542,	Adjusted R-squared:  0.3498 
Output:F-statistic: 80.62 on 1 and 147 DF,  p-value: 1.206e-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  965.04  965.04  80.616 1.206e-15 ***
Output:Residuals 147 1759.72   11.97                      
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] 18.41055
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.10714948 0.01819223
Output:regressor    0.01819223 0.01234541
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  9.09272    1.10340  8.2406 8.688e-14 ***
Output:regressor    0.99762    1.05082  0.9494     0.344    
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:-7.7916 -2.2478 -0.2837  2.7828  5.9651 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   4.9196     0.4425  11.119  < 2e-16 ***
Output:regressor    15.1154     1.8552   8.148 1.48e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.573 on 147 degrees of freedom
Output:Multiple R-squared:  0.3111,	Adjusted R-squared:  0.3064 
Output:F-statistic: 66.38 on 1 and 147 DF,  p-value: 1.477e-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  847.67  847.67  66.383 1.477e-13 ***
Output:Residuals 147 1877.09   12.77                      
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] 18.41055
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.1957624 -0.6154719
Output:regressor    -0.6154719  3.4417391
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   4.9196     8.0835  0.6086   0.5437
Output:regressor    15.1154    18.3262  0.8248   0.4108
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-9.920 -3.424  1.544  3.377  4.392 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  9.80681    0.57027  17.197  < 2e-16 ***
Output:regressor    0.40566    0.08652   4.689 6.22e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.015 on 147 degrees of freedom
Output:Multiple R-squared:  0.1301,	Adjusted R-squared:  0.1242 
Output:F-statistic: 21.99 on 1 and 147 DF,  p-value: 6.217e-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  354.5  354.50  21.985 6.217e-06 ***
Output:Residuals 147 2370.3   16.12                      
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] 18.41055
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.32520827 0.040301266
Output:regressor    0.04030127 0.007485035
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  9.80681    3.12028  3.1429 0.002024 **
Output:regressor    0.40566    0.52429  0.7737 0.440328   
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:-8.899 -3.010  1.374  3.536  5.007 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   8.0038     0.3836  20.866   <2e-16 ***
Output:regressor     0.6733     0.2908   2.315    0.022 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.229 on 147 degrees of freedom
Output:Multiple R-squared:  0.03518,	Adjusted R-squared:  0.02862 
Output:F-statistic: 5.361 on 1 and 147 DF,  p-value: 0.02198
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   95.87  95.866  5.3605 0.02198 *
Output:Residuals 147 2628.89  17.884                  
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] 18.41055
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.14712753 0.04787478
Output:regressor    0.04787478 0.08456575
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)    8.00379 8084.89638   1e-03   0.9992
Output:regressor      0.67329 2432.49485   3e-04   0.9998
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.532e-14  2.450e-17  1.082e-16  2.134e-16  1.380e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.328e-15  1.770e-16 -1.315e+01   <2e-16 ***
Output:regressor    1.000e+00  5.330e-17  1.876e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.289e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.521e+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   1 584.74  584.74 3.5207e+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] 3.950979
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.134235e-32 -7.573804e-33
Output:regressor   -7.573804e-33  2.840371e-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) -2.3284e-15  2.9882e-16 -7.7920e+00 1.101e-12 ***
Output:regressor    1.0000e+00  7.6178e-17  1.3127e+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:-1.39788 -0.51875 -0.05711  0.48016  1.43110 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.1175     0.1238  -9.029 8.96e-16 ***
Output:regressor     1.4149     0.0415  34.091  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6683 on 147 degrees of freedom
Output:Multiple R-squared:  0.8877,	Adjusted R-squared:  0.887 
Output:F-statistic:  1162 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   1 519.09  519.09  1162.2 < 2.2e-16 ***
Output:Residuals 147  65.66    0.45                      
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] 3.950979
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.015318285 -0.004606827
Output:regressor   -0.004606827  0.001722550
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.11751    0.73387 -1.5228      0.13    
Output:regressor    1.41488    0.29507  4.7951 3.946e-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:-3.0169 -0.6861  0.1111  0.9260  2.7392 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.01335    0.21747  -0.061    0.951    
Output:regressor    0.35156    0.02488  14.129   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.299 on 147 degrees of freedom
Output:Multiple R-squared:  0.5759,	Adjusted R-squared:  0.573 
Output:F-statistic: 199.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 336.77  336.77  199.64 < 2.2e-16 ***
Output:Residuals 147 247.98    1.69                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.950979
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.047294093 -0.004719184
Output:regressor   -0.004719184  0.000619102
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.013346   1.631414 -0.0082   0.9935
Output:regressor    0.351562   0.504534  0.6968   0.4870
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.9377 -0.8781 -0.0121  0.8207  3.8863 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.9986     0.1653   6.041  1.2e-08 ***
Output:regressor     9.3267     0.6931  13.456  < 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:  0.5519,	Adjusted R-squared:  0.5489 
Output:F-statistic: 181.1 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   1 322.74  322.74  181.07 < 2.2e-16 ***
Output:Residuals 147 262.01    1.78                      
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] 3.950979
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.02732506 -0.08590926
Output:regressor   -0.08590926  0.48040735
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.99863    0.33779  2.9563 0.003628 **
Output:regressor    9.32671    3.07280  3.0352 0.002843 **
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:-4.1862 -0.8044  0.0440  1.0896  2.7665 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.4302     0.1405   24.41   <2e-16 ***
Output:regressor     0.5182     0.0477   10.87   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.485 on 147 degrees of freedom
Output:Multiple R-squared:  0.4454,	Adjusted R-squared:  0.4416 
Output:F-statistic:   118 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   1 260.43 260.433  118.05 < 2.2e-16 ***
Output:Residuals 147 324.31   2.206                      
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] 3.950979
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.019747416 0.003352789
Output:regressor   0.003352789 0.002275233
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  3.43018    1.35337  2.5345  0.01231 *
Output:regressor    0.51825    0.40274  1.2868  0.20019  
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:-3.4558 -0.9677 -0.0152  1.3259  3.3323 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.1233     0.1582  19.746  < 2e-16 ***
Output:regressor     0.8070     0.1199   6.729 3.55e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.744 on 147 degrees of freedom
Output:Multiple R-squared:  0.2355,	Adjusted R-squared:  0.2303 
Output:F-statistic: 45.28 on 1 and 147 DF,  p-value: 3.555e-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   1 137.71 137.707  45.282 3.555e-10 ***
Output:Residuals 147 447.04   3.041                      
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] 3.950979
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.025018697 0.008140996
Output:regressor   0.008140996 0.014380210
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  3.12332    3.61235  0.8646   0.3887
Output:regressor    0.80695    1.74777  0.4617   0.6450
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.5253 -1.0339 -0.0581  1.1874  3.5196 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.98085    0.25023   15.91  < 2e-16 ***
Output:regressor    0.24411    0.03796    6.43 1.68e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.762 on 147 degrees of freedom
Output:Multiple R-squared:  0.2195,	Adjusted R-squared:  0.2142 
Output:F-statistic: 41.35 on 1 and 147 DF,  p-value: 1.679e-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   1 128.37 128.372  41.349 1.679e-09 ***
Output:Residuals 147 456.37   3.105                      
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] 3.950979
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.062615965 0.007759651
Output:regressor   0.007759651 0.001441177
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  3.98085    3.56136  1.1178   0.2655
Output:regressor    0.24411    0.67470  0.3618   0.7180
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.159e-14 -2.180e-17  7.060e-17  1.927e-16  8.867e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.821e-16  9.272e-17 -6.278e+00 3.66e-09 ***
Output:regressor    1.000e+00  3.147e-17  3.177e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.801e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.009e+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   1 969.66  969.66 1.0095e+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] 6.551762
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.597878e-33 1.459779e-33
Output:regressor   1.459779e-33 9.906195e-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  1.0921e-16 -5.3300e+00 3.621e-07 ***
Output:regressor    1.0000e+00  2.4011e-17  4.1647e+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:-1.9541 -0.5529  0.1485  0.7068  1.5876 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.89164    0.13259   14.27   <2e-16 ***
Output:regressor    0.62502    0.02012   31.07   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9336 on 147 degrees of freedom
Output:Multiple R-squared:  0.8679,	Adjusted R-squared:  0.867 
Output:F-statistic: 965.4 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   1 841.53  841.53  965.45 < 2.2e-16 ***
Output:Residuals 147 128.13    0.87                      
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] 6.551762
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.017580170 0.0021786134
Output:regressor   0.002178613 0.0004046274
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 1.891642   0.719966  2.6274  0.009516 ** 
Output:regressor   0.625017   0.098115  6.3702 2.284e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.9940 -0.5125  0.4833  1.0676  1.9271 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.5782     0.1570  -3.682 0.000324 ***
Output:regressor     1.5817     0.1191  13.286  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.731 on 147 degrees of freedom
Output:Multiple R-squared:  0.5456,	Adjusted R-squared:  0.5425 
Output:F-statistic: 176.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 529.05  529.05  176.51 < 2.2e-16 ***
Output:Residuals 147 440.61    3.00                      
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] 6.551762
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.024658847 0.008023902
Output:regressor   0.008023902 0.014173376
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.57817    6.07041 -0.0952   0.9243
Output:regressor    1.58168    2.18033  0.7254   0.4693
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.3011 -1.4437 -0.0635  1.2927  5.3245 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.9835     0.3493  -14.27   <2e-16 ***
Output:regressor     1.3124     0.1171   11.20   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.886 on 147 degrees of freedom
Output:Multiple R-squared:  0.4606,	Adjusted R-squared:  0.4569 
Output:F-statistic: 125.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 446.60  446.60  125.51 < 2.2e-16 ***
Output:Residuals 147 523.06    3.56                      
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] 6.551762
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.1220318 -0.03669990
Output:regressor    -0.0366999  0.01372255
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -4.98346    0.77048 -6.4680 1.383e-09 ***
Output:regressor    1.31238    0.41778  3.1413  0.002034 ** 
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:-3.0452 -1.6752 -0.3681  1.1820  4.6414 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.7652     0.2627  -14.33   <2e-16 ***
Output:regressor     0.8594     0.0791   10.87   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.913 on 147 degrees of freedom
Output:Multiple R-squared:  0.4454,	Adjusted R-squared:  0.4416 
Output:F-statistic:   118 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   1 431.87  431.87  118.05 < 2.2e-16 ***
Output:Residuals 147 537.79    3.66                      
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] 6.551762
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.06903813 -0.016682897
Output:regressor   -0.01668290  0.006256516
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -3.76516    1.27944 -2.9428 0.003781 **
Output:regressor    0.85939    0.31790  2.7033 0.007674 **
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:-3.4737 -1.7229 -0.0321  1.6131  5.0621 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.2911     0.2473 -13.308   <2e-16 ***
Output:regressor    10.1634     1.0369   9.801   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.997 on 147 degrees of freedom
Output:Multiple R-squared:  0.3952,	Adjusted R-squared:  0.3911 
Output:F-statistic: 96.07 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   1 383.24  383.24  96.068 < 2.2e-16 ***
Output:Residuals 147 586.42    3.99                      
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] 6.551762
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.06115812 -0.1922795
Output:regressor   -0.19227952  1.0752334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  -3.2911     1.2872 -2.5569  0.01158 * 
Output:regressor    10.1634     3.4349  2.9588  0.00360 **
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:-3.5475 -1.5437 -0.5397  1.8449  4.6284 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -4.17980    0.34559 -12.095  < 2e-16 ***
Output:regressor    0.35502    0.03954   8.979 1.21e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.064 on 147 degrees of freedom
Output:Multiple R-squared:  0.3542,	Adjusted R-squared:  0.3498 
Output:F-statistic: 80.62 on 1 and 147 DF,  p-value: 1.206e-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   1 343.43  343.43  80.616 1.206e-15 ***
Output:Residuals 147 626.23    4.26                      
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] 6.551762
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.11943542 -0.011917720
Output:regressor   -0.01191772  0.001563466
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -4.17980    1.35152 -3.0927 0.002374 **
Output:regressor    0.35502    0.33441  1.0616 0.290142   
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:-5.620e-16 -2.510e-18  3.890e-18  1.056e-17  5.105e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.638e-17  5.988e-18 -6.075e+00 1.01e-08 ***
Output:regressor    1.000e+00  2.511e-17  3.983e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.836e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.586e+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 3.7101  3.7101 1.5862e+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] 0.02506849
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.585854e-35 -1.127383e-34
Output:regressor   -1.127383e-34  6.304362e-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) -3.6381e-17  7.8058e-18 -4.6608e+00 7.003e-06 ***
Output:regressor    1.0000e+00  2.5079e-17  3.9873e+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:-0.20457 -0.06524 -0.01499  0.06786  0.37518 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.070971   0.018380  -3.861 0.000169 ***
Output:regressor    0.093402   0.006164  15.154  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09925 on 147 degrees of freedom
Output:Multiple R-squared:  0.6097,	Adjusted R-squared:  0.6071 
Output:F-statistic: 229.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 2.2621 2.26211  229.64 < 2.2e-16 ***
Output:Residuals 147 1.4480 0.00985                      
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] 0.02506849
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0003378297 -1.015990e-04
Output:regressor   -0.0001015990  3.798915e-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) -0.070971   0.049877 -1.4229    0.1569    
Output:regressor    0.093402   0.014768  6.3246 2.882e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.20197 -0.07367 -0.03014  0.05913  0.37128 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.021032   0.014609    1.44    0.152    
Output:regressor   0.059177   0.004398   13.46   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1063 on 147 degrees of freedom
Output:Multiple R-squared:  0.5519,	Adjusted R-squared:  0.5489 
Output:F-statistic: 181.1 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 2.0477 2.04772  181.07 < 2.2e-16 ***
Output:Residuals 147 1.6624 0.01131                      
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] 0.02506849
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.134091e-04 -5.156979e-05
Output:regressor   -5.156979e-05  1.934000e-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) 0.021032   0.045842  0.4588    0.6471    
Output:regressor   0.059177   0.010832  5.4631 1.951e-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:-0.37348 -0.07064  0.01834  0.09552  0.23517 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.236131   0.011689  20.202   <2e-16 ***
Output:regressor   0.038888   0.003968   9.801   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1235 on 147 degrees of freedom
Output:Multiple R-squared:  0.3952,	Adjusted R-squared:  0.3911 
Output:F-statistic: 96.07 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 1.4664 1.46636  96.068 < 2.2e-16 ***
Output:Residuals 147 2.2438 0.01526                      
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] 0.02506849
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.366241e-04 2.319654e-05
Output:regressor   2.319654e-05 1.574138e-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) 0.236131   0.052852  4.4678 1.567e-05 ***
Output:regressor   0.038888   0.012984  2.9950  0.003221 ** 
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:-0.41236 -0.08465  0.01568  0.09388  0.22468 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.224506   0.011427  19.646   <2e-16 ***
Output:regressor   0.080689   0.008664   9.314   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.126 on 147 degrees of freedom
Output:Multiple R-squared:  0.3711,	Adjusted R-squared:  0.3668 
Output:F-statistic: 86.74 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 1.3769 1.37686  86.745 < 2.2e-16 ***
Output:Residuals 147 2.3333 0.01587                      
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] 0.02506849
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.305829e-04 4.249121e-05
Output:regressor   4.249121e-05 7.505624e-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) 0.224506   0.063283  3.5476 0.0005221 ***
Output:regressor   0.080689   0.020748  3.8890 0.0001520 ***
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:-0.24593 -0.07580 -0.01252  0.09723  0.37294 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.021940   0.022079   0.994    0.322    
Output:regressor   0.020582   0.002526   8.148 1.48e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1319 on 147 degrees of freedom
Output:Multiple R-squared:  0.3111,	Adjusted R-squared:  0.3064 
Output:F-statistic: 66.38 on 1 and 147 DF,  p-value: 1.477e-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 1.1542 1.15422  66.383 1.477e-13 ***
Output:Residuals 147 2.5559 0.01739                      
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] 0.02506849
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.874673e-04 -4.864134e-05
Output:regressor   -4.864134e-05  6.381177e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.021940   0.053870  0.4073  0.68440  
Output:regressor   0.020582   0.012078  1.7041  0.09048 .
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:-0.42028 -0.08438  0.02181  0.09152  0.25568 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.298954   0.019024   15.71  < 2e-16 ***
Output:regressor   0.022311   0.002886    7.73 1.55e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.134 on 147 degrees of freedom
Output:Multiple R-squared:  0.289,	Adjusted R-squared:  0.2842 
Output:F-statistic: 59.76 on 1 and 147 DF,  p-value: 1.554e-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 1.0723 1.07232  59.758 1.554e-12 ***
Output:Residuals 147 2.6378 0.01794                      
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] 0.02506849
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.619169e-04 4.485037e-05
Output:regressor   4.485037e-05 8.329926e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.298954   0.089186  3.3520  0.00102 **
Output:regressor   0.022311   0.014808  1.5067  0.13404   
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:-1.236e-15 -3.732e-16 -2.830e-17  1.729e-16  1.380e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.164e-15  1.697e-16 6.861e+00 1.77e-10 ***
Output:regressor   1.000e+00  2.574e-17 3.885e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.195e-15 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.509e+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 2154.2  2154.2 1.5091e+33 < 2.2e-16 ***
Output:Residuals 147    0.0     0.0                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 14.55538
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.879102e-32 3.567913e-33
Output:regressor   3.567913e-33 6.626579e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 1.1642e-15 2.7187e-16 4.2822e+00 3.325e-05 ***
Output:regressor   1.0000e+00 3.4131e-17 2.9299e+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:-2.1653 -1.0682 -0.2309  0.6788  3.3381 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -3.33809    0.13165  -25.36   <2e-16 ***
Output:regressor    1.38854    0.04469   31.07   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.392 on 147 degrees of freedom
Output:Multiple R-squared:  0.8679,	Adjusted R-squared:  0.867 
Output:F-statistic: 965.4 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 1869.54 1869.54  965.45 < 2.2e-16 ***
Output:Residuals 147  284.66    1.94                      
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] 14.55538
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01733288 0.002942840
Output:regressor    0.00294284 0.001997038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -3.33809    0.72287 -4.6179 8.394e-06 ***
Output:regressor    1.38854    0.18798  7.3868 1.040e-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:-7.3156 -0.4088  0.3830  1.1600  5.5008 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.9776     0.2179  -18.25   <2e-16 ***
Output:regressor     2.4847     0.1652   15.04   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.403 on 147 degrees of freedom
Output:Multiple R-squared:  0.606,	Adjusted R-squared:  0.6034 
Output:F-statistic: 226.1 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 1305.55 1305.55  226.14 < 2.2e-16 ***
Output:Residuals 147  848.65    5.77                      
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] 14.55538
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.04749524 0.01545478
Output:regressor    0.01545478 0.02729924
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -3.9776    16.1038 -0.2470   0.8053
Output:regressor     2.4847     6.1798  0.4021   0.6882
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.9764 -2.5357 -0.0814  1.7408  9.2725 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -7.7008     0.3997  -19.27  < 2e-16 ***
Output:regressor    12.9544     1.6758    7.73 1.55e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.228 on 147 degrees of freedom
Output:Multiple R-squared:  0.289,	Adjusted R-squared:  0.2842 
Output:F-statistic: 59.76 on 1 and 147 DF,  p-value: 1.554e-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  622.62  622.62  59.758 1.554e-12 ***
Output:Residuals 147 1531.58   10.42                      
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] 14.55538
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.1597289 -0.5021835
Output:regressor    -0.5021835  2.8082266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  -7.7008     2.3272 -3.3090 0.001177 **
Output:regressor    12.9544     6.5823  1.9681 0.050943 . 
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:-4.2796 -2.8161 -0.6565  1.7612  9.1362 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -9.1362     0.6193 -14.753  < 2e-16 ***
Output:regressor     1.4029     0.2077   6.756  3.1e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.344 on 147 degrees of freedom
Output:Multiple R-squared:  0.2369,	Adjusted R-squared:  0.2317 
Output:F-statistic: 45.64 on 1 and 147 DF,  p-value: 3.096e-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  510.34  510.34  45.637 3.096e-10 ***
Output:Residuals 147 1643.85   11.18                      
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] 14.55538
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.3835165 -0.11533891
Output:regressor    -0.1153389  0.04312666
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -9.13623    1.53565 -5.9494 1.886e-08 ***
Output:regressor    1.40292    0.75424  1.8600   0.06488 .  
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:-3.9891 -3.0196 -0.7527  1.7391  8.2719 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -7.7823     0.4646  -16.75  < 2e-16 ***
Output:regressor     0.8993     0.1399    6.43 1.68e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.382 on 147 degrees of freedom
Output:Multiple R-squared:  0.2195,	Adjusted R-squared:  0.2142 
Output:F-statistic: 41.35 on 1 and 147 DF,  p-value: 1.679e-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  472.92  472.92  41.349 1.679e-09 ***
Output:Residuals 147 1681.28   11.44                      
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] 14.55538
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.21582988 -0.05215477
Output:regressor   -0.05215477  0.01955938
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -7.78225    2.41596 -3.2212 0.001572 **
Output:regressor    0.89931    0.66429  1.3538 0.177879   
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:-4.790 -2.743 -1.495  3.126  7.865 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -7.8289     0.5978 -13.096  < 2e-16 ***
Output:regressor     0.3207     0.0684   4.689 6.22e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.57 on 147 degrees of freedom
Output:Multiple R-squared:  0.1301,	Adjusted R-squared:  0.1242 
Output:F-statistic: 21.99 on 1 and 147 DF,  p-value: 6.217e-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  280.27 280.266  21.985 6.217e-06 ***
Output:Residuals 147 1873.93  12.748                      
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] 14.55538
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.35739823 -0.035662551
Output:regressor   -0.03566255  0.004678511
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -7.82895    3.21870 -2.4323   0.0162 *
Output:regressor    0.32072    0.52052  0.6162   0.5387  
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:-6.895e-15  1.430e-17  5.440e-17  1.139e-16  7.141e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.164e-15  1.090e-16 -1.069e+01   <2e-16 ***
Output:regressor    1.000e+00  3.654e-17  2.737e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.883e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.491e+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  259.3   259.3 7.491e+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 unreliableOutput:[1] "-------------------------------------------------------------------------------------------"

Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.752016
Output:[1] 1.752016
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.187136e-32 -3.570198e-33
Output:regressor   -3.570198e-33  1.334941e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -1.1642e-15  2.2072e-16 -5.2746e+00 4.671e-07 ***
Output:regressor    1.0000e+00  6.6470e-17  1.5044e+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:-1.00144 -0.34027  0.05833  0.36017  0.88835 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.00144    0.06114   16.38   <2e-16 ***
Output:regressor    0.62741    0.01840   34.09   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.445 on 147 degrees of freedom
Output:Multiple R-squared:  0.8877,	Adjusted R-squared:  0.887 
Output:F-statistic:  1162 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   1 230.183 230.183  1162.2 < 2.2e-16 ***
Output:Residuals 147  29.115   0.198                      
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] 1.752016
Output:[1] 3.950979
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0037376200 -0.0009031868
Output:regressor   -0.0009031868  0.0003387183
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.00144    0.39639  2.5264   0.01258 *  
Output:regressor    0.62741    0.13063  4.8031 3.811e-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:-1.72494 -0.38135  0.04134  0.57787  1.44646 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.70741    0.12186   5.805 3.82e-08 ***
Output:regressor    0.25805    0.01394  18.509  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7278 on 147 degrees of freedom
Output:Multiple R-squared:  0.6997,	Adjusted R-squared:  0.6977 
Output:F-statistic: 342.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 181.441  181.44  342.57 < 2.2e-16 ***
Output:Residuals 147  77.858    0.53                      
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] 1.752016
Output:[1] 18.41055
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.014849121 -0.001481702
Output:regressor   -0.001481702  0.000194382
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.70741    0.46149  1.5329  0.12746  
Output:regressor    0.25805    0.14603  1.7671  0.07929 .
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:-2.7274 -0.5936  0.1038  0.6145  1.9865 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.5071     0.1027   14.67   <2e-16 ***
Output:regressor     6.5278     0.4308   15.15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8297 on 147 degrees of freedom
Output:Multiple R-squared:  0.6097,	Adjusted R-squared:  0.6071 
Output:F-statistic: 229.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  158.1 158.097  229.64 < 2.2e-16 ***
Output:Residuals 147  101.2   0.688                      
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] 1.752016
Output:[1] 0.02506849
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01055434 -0.03318256
Output:regressor   -0.03318256  0.18555798
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.50708    0.38797  3.8846 0.0001545 ***
Output:regressor    6.52780    1.24456  5.2451 5.348e-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:-3.2836 -0.4973 -0.0245  0.7577  1.7945 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.19158    0.09229   34.58   <2e-16 ***
Output:regressor    0.35095    0.03133   11.20   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9755 on 147 degrees of freedom
Output:Multiple R-squared:  0.4606,	Adjusted R-squared:  0.4569 
Output:F-statistic: 125.5 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 119.43 119.426  125.51 < 2.2e-16 ***
Output:Residuals 147 139.87   0.952                      
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] 1.752016
Output:[1] 6.551762
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.008516857 0.0014460231
Output:regressor   0.001446023 0.0009812844
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  3.19158    0.64503  4.9480 2.027e-06 ***
Output:regressor    0.35095    0.65740  0.5338    0.5943    
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:-3.5836 -0.6258  0.2292  0.8600  1.7407 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.5837     0.1648  21.750  < 2e-16 ***
Output:regressor     0.1689     0.0250   6.756  3.1e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.16 on 147 degrees of freedom
Output:Multiple R-squared:  0.2369,	Adjusted R-squared:  0.2317 
Output:F-statistic: 45.64 on 1 and 147 DF,  p-value: 3.096e-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  61.43  61.430  45.637 3.096e-10 ***
Output:Residuals 147 197.87   1.346                      
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] 1.752016
Output:[1] 14.55538
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.027148298 0.0033643388
Output:regressor   0.003364339 0.0006248487
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  3.58365    1.12563  3.1837 0.001775 **
Output:regressor    0.16887    0.27294  0.6187 0.537070   
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:-2.9345 -0.5569  0.2973  0.9306  1.8166 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.9345     0.1096  26.772  < 2e-16 ***
Output:regressor     0.4594     0.0831   5.528 1.44e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.208 on 147 degrees of freedom
Output:Multiple R-squared:  0.1721,	Adjusted R-squared:  0.1665 
Output:F-statistic: 30.56 on 1 and 147 DF,  p-value: 1.438e-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  44.627  44.627  30.559 1.438e-07 ***
Output:Residuals 147 214.672   1.460                      
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] 1.752016
Output:[1] 1.428893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.012014228 0.003909388
Output:regressor   0.003909388 0.006905520
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.93449    1.94465  1.5090   0.1334
Output:regressor    0.45937    0.83298  0.5515   0.5821
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.120e-16 -2.376e-17 -8.040e-18  4.210e-18  1.767e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.911e-16  2.173e-17 1.339e+01   <2e-16 ***
Output:regressor   1.000e+00  2.828e-17 3.535e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.503e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.25e+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 28.247  28.247 1.2499e+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] 0.1908604
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 4.721943e-34 5.063899e-34
Output:regressor   5.063899e-34 8.000365e-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) 2.9105e-16 3.4968e-17 8.3233e+00 5.412e-14 ***
Output:regressor   1.0000e+00 3.7751e-17 2.6490e+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:-0.81802 -0.21497 -0.02103  0.17776  0.66130 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.54369    0.02581  -21.06   <2e-16 ***
Output:regressor    0.33807    0.02669   12.67   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3031 on 147 degrees of freedom
Output:Multiple R-squared:  0.5218,	Adjusted R-squared:  0.5186 
Output:F-statistic: 160.4 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 14.741 14.7407  160.43 < 2.2e-16 ***
Output:Residuals 147 13.507  0.0919                      
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] 0.1908604
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0006663238 0.0001881060
Output:regressor   0.0001881060 0.0007124003
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.54369    0.11767 -4.6204 8.305e-06 ***
Output:regressor    0.33807    0.10003  3.3798 0.0009292 ***
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:-0.68021 -0.23416  0.01375  0.19144  0.96414 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.40754    0.03206  -12.71   <2e-16 ***
Output:regressor    0.50417    0.04275   11.79   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3142 on 147 degrees of freedom
Output:Multiple R-squared:  0.4862,	Adjusted R-squared:  0.4827 
Output:F-statistic: 139.1 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 13.734 13.7344  139.12 < 2.2e-16 ***
Output:Residuals 147 14.513  0.0987                      
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] 0.1908604
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0010278462 0.0008169276
Output:regressor   0.0008169276 0.0018271735
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.407544   0.085351 -4.7749 4.303e-06 ***
Output:regressor    0.504170   0.247762  2.0349   0.04366 *  
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:-0.63082 -0.22654 -0.02405  0.21418  0.97623 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.31024    0.03916  -7.922 5.31e-13 ***
Output:regressor    0.28309    0.02536  11.163  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3225 on 147 degrees of freedom
Output:Multiple R-squared:  0.4588,	Adjusted R-squared:  0.4551 
Output:F-statistic: 124.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 12.960  12.960  124.61 < 2.2e-16 ***
Output:Residuals 147 15.288   0.104                      
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] 0.1908604
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0015337587 0.0007331504
Output:regressor   0.0007331504 0.0006431242
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.31024    0.27551 -1.1261   0.2620
Output:regressor    0.28309    0.58672  0.4825   0.6302
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.60786 -0.28598  0.00971  0.23054  0.95379 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.26631    0.05274  -5.049 1.29e-06 ***
Output:regressor    0.24744    0.02949   8.391 3.67e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3605 on 147 degrees of freedom
Output:Multiple R-squared:  0.3238,	Adjusted R-squared:  0.3192 
Output:F-statistic: 70.41 on 1 and 147 DF,  p-value: 3.672e-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  9.1478  9.1478  70.406 3.672e-14 ***
Output:Residuals 147 19.0996  0.1299                      
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] 0.1908604
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.002781428 0.0012886073
Output:regressor   0.001288607 0.0008696402
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.26631    0.34879 -0.7635   0.4464
Output:regressor    0.24744    0.34196  0.7236   0.4705
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.96933 -0.23343  0.00673  0.25345  0.86208 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.54537    0.03253 -16.767  < 2e-16 ***
Output:regressor    0.19700    0.02590   7.607 3.09e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3713 on 147 degrees of freedom
Output:Multiple R-squared:  0.2824,	Adjusted R-squared:  0.2776 
Output:F-statistic: 57.86 on 1 and 147 DF,  p-value: 3.092e-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  7.9784  7.9784  57.863 3.092e-12 ***
Output:Residuals 147 20.2690  0.1379                      
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] 0.1908604
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0010579740 0.0002981876
Output:regressor   0.0002981876 0.0006706756
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.54537    0.23195 -2.3512  0.02004 *
Output:regressor    0.19700    0.20495  0.9612  0.33804  
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:-1.07275 -0.28190 -0.00263  0.26632  0.83320 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.83320    0.06372  -13.08  < 2e-16 ***
Output:regressor    1.27365    0.34143    3.73 0.000272 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.419 on 147 degrees of freedom
Output:Multiple R-squared:  0.08648,	Adjusted R-squared:  0.08026 
Output:F-statistic: 13.92 on 1 and 147 DF,  p-value: 0.0002725
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  2.4427 2.44270  13.915 0.0002725 ***
Output:Residuals 147 25.8046 0.17554                      
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] 0.1908604
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.004059733 -0.01832829
Output:regressor   -0.018328287  0.11657625
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  -0.8332     0.3998 -2.0841  0.03888 *
Output:regressor     1.2736     1.0730  1.1870  0.23716  
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:-1.010e-14  2.010e-17  6.220e-17  9.970e-17  8.117e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.911e-16  7.380e-17 -3.944e+00 0.000124 ***
Output:regressor    1.000e+00  5.876e-17  1.702e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.425e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.897e+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
Error:Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 205.59  205.59 2.8967e+32 < 2.2e-16 ***
Output:Residuals 147   0.00    0.00                         
Warning message:Output
:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.389122
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.445766e-33 1.534877e-33
Output:regressor   1.534877e-33 3.452204e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -2.9105e-16  7.4526e-17 -3.9053e+00  0.000143 ***
Output:regressor    1.0000e+00  2.2469e-17  4.4506e+16 < 2.2e-16 ***
Output:---
Error:Warning message:
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
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:-1.30736 -0.45027 -0.08147  0.32309  1.83863 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.61668    0.08102   7.611 3.02e-12 ***
Output:regressor    0.93097    0.05247  17.744  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6672 on 147 degrees of freedom
Output:Multiple R-squared:  0.6817,	Adjusted R-squared:  0.6795 
Output:F-statistic: 314.8 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   1 140.153 140.153  314.85 < 2.2e-16 ***
Output:Residuals 147  65.437   0.445                      
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] 1.389122
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006564966 0.003138112
Output:regressor   0.003138112 0.002752772
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.61668    0.69546  0.8867   0.3767
Output:regressor    0.93097    0.64916  1.4341   0.1537
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.83991 -0.46615 -0.08691  0.49452  1.74325 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.17896    0.06085  -2.941   0.0038 ** 
Output:regressor    1.00606    0.06292  15.991   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7145 on 147 degrees of freedom
Output:Multiple R-squared:  0.635,	Adjusted R-squared:  0.6325 
Output:F-statistic: 255.7 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   1 130.543 130.543  255.71 < 2.2e-16 ***
Output:Residuals 147  75.047   0.511                      
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] 1.389122
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003702287 0.001045171
Output:regressor   0.001045171 0.003958301
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.17896    0.44279 -0.4042   0.6867  
Output:regressor    1.00606    0.42311  2.3778   0.0187 *
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:-1.51410 -0.52190  0.01139  0.46493  2.05755 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.21103    0.07957   2.652  0.00888 ** 
Output:regressor    1.46643    0.10609  13.823  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7798 on 147 degrees of freedom
Output:Multiple R-squared:  0.5652,	Adjusted R-squared:  0.5622 
Output:F-statistic: 191.1 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   1 116.193 116.193  191.06 < 2.2e-16 ***
Output:Residuals 147  89.397   0.608                      
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] 1.389122
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006331343 0.005032123
Output:regressor   0.005032123 0.011255051
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.21103    0.45890  0.4599 0.646294    
Output:regressor    1.46643    0.43118  3.4009 0.000865 ***
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:-2.1574 -0.4195 -0.1067  0.5151  2.3013 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.79903    0.12089    6.61 6.64e-10 ***
Output:regressor    0.83929    0.06759   12.42  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8262 on 147 degrees of freedom
Output:Multiple R-squared:  0.5119,	Adjusted R-squared:  0.5086 
Output:F-statistic: 154.2 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   1 105.24 105.242  154.17 < 2.2e-16 ***
Output:Residuals 147 100.35   0.683                      
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] 1.389122
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.014613389 0.006770235
Output:regressor   0.006770235 0.004569017
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.79903    0.84815  0.9421   0.3477  
Output:regressor    0.83929    0.36664  2.2891   0.0235 *
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:-1.9331 -0.6287 -0.0631  0.5084  2.7383 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.4629     0.1448   3.197   0.0017 ** 
Output:regressor     1.4338     0.1885   7.607 3.09e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.002 on 147 degrees of freedom
Output:Multiple R-squared:  0.2824,	Adjusted R-squared:  0.2776 
Output:F-statistic: 57.86 on 1 and 147 DF,  p-value: 3.092e-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  58.068  58.068  57.863 3.092e-12 ***
Output:Residuals 147 147.522   1.004                      
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] 1.389122
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02096874 0.02248726
Output:regressor    0.02248726 0.03552723
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.46291    1.22472  0.3780   0.7060
Output:regressor    1.43377    1.00746  1.4232   0.1568
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6120 -0.8686 -0.2480  1.0055  2.6533 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.1477     0.1662  -6.908 1.38e-10 ***
Output:regressor     4.4723     0.8903   5.023 1.45e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.093 on 147 degrees of freedom
Output:Multiple R-squared:  0.1465,	Adjusted R-squared:  0.1407 
Output:F-statistic: 25.23 on 1 and 147 DF,  p-value: 1.454e-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  30.118 30.1183  25.231 1.454e-06 ***
Output:Residuals 147 175.472  1.1937                      
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] 1.389122
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.0276062 -0.1246324
Output:regressor    -0.1246324  0.7927191
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.14775    0.54815 -2.0938  0.03799 *
Output:regressor    4.47229    3.53548  1.2650  0.20788  
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:-6.530e-16 -7.380e-17 -5.030e-17 -2.970e-17  8.171e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.819e-16  5.794e-17 -3.140e+00  0.00204 ** 
Output:regressor    1.000e+00  5.991e-17  1.669e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.803e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.787e+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   1 128.97  128.97 2.7865e+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] 0.8714509
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.356598e-33 9.475819e-34
Output:regressor   9.475819e-34 3.588708e-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) -1.8191e-16  5.2386e-17 -3.4724e+00 0.0006776 ***
Output:regressor    1.0000e+00  9.7173e-18  1.0291e+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:-1.10608 -0.43519 -0.00709  0.40495  1.20161 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.30264    0.05465   5.538 1.37e-07 ***
Output:regressor    1.26748    0.07287  17.395  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5356 on 147 degrees of freedom
Output:Multiple R-squared:  0.673,	Adjusted R-squared:  0.6708 
Output:F-statistic: 302.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 86.804  86.804  302.58 < 2.2e-16 ***
Output:Residuals 147 42.171   0.287                      
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] 0.8714509
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002986670 0.002373792
Output:regressor   0.002373792 0.005309320
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.30264    0.22394  1.3515    0.1786    
Output:regressor    1.26748    0.19903  6.3682 2.308e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.19641 -0.42667 -0.07137  0.39443  1.50664 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.56724    0.06567   8.638 8.82e-15 ***
Output:regressor    0.72921    0.04252  17.148  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5408 on 147 degrees of freedom
Output:Multiple R-squared:  0.6667,	Adjusted R-squared:  0.6644 
Output:F-statistic:   294 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 85.988  85.988  294.05 < 2.2e-16 ***
Output:Residuals 147 42.987   0.292                      
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] 0.8714509
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004312655 0.002061488
Output:regressor   0.002061488 0.001808350
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.56724    0.19675  2.8831 0.004529 **
Output:regressor    0.72921    0.30100  2.4226 0.016625 * 
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:-1.41442 -0.30684  0.05605  0.34798  1.44967 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.01657    0.04957   0.334    0.739    
Output:regressor    0.63114    0.03947  15.991   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5659 on 147 degrees of freedom
Output:Multiple R-squared:  0.635,	Adjusted R-squared:  0.6325 
Output:F-statistic: 255.7 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 81.895  81.895  255.71 < 2.2e-16 ***
Output:Residuals 147 47.080   0.320                      
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] 0.8714509
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0024574032 0.0006926136
Output:regressor   0.0006926136 0.0015578079
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.016566   0.280887  0.0590 0.953051   
Output:regressor   0.631143   0.230327  2.7402 0.006901 **
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:-1.64302 -0.50867 -0.06346  0.62800  1.39579 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.71299    0.09363   7.615 2.95e-12 ***
Output:regressor    1.54360    0.12187  12.666  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6477 on 147 degrees of freedom
Output:Multiple R-squared:  0.5218,	Adjusted R-squared:  0.5186 
Output:F-statistic: 160.4 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 67.305  67.305  160.43 < 2.2e-16 ***
Output:Residuals 147 61.670   0.420                      
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] 0.8714509
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008765748 0.009400551
Output:regressor   0.009400551 0.014851766
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.71299    0.51783  1.3769   0.1706
Output:regressor    1.54360    0.97480  1.5835   0.1155
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.4235 -0.4928  0.0643  0.5138  1.6005 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.62181    0.10491   5.927  2.1e-08 ***
Output:regressor    0.59784    0.05866  10.191  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.717 on 147 degrees of freedom
Output:Multiple R-squared:  0.414,	Adjusted R-squared:   0.41 
Output:F-statistic: 103.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 53.399  53.399  103.86 < 2.2e-16 ***
Output:Residuals 147 75.576   0.514                      
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] 0.8714509
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.011005912 0.005098927
Output:regressor   0.005098927 0.003441105
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.62181    0.39530  1.5730  0.11787  
Output:regressor    0.59784    0.29709  2.0123  0.04602 *
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:-1.32622 -0.71570 -0.01575  0.55471  1.71020 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.9770     0.1242  -7.868 7.20e-13 ***
Output:regressor     4.5346     0.6654   6.815 2.27e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8165 on 147 degrees of freedom
Output:Multiple R-squared:  0.2401,	Adjusted R-squared:  0.2349 
Output:F-statistic: 46.44 on 1 and 147 DF,  p-value: 2.267e-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 30.963 30.9629  46.439 2.267e-10 ***
Output:Residuals 147 98.012  0.6667                      
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] 0.8714509
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01541977 -0.06961492
Output:regressor   -0.06961492  0.44278258
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.97698    0.63281 -1.5439  0.12477  
Output:regressor    4.53457    1.93867  2.3390  0.02068 *
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:-9.440e-16 -1.209e-16 -7.660e-17  9.200e-18  9.462e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.746e-15  1.164e-16 1.501e+01   <2e-16 ***
Output:regressor   1.000e+00  6.506e-17 1.537e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.953e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.362e+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   1 149.41  149.41 2.3623e+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:Output:[1] "-------------------------------------------------------------------------------------------"

Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.009497
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.353934e-32 6.272637e-33
Output:regressor   6.272637e-33 4.233204e-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 2.0856e-16 8.3731e+00 4.066e-14 ***
Output:regressor   1.0000e+00 1.0142e-16 9.8598e+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:-1.20509 -0.41532 -0.02641  0.38646  1.18872 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.53687    0.06199   -8.66 7.74e-15 ***
Output:regressor    0.82887    0.04014   20.65  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5105 on 147 degrees of freedom
Output:Multiple R-squared:  0.7436,	Adjusted R-squared:  0.7419 
Output:F-statistic: 426.3 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 111.098 111.098  426.33 < 2.2e-16 ***
Output:Residuals 147  38.307   0.261                      
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] 1.009497
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003843183 0.001837076
Output:regressor   0.001837076 0.001611495
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.53687    0.19068 -2.8155 0.0055380 ** 
Output:regressor    0.82887    0.21105  3.9274 0.0001316 ***
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:-1.6463 -0.3842 -0.0789  0.3859  2.0544 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.21059    0.06170  -19.62   <2e-16 ***
Output:regressor    0.60993    0.04912   12.42   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7043 on 147 degrees of freedom
Output:Multiple R-squared:  0.5119,	Adjusted R-squared:  0.5086 
Output:F-statistic: 154.2 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 76.481  76.481  154.17 < 2.2e-16 ***
Output:Residuals 147 72.924   0.496                      
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] 1.009497
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003806402 0.001072826
Output:regressor   0.001072826 0.002412971
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -1.21059    0.40334 -3.0014 0.003158 **
Output:regressor    0.60993    0.32581  1.8720 0.063186 . 
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:-1.71264 -0.54937  0.08342  0.51625  1.81240 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.98260    0.07623  -12.89   <2e-16 ***
Output:regressor    1.11646    0.10164   10.98   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7471 on 147 degrees of freedom
Output:Multiple R-squared:  0.4508,	Adjusted R-squared:  0.4471 
Output:F-statistic: 120.7 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 67.351  67.351  120.66 < 2.2e-16 ***
Output:Residuals 147 82.055   0.558                      
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] 1.009497
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005811353 0.004618838
Output:regressor   0.004618838 0.010330680
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.98260    0.32296 -3.0425 0.002780 **
Output:regressor    1.11646    0.41235  2.7075 0.007582 **
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:-1.9027 -0.3876  0.1799  0.5051  1.8089 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.29891    0.06572  -19.77   <2e-16 ***
Output:regressor    0.69254    0.06795   10.19   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7717 on 147 degrees of freedom
Output:Multiple R-squared:  0.414,	Adjusted R-squared:   0.41 
Output:F-statistic: 103.9 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 61.858  61.858  103.86 < 2.2e-16 ***
Output:Residuals 147 87.548   0.596                      
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] 1.009497
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004319002 0.001219273
Output:regressor   0.001219273 0.004617662
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.29891    0.36335 -3.5748 0.0004746 ***
Output:regressor    0.69254    0.31908  2.1704 0.0315811 *  
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:-2.1342 -0.4536  0.1940  0.5222  1.6069 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.6534     0.1198  -5.453 2.05e-07 ***
Output:regressor     1.3088     0.1560   8.391 3.67e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.829 on 147 degrees of freedom
Output:Multiple R-squared:  0.3238,	Adjusted R-squared:  0.3192 
Output:F-statistic: 70.41 on 1 and 147 DF,  p-value: 3.672e-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  48.384  48.384  70.406 3.672e-14 ***
Output:Residuals 147 101.021   0.687                      
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] 1.009497
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01435915 0.01539902
Output:regressor    0.01539902 0.02432864
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.65337    0.66695 -0.9797   0.3289
Output:regressor    1.30877    1.06398  1.2301   0.2206
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.16984 -0.54147  0.03267  0.85075  1.91474 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.7477     0.1511 -11.567   <2e-16 ***
Output:regressor     1.6914     0.8096   2.089   0.0384 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9935 on 147 degrees of freedom
Output:Multiple R-squared:  0.02883,	Adjusted R-squared:  0.02223 
Output:F-statistic: 4.364 on 1 and 147 DF,  p-value: 0.03842
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   4.308  4.3078  4.3643 0.03842 *
Output:Residuals 147 145.098  0.9871                  
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] 1.009497
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.0228276 -0.1030587
Output:regressor    -0.1030587  0.6555003
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.74769    0.84111 -2.0778  0.03946 *
Output:regressor    1.69139    1.73561  0.9745  0.33140  
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:-6.948e-16  1.570e-18  4.630e-18  8.280e-18  5.633e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.276e-17  8.872e-18 -8.202e+00 1.09e-13 ***
Output:regressor    1.000e+00  4.754e-17  2.103e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.834e-17 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.425e+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 1.5058  1.5058 4.4246e+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] 0.0101744
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.870733e-35 -3.553363e-34
Output:regressor   -3.553363e-34  2.260101e-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  1.5844e-17 -4.5925e+00 9.335e-06 ***
Output:regressor    1.0000e+00  7.3982e-17  1.3517e+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:-0.19266 -0.04421 -0.00349  0.05319  0.36585 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.171201   0.007513  22.786  < 2e-16 ***
Output:regressor   0.052942   0.007769   6.815 2.27e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08823 on 147 degrees of freedom
Output:Multiple R-squared:  0.2401,	Adjusted R-squared:  0.2349 
Output:F-statistic: 46.44 on 1 and 147 DF,  p-value: 2.267e-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 0.3615 0.36150  46.439 2.267e-10 ***
Output:Residuals 147 1.1443 0.00778                      
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] 0.0101744
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.645253e-05 1.593679e-05
Output:regressor   1.593679e-05 6.035623e-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) 0.171201   0.027230  6.2871 3.486e-09 ***
Output:regressor   0.052942   0.023274  2.2748   0.02437 *  
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:-0.20750 -0.04827  0.00502  0.05322  0.37138 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.192794   0.009079  21.236  < 2e-16 ***
Output:regressor   0.079563   0.012104   6.573 8.04e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08898 on 147 degrees of freedom
Output:Multiple R-squared:  0.2271,	Adjusted R-squared:  0.2219 
Output:F-statistic:  43.2 on 1 and 147 DF,  p-value: 8.038e-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 0.34204 0.34204  43.204 8.038e-10 ***
Output:Residuals 147 1.16377 0.00792                      
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] 0.0101744
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.242172e-05 6.550841e-05
Output:regressor   6.550841e-05 1.465188e-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) 0.192794   0.041885  4.6029 8.937e-06 ***
Output:regressor   0.079563   0.050348  1.5803    0.1162    
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:-0.18209 -0.07169 -0.00403  0.06211  0.37016 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.171785   0.008190  20.974  < 2e-16 ***
Output:regressor   0.032757   0.006521   5.023 1.45e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0935 on 147 degrees of freedom
Output:Multiple R-squared:  0.1465,	Adjusted R-squared:  0.1407 
Output:F-statistic: 25.23 on 1 and 147 DF,  p-value: 1.454e-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 0.2206 0.220597  25.231 1.454e-06 ***
Output:Residuals 147 1.2852 0.008743                      
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] 0.0101744
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 6.708394e-05 1.890746e-05
Output:regressor   1.890746e-05 4.252615e-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) 0.171785   0.035964  4.7766 4.272e-06 ***
Output:regressor   0.032757   0.032857  0.9969    0.3204    
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:-0.20020 -0.06314 -0.01111  0.06345  0.40252 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.20020    0.01398   14.32  < 2e-16 ***
Output:regressor    0.06790    0.01820    3.73 0.000272 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09674 on 147 degrees of freedom
Output:Multiple R-squared:  0.08648,	Adjusted R-squared:  0.08026 
Output:F-statistic: 13.92 on 1 and 147 DF,  p-value: 0.0002725
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.13022 0.130216  13.915 0.0002725 ***
Output:Residuals 147 1.37560 0.009358                      
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] 0.0101744
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0001955269 0.0002096867
Output:regressor   0.0002096867 0.0003312803
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.200197   0.058155  3.4424 0.000751 ***
Output:regressor   0.067896   0.072441  0.9373 0.350163    
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:-0.18717 -0.06751 -0.00773  0.06136  0.41487 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.187166   0.011827   15.82  < 2e-16 ***
Output:regressor   0.026268   0.007658    3.43 0.000784 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09739 on 147 degrees of freedom
Output:Multiple R-squared:  0.0741,	Adjusted R-squared:  0.0678 
Output:F-statistic: 11.76 on 1 and 147 DF,  p-value: 0.000784
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value   Pr(>F)    
Output:regressor   1 0.11158 0.111576  11.764 0.000784 ***
Output:Residuals 147 1.39423 0.009485                     
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] 0.0101744
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.398770e-04 6.686245e-05
Output:regressor   6.686245e-05 5.865217e-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) 0.187166   0.052267  3.5809 0.0004645 ***
Output:regressor   0.026268   0.033161  0.7921 0.4295707    
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:-0.18533 -0.06308 -0.00515  0.05068  0.43041 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.18248    0.01459  12.504   <2e-16 ***
Output:regressor    0.01705    0.00816   2.089   0.0384 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09974 on 147 degrees of freedom
Output:Multiple R-squared:  0.02883,	Adjusted R-squared:  0.02223 
Output:F-statistic: 4.364 on 1 and 147 DF,  p-value: 0.03842
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.04342 0.043417  4.3643 0.03842 *
Output:Residuals 147 1.46239 0.009948                  
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] 0.0101744
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.129651e-04 9.866456e-05
Output:regressor   9.866456e-05 6.658558e-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) 0.182481   0.049973  3.6516 0.0003616 ***
Output:regressor   0.017047   0.023117  0.7374 0.4620504    
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:-3.886e-15 -2.960e-17  2.830e-17  1.055e-16  3.373e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.455e-16  4.074e-17 -3.572e+00  0.00048 ***
Output:regressor    1.000e+00  2.638e-17  3.790e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.355e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.437e+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   1 161.71  161.71 1.4367e+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] 1.092629
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.659931e-33 7.934617e-34
Output:regressor   7.934617e-34 6.960297e-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  6.5820e-17 -2.2110e+00  0.02858 *  
Output:regressor    1.0000e+00  3.6399e-17  2.7473e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.25900 -0.33922  0.05645  0.36104  1.20235 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.18935    0.07770   2.437    0.016 *  
Output:regressor    0.89713    0.04345  20.648   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5311 on 147 degrees of freedom
Output:Multiple R-squared:  0.7436,	Adjusted R-squared:  0.7419 
Output:F-statistic: 426.3 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   1 120.247 120.247  426.33 < 2.2e-16 ***
Output:Residuals 147  41.462   0.282                      
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] 1.092629
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006037988 0.002797339
Output:regressor   0.002797339 0.001887835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.18935    0.24878  0.7611    0.4478    
Output:regressor    0.89713    0.09780  9.1731 3.839e-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:-1.4348 -0.3636  0.1031  0.4460  1.1439 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.81441    0.05183  -15.71   <2e-16 ***
Output:regressor    0.73226    0.04127   17.74   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5917 on 147 degrees of freedom
Output:Multiple R-squared:  0.6817,	Adjusted R-squared:  0.6795 
Output:F-statistic: 314.8 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   1 110.24  110.24  314.85 < 2.2e-16 ***
Output:Residuals 147  51.47    0.35                      
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] 1.092629
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0026865652 0.0007572024
Output:regressor   0.0007572024 0.0017030792
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.81441    0.36366 -2.2395  0.02663 *
Output:regressor    0.73226    0.35756  2.0479  0.04235 *
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:-1.82371 -0.23219  0.08775  0.40183  1.18735 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.89857    0.05156  -17.43   <2e-16 ***
Output:regressor    0.91428    0.05332   17.15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6055 on 147 degrees of freedom
Output:Multiple R-squared:  0.6667,	Adjusted R-squared:  0.6644 
Output:F-statistic:   294 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 107.812 107.812  294.05 < 2.2e-16 ***
Output:Residuals 147  53.897   0.367                      
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] 1.092629
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0026589078 0.0007506209
Output:regressor   0.0007506209 0.0028427720
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.89857    0.29749 -3.0205  0.002977 ** 
Output:regressor    0.91428    0.17794  5.1381 8.689e-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:-1.77377 -0.35539  0.02653  0.42798  1.75335 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.52790    0.06543  -8.069 2.31e-13 ***
Output:regressor    1.36902    0.08723  15.694  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6412 on 147 degrees of freedom
Output:Multiple R-squared:  0.6262,	Adjusted R-squared:  0.6237 
Output:F-statistic: 246.3 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   1 101.27 101.269   246.3 < 2.2e-16 ***
Output:Residuals 147  60.44   0.411                      
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] 1.092629
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004280561 0.003402170
Output:regressor   0.003402170 0.007609433
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.52790    0.29065 -1.8163   0.07137 .  
Output:regressor    1.36902    0.22522  6.0786 9.944e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.1824 -0.4860  0.1142  0.5132  1.4608 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.1142     0.1115  -1.024    0.308    
Output:regressor     1.6206     0.1452  11.163   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7716 on 147 degrees of freedom
Output:Multiple R-squared:  0.4588,	Adjusted R-squared:  0.4551 
Output:F-statistic: 124.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 74.190  74.190  124.61 < 2.2e-16 ***
Output:Residuals 147 87.519   0.595                      
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] 1.092629
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01243997 0.01334085
Output:regressor    0.01334085 0.02107698
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.11419    0.87840 -0.1300  0.89674  
Output:regressor    1.62063    0.78678  2.0598  0.04118 *
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:-1.99922 -0.90549  0.06832  0.87248  1.71233 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.5835     0.1535  -10.32  < 2e-16 ***
Output:regressor     2.8209     0.8224    3.43 0.000784 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.009 on 147 degrees of freedom
Output:Multiple R-squared:  0.0741,	Adjusted R-squared:  0.0678 
Output:F-statistic: 11.76 on 1 and 147 DF,  p-value: 0.000784
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1  11.982 11.9822  11.764 0.000784 ***
Output:Residuals 147 149.727  1.0186                     
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] 1.092629
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02355588 -0.1063466
Output:regressor   -0.10634664  0.6764130
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -1.5835     1.1278 -1.4041   0.1624
Output:regressor     2.8209     2.6568  1.0618   0.2901
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.347e-16 -3.644e-17 -1.534e-17  6.200e-18  2.266e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.183e-16  1.975e-17 1.105e+01   <2e-16 ***
Output:regressor   1.000e+00  2.633e-17 3.798e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.936e-16 on 147 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.442e+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 54.033  54.033 1.4422e+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] 0.3650861
Output:[1] 0.3650861
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.900461e-34 3.100069e-34
Output:regressor   3.100069e-34 6.933741e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 2.1829e-16 2.1828e-17 1.0000e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 1.9176e-17 5.2147e+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:-0.76523 -0.23508 -0.03934  0.20369  0.80687 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.30689    0.02952  -10.39   <2e-16 ***
Output:regressor    0.53100    0.03053   17.39   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3467 on 147 degrees of freedom
Output:Multiple R-squared:  0.673,	Adjusted R-squared:  0.6708 
Output:F-statistic: 302.6 on 1 and 147 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 36.366  36.366  302.58 < 2.2e-16 ***
Output:Residuals 147 17.667   0.120                      
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] 0.3650861
Output:[1] 0.8714509
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0008715754 0.0002460494
Output:regressor   0.0002460494 0.0009318451
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.306891   0.132919 -2.3089  0.02234 *  
Output:regressor    0.530998   0.074775  7.1012 4.91e-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:-0.90720 -0.25900 -0.06105  0.25940  0.91828 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07437    0.04501   1.652    0.101    
Output:regressor    0.45744    0.02915  15.694   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3707 on 147 degrees of freedom
Output:Multiple R-squared:  0.6262,	Adjusted R-squared:  0.6237 
Output:F-statistic: 246.3 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 33.837  33.837   246.3 < 2.2e-16 ***
Output:Residuals 147 20.195   0.137                      
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] 0.3650861
Output:[1] 1.092629
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0020260949 0.0009684915
Output:regressor   0.0009684915 0.0008495670
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.074372   0.223223  0.3332 0.7394782    
Output:regressor   0.457438   0.127251  3.5948 0.0004424 ***
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:-0.87785 -0.29249 -0.00706  0.30167  0.88606 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.27575    0.03502  -7.874 6.95e-13 ***
Output:regressor    0.38540    0.02788  13.823  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3998 on 147 degrees of freedom
Output:Multiple R-squared:  0.5652,	Adjusted R-squared:  0.5622 
Output:F-statistic: 191.1 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 30.538 30.5377  191.06 < 2.2e-16 ***
Output:Residuals 147 23.495  0.1598                      
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] 0.3650861
Output:[1] 1.389122
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0012263655 0.0003456484
Output:regressor   0.0003456484 0.0007774230
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.27575    0.19868 -1.3879 0.167272   
Output:regressor    0.38540    0.12375  3.1143 0.002217 **
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:-1.22885 -0.30713 -0.01781  0.32227  0.94277 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.16333    0.06282    2.60   0.0103 *  
Output:regressor    0.96440    0.08177   11.79   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4346 on 147 degrees of freedom
Output:Multiple R-squared:  0.4862,	Adjusted R-squared:  0.4827 
Output:F-statistic: 139.1 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 26.272 26.2718  139.12 < 2.2e-16 ***
Output:Residuals 147 27.761  0.1888                      
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] 0.3650861
Output:[1] 0.1908604
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003945931 0.004231689
Output:regressor   0.004231689 0.006685572
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.16333    0.36766  0.4442 0.657535   
Output:regressor    0.96440    0.35891  2.6870 0.008039 **
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:-0.87900 -0.35489 -0.03376  0.36086  1.18843 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.15119    0.06574    2.30   0.0229 *  
Output:regressor    0.40377    0.03676   10.98   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4493 on 147 degrees of freedom
Output:Multiple R-squared:  0.4508,	Adjusted R-squared:  0.4471 
Output:F-statistic: 120.7 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 24.358 24.3576  120.66 < 2.2e-16 ***
Output:Residuals 147 29.675  0.2019                      
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] 0.3650861
Output:[1] 1.009497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004321531 0.002002121
Output:regressor   0.002002121 0.001351168
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.15119    0.27027  0.5594  0.57673   
Output:regressor    0.40377    0.13574  2.9746  0.00343 **
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:-0.87550 -0.45029 -0.09854  0.41789  1.28305 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.89596    0.08105 -11.054  < 2e-16 ***
Output:regressor    2.85493    0.43434   6.573 8.04e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.533 on 147 degrees of freedom
Output:Multiple R-squared:  0.2271,	Adjusted R-squared:  0.2219 
Output:F-statistic:  43.2 on 1 and 147 DF,  p-value: 8.038e-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 12.273 12.2733  43.204 8.038e-10 ***
Output:Residuals 147 41.759  0.2841                      
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] 0.3650861
Output:[1] 0.0101744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.006569826 -0.02966049
Output:regressor   -0.029660491  0.18865422
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.89596    0.41191 -2.1751  0.03122 *
Output:regressor    2.85493    1.24468  2.2937  0.02322 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"