Error:Loading required package: 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:-2.159e-17 -3.500e-19 -7.210e-20  4.376e-19  7.936e-18 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  2.891e-19 0.000e+00        1    
Output:regressor   1.000e+00  1.070e-17 9.342e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.576e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.728e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.057911 0.057911 8.7282e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.0003860713
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.356574e-38 -2.130727e-36
Output:regressor   -2.130727e-36  1.145717e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 4.9766e-19 0.0000e+00        1    
Output:regressor   1.0000e+00 2.7709e-17 3.6089e+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:-0.041919 -0.003876 -0.000989  0.003196  0.051332 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0108637  0.0007135   15.23   <2e-16 ***
Output:regressor   2.1076217  0.0771959   27.30   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008047 on 149 degrees of freedom
Output:Multiple R-squared:  0.8334,	Adjusted R-squared:  0.8323 
Output:F-statistic: 745.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.048263 0.048263  745.41 < 2.2e-16 ***
Output:Residuals 149 0.009647 0.000065                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003860713
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.090258e-07 -2.186658e-05
Output:regressor   -2.186658e-05  5.959204e-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) 0.0108637  0.0010759  10.097 < 2.2e-16 ***
Output:regressor   2.1076217  0.1619184  13.017 < 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:-0.020288 -0.005324  0.000030  0.003932  0.037019 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0008659  0.0010308   -0.84    0.402    
Output:regressor    0.7831894  0.0307150   25.50   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008513 on 149 degrees of freedom
Output:Multiple R-squared:  0.8136,	Adjusted R-squared:  0.8123 
Output:F-statistic: 650.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.047114 0.047114  650.18 < 2.2e-16 ***
Output:Residuals 149 0.010797 0.000072                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003860713
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.062518e-06 -2.344485e-05
Output:regressor   -2.344485e-05  9.434095e-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) -0.00086586  0.00151419 -0.5718   0.5683    
Output:regressor    0.78318941  0.06604274 11.8588   <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:-0.025179 -0.005007 -0.000416  0.003159  0.070729 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001747  0.0010553  -0.166    0.869    
Output:regressor    0.4304768  0.0176992  24.322   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008843 on 149 degrees of freedom
Output:Multiple R-squared:  0.7988,	Adjusted R-squared:  0.7974 
Output:F-statistic: 591.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.046259 0.046259  591.55 < 2.2e-16 ***
Output:Residuals 149 0.011652 0.000078                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003860713
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.113574e-06 -1.366048e-05
Output:regressor   -1.366048e-05  3.132600e-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) -0.00017468  0.00140977 -0.1239   0.9016    
Output:regressor    0.43047682  0.02224448 19.3521   <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:-0.020872 -0.004404 -0.000274  0.004404  0.052937 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0044542  0.0009423   4.727 5.23e-06 ***
Output:regressor   1.2734152  0.0534610  23.820  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008991 on 149 degrees of freedom
Output:Multiple R-squared:  0.792,	Adjusted R-squared:  0.7906 
Output:F-statistic: 567.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.045866 0.045866  567.37 < 2.2e-16 ***
Output:Residuals 149 0.012045 0.000081                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003860713
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.879133e-07 -3.174317e-05
Output:regressor   -3.174317e-05  2.858075e-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) 0.0044542  0.0010552  4.2213 4.206e-05 ***
Output:regressor   1.2734152  0.1254292 10.1525 < 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:-0.026425 -0.003693  0.000031  0.002540  0.075102 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0057091  0.0009398   6.075 9.89e-09 ***
Output:regressor   0.6063796  0.0264266  22.946  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009259 on 149 degrees of freedom
Output:Multiple R-squared:  0.7794,	Adjusted R-squared:  0.7779 
Output:F-statistic: 526.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.045137 0.045137  526.51 < 2.2e-16 ***
Output:Residuals 149 0.012774 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] 0.0003860713
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.832273e-07 -1.484334e-05
Output:regressor   -1.484334e-05  6.983670e-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) 0.0057091  0.0011561  4.9383  2.09e-06 ***
Output:regressor   0.6063796  0.0453385 13.3745 < 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:-0.044441 -0.006810 -0.000954  0.004086  0.064782 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0008054  0.0018057   0.446    0.656    
Output:regressor   1.2508085  0.0996560  12.551   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01374 on 149 degrees of freedom
Output:Multiple R-squared:  0.5139,	Adjusted R-squared:  0.5107 
Output:F-statistic: 157.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.029761 0.0297615  157.53 < 2.2e-16 ***
Output:Residuals 149 0.028149 0.0001889                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003860713
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.260550e-06 -0.0001412664
Output:regressor   -1.412664e-04  0.0099313252
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.00080543 0.00413087  0.1950 0.845676   
Output:regressor   1.25080847 0.43041172  2.9061 0.004219 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.017e-17 -4.094e-19  2.017e-19  1.074e-18  1.221e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  3.067e-19 0.000e+00        1    
Output:regressor   1.000e+00  8.625e-18 1.159e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.022e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.344e+34 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.12276 0.12276 1.3444e+34 < 2.2e-16 ***
Output:Residuals 149 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] 0.0008183761
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  9.407472e-38 -1.58100e-36
Output:regressor   -1.581000e-36  7.43848e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 2.5912e-19 0.0000e+00        1    
Output:regressor   1.0000e+00 8.9303e-18 1.1198e+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:-0.025245 -0.004295 -0.000175  0.003131  0.033425 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0082336  0.0009071  -9.077 6.21e-16 ***
Output:regressor    0.6762126  0.0152143  44.446  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007602 on 149 degrees of freedom
Output:Multiple R-squared:  0.9299,	Adjusted R-squared:  0.9294 
Output:F-statistic:  1975 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.11415 0.114147  1975.4 < 2.2e-16 ***
Output:Residuals 149 0.00861 0.000058                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.228454e-07 -1.009404e-05
Output:regressor   -1.009404e-05  2.314749e-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) -0.0082336  0.0013361 -6.1626  6.37e-09 ***
Output:regressor    0.6762126  0.0218847 30.8989 < 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:-0.034790 -0.007715 -0.002375  0.004845  0.056216 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0099079  0.0009978    9.93   <2e-16 ***
Output:regressor   3.0921928  0.1079588   28.64   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01125 on 149 degrees of freedom
Output:Multiple R-squared:  0.8463,	Adjusted R-squared:  0.8453 
Output:F-statistic: 820.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.103888 0.103888  820.38 < 2.2e-16 ***
Output:Residuals 149 0.018868 0.000127                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.955604e-07 -4.276699e-05
Output:regressor   -4.276699e-05  1.165510e-02
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0099079  0.0018444  5.3719 2.936e-07 ***
Output:regressor   3.0921928  0.1224101 25.2609 < 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:-0.096366 -0.005121 -0.001596  0.004258  0.058932 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.002650   0.001513  -1.752   0.0819 .  
Output:regressor    1.285375   0.056018  22.946   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01348 on 149 degrees of freedom
Output:Multiple R-squared:  0.7794,	Adjusted R-squared:  0.7779 
Output:F-statistic: 526.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.095679 0.095679  526.51 < 2.2e-16 ***
Output:Residuals 149 0.027077 0.000182                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.288788e-06 -5.835863e-05
Output:regressor   -5.835863e-05  3.138011e-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) -0.0026502  0.0029654 -0.8937    0.3729    
Output:regressor    1.2853754  0.2221317  5.7865 4.092e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.033779 -0.008475 -0.000475  0.007395  0.048301 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.001310   0.001525   0.859    0.392    
Output:regressor   1.795695   0.086527  20.753   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01455 on 149 degrees of freedom
Output:Multiple R-squared:  0.743,	Adjusted R-squared:  0.7412 
Output:F-statistic: 430.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.091204 0.091204  430.69 < 2.2e-16 ***
Output:Residuals 149 0.031553 0.000212                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.325940e-06 -8.315308e-05
Output:regressor   -8.315308e-05  7.486895e-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) 0.0013105  0.0023996  0.5461    0.5858    
Output:regressor   1.7956948  0.2246737  7.9925 3.357e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.052172 -0.007408  0.001111  0.004562  0.071033 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.005475   0.001826  -2.998  0.00319 ** 
Output:regressor    1.075582   0.054423  19.763  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01508 on 149 degrees of freedom
Output:Multiple R-squared:  0.7239,	Adjusted R-squared:  0.722 
Output:F-statistic: 390.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.088859 0.088859  390.59 < 2.2e-16 ***
Output:Residuals 149 0.033897 0.000227                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.335813e-06 -7.360596e-05
Output:regressor   -7.360596e-05  2.961869e-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) -0.0054752  0.0045373 -1.2067    0.2295    
Output:regressor    1.0755824  0.2441897  4.4047 2.012e-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:-0.038145 -0.009643 -0.001723  0.007722  0.080507 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.006991   0.002352  -2.973  0.00344 ** 
Output:regressor    1.985731   0.129791  15.299  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0179 on 149 degrees of freedom
Output:Multiple R-squared:  0.611,	Adjusted R-squared:  0.6084 
Output:F-statistic: 234.1 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.075009 0.075009  234.07 < 2.2e-16 ***
Output:Residuals 149 0.047747 0.000320                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0008183761
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.530616e-06 -0.0002396191
Output:regressor   -2.396191e-04  0.0168457321
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.0069913  0.0071282 -0.9808 0.328281   
Output:regressor    1.9857314  0.7506025  2.6455 0.009032 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-8.615e-19  2.600e-22  6.900e-22  1.270e-21  2.173e-19 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  7.409e-21 0.000e+00        1    
Output:regressor   1.000e+00  8.016e-19 1.247e+18   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 8.356e-20 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.556e+36 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.010865 0.010865 1.5562e+36 < 2.2e-16 ***
Output:Residuals 149 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] 7.243378e-05
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.489045e-41 -2.357968e-39
Output:regressor   -2.357968e-39  6.426066e-37
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 5.6027e-21 0.000e+00        1    
Output:regressor   1.0000e+00 7.8990e-19 1.266e+18   <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:-0.0149532 -0.0016276  0.0005615  0.0018854  0.0146865 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0021477  0.0003398   -6.32 2.87e-09 ***
Output:regressor    0.2736874  0.0095553   28.64  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003348 on 149 degrees of freedom
Output:Multiple R-squared:  0.8463,	Adjusted R-squared:  0.8453 
Output:F-statistic: 820.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.009195 0.0091950  820.38 < 2.2e-16 ***
Output:Residuals 149 0.001670 0.0000112                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.154732e-07 -1.940618e-06
Output:regressor   -1.940618e-06  9.130455e-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) -0.00214767  0.00081579 -2.6326  0.009366 ** 
Output:regressor    0.27368737  0.04438909  6.1656 6.273e-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:-0.012086 -0.001307  0.000222  0.001645  0.022335 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0046448  0.0004137  -11.23   <2e-16 ***
Output:regressor    0.1906588  0.0069388   27.48   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003467 on 149 degrees of freedom
Output:Multiple R-squared:  0.8352,	Adjusted R-squared:  0.8341 
Output:F-statistic:   755 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0090743 0.0090743     755 < 2.2e-16 ***
Output:Residuals 149 0.0017908 0.0000120                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.711517e-07 -2.099559e-06
Output:regressor   -2.099559e-06  4.814676e-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) -0.0046448  0.0011480 -4.0461 8.333e-05 ***
Output:regressor    0.1906588  0.0287536  6.6308 5.760e-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:-0.0183825 -0.0014077  0.0002203  0.0013535  0.0248052 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0036845  0.0003911   -9.42   <2e-16 ***
Output:regressor    0.3954269  0.0144833   27.30   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003485 on 149 degrees of freedom
Output:Multiple R-squared:  0.8334,	Adjusted R-squared:  0.8323 
Output:F-statistic: 745.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0090551 0.0090551  745.41 < 2.2e-16 ***
Output:Residuals 149 0.0018100 0.0000121                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.529982e-07 -3.901090e-06
Output:regressor   -3.901090e-06  2.097661e-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) -0.0036845  0.0010909 -3.3775 0.0009332 ***
Output:regressor    0.3954269  0.0779610  5.0721 1.153e-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:-0.0087623 -0.0014108  0.0002707  0.0017861  0.0209969 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.002584   0.000374  -6.911 1.31e-10 ***
Output:regressor    0.563077   0.021218  26.538  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003568 on 149 degrees of freedom
Output:Multiple R-squared:  0.8254,	Adjusted R-squared:  0.8242 
Output:F-statistic: 704.3 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0089678 0.0089678  704.26 < 2.2e-16 ***
Output:Residuals 149 0.0018973 0.0000127                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.398626e-07 -5.000131e-06
Output:regressor   -5.000131e-06  4.501992e-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) -0.00258443  0.00087286 -2.9609  0.003571 ** 
Output:regressor    0.56307724  0.09921677  5.6752 7.005e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0082425 -0.0028257 -0.0005637  0.0031406  0.0140937 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0047133  0.0004574  -10.30   <2e-16 ***
Output:regressor    0.3373146  0.0136283   24.75   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003777 on 149 degrees of freedom
Output:Multiple R-squared:  0.8044,	Adjusted R-squared:  0.803 
Output:F-statistic: 612.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0087395 0.0087395  612.61 < 2.2e-16 ***
Output:Residuals 149 0.0021256 0.0000143                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.091796e-07 -4.615627e-06
Output:regressor   -4.615627e-06  1.857306e-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) -0.0047133  0.0016639 -2.8326  0.005256 ** 
Output:regressor    0.3373146  0.0783524  4.3051 3.011e-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:-0.026103 -0.002045  0.000119  0.001965  0.034497 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.004256   0.000758  -5.614 9.37e-08 ***
Output:regressor    0.557146   0.041833  13.318  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00577 on 149 degrees of freedom
Output:Multiple R-squared:  0.5435,	Adjusted R-squared:  0.5404 
Output:F-statistic: 177.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0059049 0.0059049  177.38 < 2.2e-16 ***
Output:Residuals 149 0.0049602 0.0000333                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 7.243378e-05
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.745441e-07 -2.489266e-05
Output:regressor   -2.489266e-05  1.750007e-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) -0.0042556  0.0035521 -1.1981   0.2328  
Output:regressor    0.5571456  0.3335044  1.6706   0.0969 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.786e-17  1.320e-19  3.280e-19  5.630e-19  4.052e-18 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -6.776e-18  5.274e-19 -1.285e+01   <2e-16 ***
Output:regressor    1.000e+00  2.911e-17  3.435e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.015e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.18e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.019023 0.019023 1.1801e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.0001268182
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.782005e-37 -1.205329e-35
Output:regressor   -1.205329e-35  8.473722e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -6.7762e-18  8.1880e-19 -8.2758e+00 6.651e-14 ***
Output:regressor    1.0000e+00  4.3003e-17  2.3254e+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:-0.014577 -0.003596 -0.000744  0.002103  0.039039 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0069306  0.0007093   9.771   <2e-16 ***
Output:regressor   0.6567121  0.0402409  16.320   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006768 on 149 degrees of freedom
Output:Multiple R-squared:  0.6412,	Adjusted R-squared:  0.6388 
Output:F-statistic: 266.3 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0121983 0.0121983  266.33 < 2.2e-16 ***
Output:Residuals 149 0.0068245 0.0000458                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.030742e-07 -1.798506e-05
Output:regressor   -1.798506e-05  1.619329e-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) 0.00693056 0.00078524   8.826 2.718e-15 ***
Output:regressor   0.65671213 0.06431875  10.210 < 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:-0.018012 -0.004732 -0.000464  0.003459  0.031924 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0076840  0.0007153   10.74   <2e-16 ***
Output:regressor   0.3077154  0.0201129   15.30   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007047 on 149 degrees of freedom
Output:Multiple R-squared:  0.611,	Adjusted R-squared:  0.6084 
Output:F-statistic: 234.1 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0116237 0.0116237  234.07 < 2.2e-16 ***
Output:Residuals 149 0.0073991 0.0000497                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.116065e-07 -8.597953e-06
Output:regressor   -8.597953e-06  4.045268e-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) 0.00768403 0.00096115  7.9946 3.316e-13 ***
Output:regressor   0.30771538 0.04673167  6.5847 7.325e-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:-0.023893 -0.004497 -0.000803  0.002798  0.037404 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0051878  0.0008908   5.824 3.42e-08 ***
Output:regressor   0.2072250  0.0149409  13.870  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007465 on 149 degrees of freedom
Output:Multiple R-squared:  0.5635,	Adjusted R-squared:  0.5606 
Output:F-statistic: 192.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0107197 0.0107197  192.37 < 2.2e-16 ***
Output:Residuals 149 0.0083031 0.0000557                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.935413e-07 -9.734560e-06
Output:regressor   -9.734560e-06  2.232314e-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) 0.0051878  0.0016305  3.1816  0.001783 ** 
Output:regressor   0.2072250  0.0456354  4.5409 1.148e-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:-0.012920 -0.004761 -0.001529  0.002402  0.049155 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0106450  0.0006769   15.73   <2e-16 ***
Output:regressor   0.9754595  0.0732420   13.32   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007634 on 149 degrees of freedom
Output:Multiple R-squared:  0.5435,	Adjusted R-squared:  0.5404 
Output:F-statistic: 177.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0103383 0.0103383  177.38 < 2.2e-16 ***
Output:Residuals 149 0.0086844 0.0000583                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  4.582182e-07 -0.000019684
Output:regressor   -1.968400e-05  0.005364395
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0106450  0.0013269  8.0227 2.828e-13 ***
Output:regressor   0.9754595  0.0851460 11.4563 < 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:-0.022426 -0.004650 -0.001121  0.003003  0.043486 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0065832  0.0008841   7.446 7.15e-12 ***
Output:regressor   0.4108704  0.0327354  12.551  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007878 on 149 degrees of freedom
Output:Multiple R-squared:  0.5139,	Adjusted R-squared:  0.5107 
Output:F-statistic: 157.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0097762 0.0097762  157.53 < 2.2e-16 ***
Output:Residuals 149 0.0092466 0.0000621                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.816033e-07 -1.992902e-05
Output:regressor   -1.992902e-05  1.071607e-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) 0.0065832  0.0013207  4.9847 1.703e-06 ***
Output:regressor   0.4108704  0.0630548  6.5161 1.047e-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:-0.011711 -0.005749 -0.001422  0.002850  0.053736 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.006204   0.001041   5.957 1.78e-08 ***
Output:regressor   0.322746   0.031033  10.400  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008601 on 149 degrees of freedom
Output:Multiple R-squared:  0.4206,	Adjusted R-squared:  0.4167 
Output:F-statistic: 108.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0080009 0.0080009  108.16 < 2.2e-16 ***
Output:Residuals 149 0.0110219 0.0000740                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0001268182
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.084654e-06 -2.393329e-05
Output:regressor   -2.393329e-05  9.630643e-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) 0.0062037  0.0026916  2.3048   0.02256 *  
Output:regressor   0.3227461  0.0560781  5.7553 4.762e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
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:-6.486e-18 -7.446e-19 -2.890e-19  4.386e-19  3.132e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  3.579e-19 0.000e+00        1    
Output:regressor   1.000e+00  1.067e-17 9.376e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.956e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.791e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.076809 0.076809 8.7908e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.0005120624
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.281165e-37 -2.826939e-36
Output:regressor   -2.826939e-36  1.137547e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 7.2554e-19 0.0000e+00        1    
Output:regressor   1.0000e+00 2.2489e-17 4.4465e+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:-0.029279 -0.006122 -0.000483  0.005932  0.040710 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.005533   0.001100   5.029  1.4e-06 ***
Output:regressor   1.038777   0.040739  25.499  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009804 on 149 degrees of freedom
Output:Multiple R-squared:  0.8136,	Adjusted R-squared:  0.8123 
Output:F-statistic: 650.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.062489 0.062489  650.18 < 2.2e-16 ***
Output:Residuals 149 0.014320 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] 0.0005120624
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.210492e-06 -3.086466e-05
Output:regressor   -3.086466e-05  1.659629e-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) 0.0055327  0.0024119  2.2939  0.02319 *  
Output:regressor   1.0387766  0.0938832 11.0646  < 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:-0.024355 -0.010121  0.001239  0.007426  0.026791 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0161012  0.0008904   18.08   <2e-16 ***
Output:regressor   2.3846072  0.0963438   24.75   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01004 on 149 degrees of freedom
Output:Multiple R-squared:  0.8044,	Adjusted R-squared:  0.803 
Output:F-statistic: 612.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.061783 0.061783  612.61 < 2.2e-16 ***
Output:Residuals 149 0.015027 0.000101                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005120624
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.928640e-07 -3.405962e-05
Output:regressor   -3.405962e-05  9.282118e-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) 0.016101   0.002332  6.9044 1.357e-10 ***
Output:regressor   2.384607   0.071728 33.2451 < 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:-0.035229 -0.006217  0.000955  0.006940  0.031896 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.008685   0.001116   7.785 1.08e-12 ***
Output:regressor   1.455581   0.063293  22.998  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01064 on 149 degrees of freedom
Output:Multiple R-squared:  0.7802,	Adjusted R-squared:  0.7787 
Output:F-statistic: 528.9 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.059927 0.059927  528.89 < 2.2e-16 ***
Output:Residuals 149 0.016883 0.000113                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005120624
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.244522e-06 -4.449203e-05
Output:regressor   -4.449203e-05  4.005950e-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) 0.0086848  0.0019248   4.512 1.294e-05 ***
Output:regressor   1.4555814  0.1347710  10.800 < 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:-0.049377 -0.006647 -0.002246  0.005827  0.048703 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.010547   0.001211   8.709 5.38e-15 ***
Output:regressor   0.672998   0.034053  19.763  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01193 on 149 degrees of freedom
Output:Multiple R-squared:  0.7239,	Adjusted R-squared:  0.722 
Output:F-statistic: 390.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.05560 0.055600  390.59 < 2.2e-16 ***
Output:Residuals 149 0.02121 0.000142                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005120624
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.466542e-06 -0.0000246464
Output:regressor   -2.464640e-05  0.0011595934
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0105471  0.0024457  4.3125 2.923e-05 ***
Output:regressor   0.6729978  0.0864029  7.7891 1.059e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.038457 -0.007087 -0.001715  0.005600  0.050415 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.004425   0.001451   3.049  0.00272 ** 
Output:regressor   0.468421   0.024340  19.245  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01216 on 149 degrees of freedom
Output:Multiple R-squared:  0.7131,	Adjusted R-squared:  0.7112 
Output:F-statistic: 370.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.054773 0.054773  370.36 < 2.2e-16 ***
Output:Residuals 149 0.022036 0.000148                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005120624
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.106024e-06 -0.0000258351
Output:regressor   -2.583510e-05  0.0005924464
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0044245  0.0033475  1.3217    0.1883    
Output:regressor   0.4684210  0.0539381  8.6844 6.228e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.073324 -0.010294 -0.000877  0.009160  0.084894 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.006314   0.002270   2.781  0.00612 ** 
Output:regressor   1.303174   0.125305  10.400  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01728 on 149 degrees of freedom
Output:Multiple R-squared:  0.4206,	Adjusted R-squared:  0.4167 
Output:F-statistic: 108.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.032306 0.032306  108.16 < 2.2e-16 ***
Output:Residuals 149 0.044504 0.000299                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005120624
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.154915e-06 -0.0002233415
Output:regressor   -2.233415e-04  0.0157013800
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.0063144  0.0076768  0.8225   0.4121
Output:regressor   1.3031736  0.7902590  1.6490   0.1012
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.468e-18 -4.290e-19 -1.900e-19 -1.900e-20  3.825e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.259e-18  3.384e-19 6.674e+00 4.59e-10 ***
Output:regressor   1.000e+00  1.920e-17 5.208e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.229e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.712e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.028285 0.028285 2.7124e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.000188563
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.145354e-37 -4.094674e-36
Output:regressor   -4.094674e-36  3.686742e-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) 2.2587e-18 2.9098e-19 7.7625e+00  1.23e-12 ***
Output:regressor   1.0000e+00 1.1455e-17 8.7300e+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:-0.0219695 -0.0033506 -0.0008653  0.0023995  0.0154602 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0057278  0.0005105   11.22   <2e-16 ***
Output:regressor   1.4658291  0.0552354   26.54   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005757 on 149 degrees of freedom
Output:Multiple R-squared:  0.8254,	Adjusted R-squared:  0.8242 
Output:F-statistic: 704.3 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0233453 0.0233453  704.26 < 2.2e-16 ***
Output:Residuals 149 0.0049392 0.0000331                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.606076e-07 -0.0000111951
Output:regressor   -1.119510e-05  0.0030509528
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00572780 0.00098256  5.8295  3.32e-08 ***
Output:regressor   1.46582911 0.06156011 23.8113 < 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:-0.0292280 -0.0038272 -0.0007748  0.0029304  0.0213230 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0004602  0.0007052  -0.653    0.515    
Output:regressor    0.6219550  0.0261111  23.820   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006284 on 149 degrees of freedom
Output:Multiple R-squared:  0.792,	Adjusted R-squared:  0.7906 
Output:F-statistic: 567.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.022402 0.0224015  567.37 < 2.2e-16 ***
Output:Residuals 149 0.005883 0.0000395                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.972818e-07 -0.0000126795
Output:regressor   -1.267950e-05  0.0006817915
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.00046022  0.00138172 -0.3331    0.7395    
Output:regressor    0.62195499  0.07946498  7.8268 8.569e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.012456 -0.004344 -0.001503  0.003380  0.022633 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0022139  0.0007822   -2.83  0.00529 ** 
Output:regressor    0.5360065  0.0233070   23.00  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006459 on 149 degrees of freedom
Output:Multiple R-squared:  0.7802,	Adjusted R-squared:  0.7787 
Output:F-statistic: 528.9 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0220676 0.0220676  528.89 < 2.2e-16 ***
Output:Residuals 149 0.0062169 0.0000417                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.117988e-07 -1.349957e-05
Output:regressor   -1.349957e-05  5.432163e-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) -0.0022139  0.0015783 -1.4028   0.1628    
Output:regressor    0.5360065  0.0529197 10.1287   <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:-0.0171514 -0.0046108 -0.0005792  0.0037667  0.0267151 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.002312   0.000709   3.262  0.00137 ** 
Output:regressor   0.413748   0.019937  20.753  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006985 on 149 degrees of freedom
Output:Multiple R-squared:  0.743,	Adjusted R-squared:  0.7412 
Output:F-statistic: 430.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0210144 0.0210144  430.69 < 2.2e-16 ***
Output:Residuals 149 0.0072701 0.0000488                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.026869e-07 -8.448052e-06
Output:regressor   -8.448052e-06  3.974741e-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) 0.0023125  0.0014094  1.6408   0.1029    
Output:regressor   0.4137482  0.0357690 11.5672   <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:-0.018254 -0.004667 -0.000725  0.003624  0.039045 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.001338   0.000872  -1.534    0.127    
Output:regressor    0.285371   0.014625  19.513   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007307 on 149 degrees of freedom
Output:Multiple R-squared:  0.7187,	Adjusted R-squared:  0.7168 
Output:F-statistic: 380.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df    Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.0203290 0.0203290  380.75 < 2.2e-16 ***
Output:Residuals 149 0.0079555 0.0000534                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.603218e-07 -9.327049e-06
Output:regressor   -9.327049e-06  2.138864e-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) -0.0013378  0.0019557  -0.684    0.495    
Output:regressor    0.2853706  0.0216069  13.207   <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:-0.031094 -0.003365 -0.001092  0.002127  0.047269 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.002783   0.001084  -2.567   0.0112 *  
Output:regressor    0.976450   0.059833  16.320   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008252 on 149 degrees of freedom
Output:Multiple R-squared:  0.6412,	Adjusted R-squared:  0.6388 
Output:F-statistic: 266.3 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value    Pr(>F)    
Output:regressor   1 0.018137 0.0181373  266.33 < 2.2e-16 ***
Output:Residuals 149 0.010147 0.0000681                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.000188563
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.175353e-06 -5.092328e-05
Output:regressor   -5.092328e-05  3.580015e-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) -0.0027828  0.0030187 -0.9219 0.358095    
Output:regressor    0.9764497  0.2828187  3.4526 0.000723 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.859e-18 -1.134e-18  2.581e-19  6.042e-19  2.217e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 9.035e-18  3.214e-19 2.811e+01   <2e-16 ***
Output:regressor   1.000e+00  5.390e-18 1.855e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.693e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.442e+34 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.24963 0.24963 3.4416e+34 < 2.2e-16 ***
Output:Residuals 149 0.00000 0.00000                         
Output:---
Output:ErrorSignif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
: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] 0.001664201
Output:[1] 0.001664201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.032895e-37 -1.267077e-36
Output:regressor   -1.267077e-36  2.905641e-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) 9.0349e-18 1.6347e-19 5.527e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 3.1240e-18 3.201e+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:-0.038175 -0.005681 -0.000999  0.006125  0.045052 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.01438    0.00110   13.07   <2e-16 ***
Output:regressor    1.37511    0.03094   44.45   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01084 on 149 degrees of freedom
Output:Multiple R-squared:  0.9299,	Adjusted R-squared:  0.9294 
Output:F-statistic:  1975 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.232122 0.232122  1975.4 < 2.2e-16 ***
Output:Residuals 149 0.017508 0.000118                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 0.0008183761
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.210593e-06 -2.034498e-05
Output:regressor   -2.034498e-05  9.572150e-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) 0.0143805  0.0012772  11.260 < 2.2e-16 ***
Output:regressor   1.3751055  0.0589770  23.316 < 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:-0.053595 -0.010487 -0.003029  0.006251  0.073642 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.027534   0.001473   18.69   <2e-16 ***
Output:regressor   4.380478   0.159422   27.48   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01662 on 149 degrees of freedom
Output:Multiple R-squared:  0.8352,	Adjusted R-squared:  0.8341 
Output:F-statistic:   755 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.208485 0.208485     755 < 2.2e-16 ***
Output:Residuals 149 0.041145 0.000276                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 7.243378e-05
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  2.17094e-06 -0.0000932586
Output:regressor   -9.32586e-05  0.0254153562
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0275338  0.0033729  8.1632 1.268e-13 ***
Output:regressor   4.3804784  0.2298602 19.0571 < 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:-0.128986 -0.009083 -0.000875  0.008346  0.087561 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.009098   0.002060   4.415 1.93e-05 ***
Output:regressor   1.855615   0.076294  24.322  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01836 on 149 degrees of freedom
Output:Multiple R-squared:  0.7988,	Adjusted R-squared:  0.7974 
Output:F-statistic: 591.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.199404 0.199404  591.55 < 2.2e-16 ***
Output:Residuals 149 0.050226 0.000337                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 0.0003860713
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  4.245534e-06 -0.000108251
Output:regressor   -1.082510e-04  0.005820782
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0090980  0.0031627  2.8767  0.004609 ** 
Output:regressor   1.8556152  0.2513001  7.3841 1.008e-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:-0.055995 -0.012681 -0.000572  0.009772  0.081298 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.015635   0.002275   6.872 1.61e-10 ***
Output:regressor   2.518595   0.129075  19.513  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02171 on 149 degrees of freedom
Output:Multiple R-squared:  0.7187,	Adjusted R-squared:  0.7168 
Output:F-statistic: 380.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.179417 0.179417  380.75 < 2.2e-16 ***
Output:Residuals 149 0.070213 0.000471                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 0.000188563
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.175812e-06 -0.0001850369
Output:regressor   -1.850369e-04  0.0166602541
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0156347  0.0028869  5.4157 2.394e-07 ***
Output:regressor   2.5185955  0.3298121  7.6365 2.491e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.063691 -0.010504  0.000518  0.007877  0.085266 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.005775   0.002655   2.175   0.0312 *  
Output:regressor   1.522366   0.079106  19.245   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02192 on 149 degrees of freedom
Output:Multiple R-squared:  0.7131,	Adjusted R-squared:  0.7112 
Output:F-statistic: 370.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.178013 0.178013  370.36 < 2.2e-16 ***
Output:Residuals 149 0.071617 0.000481                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 0.0005120624
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.047751e-06 -0.0001555112
Output:regressor   -1.555112e-04  0.0062576988
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.0057749  0.0044654  1.2932    0.1979    
Output:regressor   1.5223662  0.3034735  5.0165 1.479e-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:-0.071183 -0.012126 -0.000923  0.009143  0.124666 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.004926   0.003553   1.387    0.168    
Output:regressor   2.719357   0.196066  13.870   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02704 on 149 degrees of freedom
Output:Multiple R-squared:  0.5635,	Adjusted R-squared:  0.5606 
Output:F-statistic: 192.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.14067 0.140671  192.37 < 2.2e-16 ***
Output:Residuals 149 0.10896 0.000731                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001664201
Output:[1] 0.0001268182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0000126208 -0.0005468081
Output:regressor   -0.0005468081  0.0384417732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0049265  0.0107938  0.4564  0.64875  
Output:regressor   2.7193569  1.2827970  2.1199  0.03567 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.052e-16 -1.487e-17 -3.390e-18  9.900e-18  1.134e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.807e-16  1.493e-17 -1.210e+01   <2e-16 ***
Output:regressor    1.000e+00  5.866e-17  1.705e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 9.698e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.906e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 2.7332  2.7332 2.9061e+32 < 2.2e-16 ***
Output:Residuals 149 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] 0.01822133
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.230303e-34 -7.437300e-34
Output:regressor   -7.437300e-34  3.441077e-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) -1.8070e-16  2.8722e-17 -6.2913e+00 3.322e-09 ***
Output:regressor    1.0000e+00  1.6486e-16  6.0659e+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:-0.26449 -0.08299 -0.03035  0.05222  0.43612 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.09100    0.02466   3.690 0.000313 ***
Output:regressor    0.34315    0.06178   5.555 1.25e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1233 on 149 degrees of freedom
Output:Multiple R-squared:  0.1716,	Adjusted R-squared:  0.166 
Output:F-statistic: 30.85 on 1 and 149 DF,  p-value: 1.245e-07
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.46888 0.46888  30.854 1.245e-07 ***
Output:Residuals 149 2.26432 0.01520                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000608106 -0.001391663
Output:regressor   -0.001391663  0.003816470
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.091003   0.040811  2.2299 0.0272513 *  
Output:regressor   0.343153   0.102153  3.3592 0.0009926 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.28246 -0.08495 -0.03864  0.06324  0.42190 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07847    0.03951   1.986 0.048827 *  
Output:regressor    0.21855    0.06044   3.616 0.000409 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1299 on 149 degrees of freedom
Output:Multiple R-squared:  0.08068,	Adjusted R-squared:  0.07451 
Output:F-statistic: 13.08 on 1 and 149 DF,  p-value: 0.0004085
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.22052 0.220523  13.077 0.0004085 ***
Output:Residuals 149 2.51268 0.016864                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001560783 -0.002300682
Output:regressor   -0.002300682  0.003652696
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.078475   0.066312  1.1834  0.23853  
Output:regressor   0.218554   0.102539  2.1314  0.03469 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.25979 -0.09675 -0.02285  0.07160  0.45531 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.17742    0.01954   9.082 6.03e-16 ***
Output:regressor    0.95973    0.40325   2.380   0.0186 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1329 on 149 degrees of freedom
Output:Multiple R-squared:  0.03662,	Adjusted R-squared:  0.03016 
Output:F-statistic: 5.664 on 1 and 149 DF,  p-value: 0.01858
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1001 0.100096  5.6642 0.01858 *
Output:Residuals 149 2.6331 0.017672                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0003816456 -0.006559714
Output:regressor   -0.0065597144  0.162613917
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.177418   0.022191  7.9949 3.31e-13 ***
Output:regressor   0.959726   0.444397  2.1596   0.0324 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.24347 -0.09627 -0.02464  0.06388  0.46201 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.13784    0.04447   3.099  0.00232 **
Output:regressor    0.15271    0.08410   1.816  0.07140 . 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.134 on 149 degrees of freedom
Output:Multiple R-squared:  0.02165,	Adjusted R-squared:  0.01509 
Output:F-statistic: 3.297 on 1 and 149 DF,  p-value: 0.0714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)  
Output:regressor   1 0.05918 0.059178  3.2975 0.0714 .
Output:Residuals 149 2.67402 0.017946                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001977820 -0.003625913
Output:regressor   -0.003625913  0.007072331
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.137839   0.076855  1.7935  0.07492 .
Output:regressor   0.152712   0.138377  1.1036  0.27155  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.24013 -0.09832 -0.02890  0.06834  0.48929 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.19283    0.02303   8.373 3.79e-14 ***
Output:regressor    0.05569    0.04840   1.151    0.252    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1348 on 149 degrees of freedom
Output:Multiple R-squared:  0.008809,	Adjusted R-squared:  0.002157 
Output:F-statistic: 1.324 on 1 and 149 DF,  p-value: 0.2517
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.02408 0.024077  1.3242 0.2517
Output:Residuals 149 2.70912 0.018182               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005303659 -0.0009799056
Output:regressor   -0.0009799056  0.0023422444
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.192833   0.034461  5.5957 1.025e-07 ***
Output:regressor   0.055693   0.057566  0.9674    0.3349    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.22107 -0.09382 -0.02844  0.06219  0.47817 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.20364    0.02455   8.294 5.98e-14 ***
Output:regressor    0.02490    0.04374   0.569     0.57    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1353 on 149 degrees of freedom
Output:Multiple R-squared:  0.00217,	Adjusted R-squared:  -0.004527 
Output:F-statistic: 0.324 on 1 and 149 DF,  p-value: 0.57
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00593 0.0059312   0.324   0.57
Output:Residuals 149 2.72727 0.0183038               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01822133
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0006027914 -0.0009598073
Output:regressor   -0.0009598073  0.0019129559
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.203641   0.031653  6.4336 1.603e-09 ***
Output:regressor   0.024897   0.059413  0.4191    0.6758    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-5.340e-16 -2.100e-18  2.800e-18  8.560e-18  4.892e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 7.228e-17  7.782e-18 9.288e+00   <2e-16 ***
Output:regressor   1.000e+00  1.635e-17 6.115e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.556e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.739e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 7.7627  7.7627 3.7391e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.05175101
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.055882e-35 -1.118887e-34
Output:regressor   -1.118887e-34  2.674447e-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) 7.2279e-17 2.5336e-18 2.8529e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 1.1113e-17 8.9981e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.35515 -0.10288 -0.00058  0.09037  0.41534 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.20637    0.05436  -3.797 0.000213 ***
Output:regressor    1.21854    0.10279  11.855  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1637 on 149 degrees of freedom
Output:Multiple R-squared:  0.4854,	Adjusted R-squared:  0.4819 
Output:F-statistic: 140.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 3.7679  3.7679  140.54 < 2.2e-16 ***
Output:Residuals 149 3.9948  0.0268                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002954716 -0.005416845
Output:regressor   -0.005416845  0.010565536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.206371   0.059876 -3.4467 0.0007378 ***
Output:regressor    1.218539   0.142841  8.5308 1.524e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.37877 -0.14765 -0.03085  0.13608  0.49715 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.01124    0.06020   0.187    0.852    
Output:regressor    0.64637    0.09209   7.019 7.35e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1979 on 149 degrees of freedom
Output:Multiple R-squared:  0.2485,	Adjusted R-squared:  0.2434 
Output:F-statistic: 49.26 on 1 and 149 DF,  p-value: 7.351e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.9288 1.92885  49.264 7.351e-11 ***
Output:Residuals 149 5.8338 0.03915                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003623748 -0.005341608
Output:regressor   -0.005341608  0.008480647
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.011241   0.061940  0.1815    0.8562    
Output:regressor   0.646369   0.127618  5.0649 1.191e-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:-0.42177 -0.15650 -0.04787  0.14022  0.46012 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24025    0.04277   5.617 9.27e-08 ***
Output:regressor    0.48846    0.10716   4.558 1.07e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2138 on 149 degrees of freedom
Output:Multiple R-squared:  0.1224,	Adjusted R-squared:  0.1165 
Output:F-statistic: 20.78 on 1 and 149 DF,  p-value: 1.067e-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 0.9500 0.95004  20.779 1.067e-05 ***
Output:Residuals 149 6.8126 0.04572                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001829597 -0.004187071
Output:regressor   -0.004187071  0.011482541
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.240247   0.051575  4.6582 7.012e-06 ***
Output:regressor   0.488458   0.156079  3.1296  0.002107 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.37379 -0.16949 -0.05942  0.16067  0.52018 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.35885    0.03303  10.865   <2e-16 ***
Output:regressor    1.47524    0.68176   2.164   0.0321 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2247 on 149 degrees of freedom
Output:Multiple R-squared:  0.03047,	Adjusted R-squared:  0.02396 
Output:F-statistic: 4.682 on 1 and 149 DF,  p-value: 0.03207
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.2365 0.236509  4.6823 0.03207 *
Output:Residuals 149 7.5261 0.050511                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.00109085 -0.01874949
Output:regressor   -0.01874949  0.46479594
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.358852   0.043465  8.2562 7.444e-14 ***
Output:regressor   1.475238   0.806395  1.8294   0.06934 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.34249 -0.18698 -0.04864  0.16090  0.53566 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48149    0.04102  11.739   <2e-16 ***
Output:regressor   -0.12582    0.07307  -1.722   0.0871 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.226 on 149 degrees of freedom
Output:Multiple R-squared:  0.01951,	Adjusted R-squared:  0.01293 
Output:F-statistic: 2.965 on 1 and 149 DF,  p-value: 0.08714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1515 0.151473  2.9653 0.08714 .
Output:Residuals 149 7.6112 0.051082                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001682253 -0.002678602
Output:regressor   -0.002678602  0.005338621
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.481491   0.081316  5.9212 2.118e-08 ***
Output:regressor   -0.125820   0.114532 -1.0986    0.2737    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.33012 -0.18017 -0.06655  0.19888  0.53673 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.38418    0.03499  10.978   <2e-16 ***
Output:regressor    0.15817    0.13745   1.151    0.252    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2272 on 149 degrees of freedom
Output:Multiple R-squared:  0.008809,	Adjusted R-squared:  0.002157 
Output:F-statistic: 1.324 on 1 and 149 DF,  p-value: 0.2517
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0684 0.068382  1.3242 0.2517
Output:Residuals 149 7.6943 0.051639               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.05175101
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001224558 -0.004083483
Output:regressor   -0.004083483  0.018893388
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.384175   0.059578  6.4482 1.486e-09 ***
Output:regressor   0.158174   0.174115  0.9084    0.3651    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.606e-17 -1.118e-17 -5.660e-18  3.400e-19  7.920e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.891e-16  2.036e-17 -1.420e+01   <2e-16 ***
Output:regressor    1.000e+00  3.114e-17  3.211e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.691e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.031e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 4.6168  4.6168 1.0312e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.03077835
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.143846e-34 -6.108260e-34
Output:regressor   -6.108260e-34  9.697829e-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) -2.8912e-16  2.5854e-17 -1.1183e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  4.8688e-17  2.0539e+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:-0.32550 -0.09701 -0.00504  0.10489  0.39485 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.22156    0.04716   4.698 5.93e-06 ***
Output:regressor    0.79639    0.08918   8.930 1.48e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1421 on 149 degrees of freedom
Output:Multiple R-squared:  0.3486,	Adjusted R-squared:  0.3442 
Output:F-statistic: 79.74 on 1 and 149 DF,  p-value: 1.478e-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 1.6094 1.60941  79.739 1.478e-15 ***
Output:Residuals 149 3.0073 0.02018                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002224360 -0.004077892
Output:regressor   -0.004077892  0.007953913
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.221558   0.070991  3.1209  0.002165 ** 
Output:regressor   0.796389   0.120407  6.6141 6.284e-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:-0.41309 -0.09423  0.00454  0.10890  0.37529 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46903    0.02606  17.997  < 2e-16 ***
Output:regressor    0.38442    0.05477   7.019 7.35e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1526 on 149 degrees of freedom
Output:Multiple R-squared:  0.2485,	Adjusted R-squared:  0.2434 
Output:F-statistic: 49.26 on 1 and 149 DF,  p-value: 7.351e-11
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.1472 1.14716  49.264 7.351e-11 ***
Output:Residuals 149 3.4696 0.02329                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006792434 -0.001254972
Output:regressor   -0.0012549723  0.002999729
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.469031   0.047928  9.7861 < 2.2e-16 ***
Output:regressor   0.384421   0.074370  5.1690 7.452e-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:-0.51472 -0.10146  0.01036  0.11478  0.42583 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43634    0.03064  14.242  < 2e-16 ***
Output:regressor    0.53071    0.07675   6.915 1.29e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1532 on 149 degrees of freedom
Output:Multiple R-squared:  0.2429,	Adjusted R-squared:  0.2378 
Output:F-statistic: 47.81 on 1 and 149 DF,  p-value: 1.286e-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 1.1215 1.12153   47.81 1.286e-10 ***
Output:Residuals 149 3.4952 0.02346                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009386786 -0.002148185
Output:regressor   -0.0021481848  0.005891140
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.436335   0.045480  9.5941 < 2.2e-16 ***
Output:regressor   0.530715   0.098879  5.3673 2.999e-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:-0.52573 -0.09371  0.01073  0.12258  0.38326 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55007    0.02599  21.165  < 2e-16 ***
Output:regressor    0.36917    0.10209   3.616 0.000409 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1688 on 149 degrees of freedom
Output:Multiple R-squared:  0.08068,	Adjusted R-squared:  0.07451 
Output:F-statistic: 13.08 on 1 and 149 DF,  p-value: 0.0004085
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.3725 0.37249  13.077 0.0004085 ***
Output:Residuals 149 4.2443 0.02848                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006754818 -0.002252502
Output:regressor   -0.0022525017  0.010421837
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.550069   0.048264 11.3971  < 2e-16 ***
Output:regressor   0.369168   0.172114  2.1449  0.03358 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.46636 -0.11838  0.01262  0.14214  0.32910 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.56939    0.02517  22.618   <2e-16 ***
Output:regressor    1.49890    0.51965   2.884   0.0045 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1713 on 149 degrees of freedom
Output:Multiple R-squared:  0.05288,	Adjusted R-squared:  0.04653 
Output:F-statistic:  8.32 on 1 and 149 DF,  p-value: 0.004503
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value   Pr(>F)   
Output:regressor   1 0.2442 0.244156  8.3198 0.004503 **
Output:Residuals 149 4.3726 0.029346                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)   regressor
Output:(Intercept)  0.0006337703 -0.01089323
Output:regressor   -0.0108932278  0.27004079
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.569394   0.037105 15.3453 < 2.2e-16 ***
Output:regressor   1.498896   0.542621  2.7623  0.006462 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.44178 -0.10682  0.01682  0.12779  0.35588 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55484    0.03120  17.786  < 2e-16 ***
Output:regressor    0.14952    0.05557   2.691  0.00795 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1719 on 149 degrees of freedom
Output:Multiple R-squared:  0.04633,	Adjusted R-squared:  0.03993 
Output:F-statistic: 7.239 on 1 and 149 DF,  p-value: 0.007949
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value   Pr(>F)   
Output:regressor   1 0.2139 0.213907   7.239 0.007949 **
Output:Residuals 149 4.4028 0.029549                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03077835
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009731343 -0.001549494
Output:regressor   -0.0015494936  0.003088237
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.554839   0.057994  9.5672  < 2e-16 ***
Output:regressor   0.149518   0.080158  1.8653  0.06411 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-9.263e-16  1.690e-18  6.150e-18  8.960e-18  9.584e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.168e-16  1.553e-17 1.396e+01   <2e-16 ***
Output:regressor   1.000e+00  3.892e-17 2.570e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.766e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.603e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 3.9819  3.9819 6.6031e+32 < 2.2e-16 ***
Output:Residuals 149 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] 0.02654592
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.413058e-34 -5.522333e-34
Output:regressor   -5.522333e-34  1.514434e-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) 2.1684e-16 1.0420e-17 2.0809e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 4.2576e-17 2.3487e+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:-0.32038 -0.09689 -0.02623  0.06667  0.53366 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07634    0.04327   1.764   0.0798 .  
Output:regressor    0.45773    0.06620   6.915 1.29e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1422 on 149 degrees of freedom
Output:Multiple R-squared:  0.2429,	Adjusted R-squared:  0.2378 
Output:F-statistic: 47.81 on 1 and 149 DF,  p-value: 1.286e-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 0.96731 0.96731   47.81 1.286e-10 ***
Output:Residuals 149 3.01458 0.02023                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001872550 -0.002760243
Output:regressor   -0.002760243  0.004382322
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.076339   0.043042  1.7736   0.07817 .  
Output:regressor   0.457734   0.067707  6.7605 2.913e-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:-0.46489 -0.08846 -0.00964  0.09091  0.58751 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.25660    0.02291  11.199  < 2e-16 ***
Output:regressor    0.49993    0.09000   5.555 1.25e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1488 on 149 degrees of freedom
Output:Multiple R-squared:  0.1716,	Adjusted R-squared:  0.166 
Output:F-statistic: 30.85 on 1 and 149 DF,  p-value: 1.245e-07
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.6831 0.68310  30.854 1.245e-07 ***
Output:Residuals 149 3.2988 0.02214                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005250091 -0.001750727
Output:regressor   -0.0017507267  0.008100232
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.256596   0.031112  8.2476 7.821e-14 ***
Output:regressor   0.499925   0.135148  3.6991 0.0003037 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.24594 -0.10852 -0.02225  0.07616  0.56857 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.11657    0.05006   2.329   0.0212 *  
Output:regressor    0.48387    0.09466   5.112 9.65e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1508 on 149 degrees of freedom
Output:Multiple R-squared:  0.1492,	Adjusted R-squared:  0.1435 
Output:F-statistic: 26.13 on 1 and 149 DF,  p-value: 9.65e-07
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1 0.5941 0.59412  26.131 9.65e-07 ***
Output:Residuals 149 3.3878 0.02274                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002505735 -0.004593732
Output:regressor   -0.004593732  0.008960059
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.116570   0.056002  2.0816   0.03909 *  
Output:regressor   0.483872   0.093514  5.1743 7.274e-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:-0.26596 -0.10184 -0.02653  0.07393  0.54016 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.25982    0.02616   9.934  < 2e-16 ***
Output:regressor    0.25056    0.05497   4.558 1.07e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1531 on 149 degrees of freedom
Output:Multiple R-squared:  0.1224,	Adjusted R-squared:  0.1165 
Output:F-statistic: 20.78 on 1 and 149 DF,  p-value: 1.067e-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 0.4873 0.48733  20.779 1.067e-05 ***
Output:Residuals 149 3.4946 0.02345                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006841312 -0.001264003
Output:regressor   -0.0012640030  0.003021315
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.259823   0.033213  7.8229 8.759e-13 ***
Output:regressor   0.250557   0.053795  4.6576 7.030e-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:-0.35577 -0.11857 -0.00910  0.09952  0.57282 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.31578    0.02354  13.416   <2e-16 ***
Output:regressor    1.21140    0.48586   2.493   0.0137 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1602 on 149 degrees of freedom
Output:Multiple R-squared:  0.04005,	Adjusted R-squared:  0.03361 
Output:F-statistic: 6.217 on 1 and 149 DF,  p-value: 0.01375
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1595 0.159478  6.2165 0.01375 *
Output:Residuals 149 3.8224 0.025654                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005540256 -0.009522577
Output:regressor   -0.0095225771  0.236062652
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.315780   0.025264 12.4991  < 2e-16 ***
Output:regressor   1.211401   0.518210  2.3377  0.02073 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.29660 -0.11423 -0.00821  0.10008  0.60946 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.34753    0.02962  11.731   <2e-16 ***
Output:regressor    0.03411    0.05277   0.646    0.519    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1632 on 149 degrees of freedom
Output:Multiple R-squared:  0.002796,	Adjusted R-squared:  -0.003897 
Output:F-statistic: 0.4178 on 1 and 149 DF,  p-value: 0.519
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0111 0.011134  0.4178  0.519
Output:Residuals 149 3.9708 0.026649               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02654592
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008776318 -0.001397428
Output:regressor   -0.0013974277  0.002785161
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.347532   0.044211  7.8608 7.072e-13 ***
Output:regressor   0.034111   0.065941  0.5173    0.6057    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.636e-17 -1.965e-18 -1.241e-18 -7.400e-19  1.967e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.259e-17  2.404e-18 9.394e+00   <2e-16 ***
Output:regressor   1.000e+00  4.963e-17 2.015e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.636e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.06e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.10867 0.10867 4.0596e+32 < 2.2e-16 ***
Output:Residuals 149 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] 0.0007244903
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.781267e-36 -9.936827e-35
Output:regressor   -9.936827e-35  2.463318e-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) 2.2587e-17 2.8346e-18 7.9683e+00 3.849e-13 ***
Output:regressor   1.0000e+00 4.1085e-17 2.4340e+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:-0.050551 -0.017251 -0.004686  0.011733  0.104536 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.01520    0.00871   1.745   0.0830 . 
Output:regressor    0.04903    0.01647   2.977   0.0034 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02624 on 149 degrees of freedom
Output:Multiple R-squared:  0.05613,	Adjusted R-squared:  0.0498 
Output:F-statistic: 8.861 on 1 and 149 DF,  p-value: 0.0034
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)   
Output:regressor   1 0.00610 0.0061002  8.8613 0.0034 **
Output:Residuals 149 0.10257 0.0006884                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.586761e-05 -0.0001390872
Output:regressor   -1.390872e-04  0.0002712890
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.0152019  0.0087848  1.7305 0.085616 . 
Output:regressor   0.0490303  0.0178668  2.7442 0.006811 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.047518 -0.017915 -0.006061  0.011610  0.110518 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.018116   0.007996   2.266   0.0249 * 
Output:regressor   0.035282   0.012232   2.884   0.0045 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02628 on 149 degrees of freedom
Output:Multiple R-squared:  0.05288,	Adjusted R-squared:  0.04653 
Output:F-statistic:  8.32 on 1 and 149 DF,  p-value: 0.004503
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value   Pr(>F)   
Output:regressor   1 0.005747 0.0057472  8.3198 0.004503 **
Output:Residuals 149 0.102926 0.0006908                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.393413e-05 -9.424248e-05
Output:regressor   -9.424248e-05  1.496249e-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) 0.0181162  0.0062566  2.8956 0.0043548 ** 
Output:regressor   0.0352825  0.0093911  3.7570 0.0002462 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.052813 -0.016749 -0.006958  0.011525  0.102982 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.028283   0.005293   5.343 3.35e-07 ***
Output:regressor   0.033062   0.013260   2.493   0.0137 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02646 on 149 degrees of freedom
Output:Multiple R-squared:  0.04005,	Adjusted R-squared:  0.03361 
Output:F-statistic: 6.217 on 1 and 149 DF,  p-value: 0.01375
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.004352 0.0043525  6.2165 0.01375 *
Output:Residuals 149 0.104321 0.0007001                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.801652e-05 -6.411638e-05
Output:regressor   -6.411638e-05  1.758315e-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) 0.0282834  0.0053628  5.2740 4.615e-07 ***
Output:regressor   0.0330615  0.0142331  2.3229   0.02154 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.047889 -0.018004 -0.006842  0.008211  0.108580 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.032092   0.004082   7.862 7.03e-13 ***
Output:regressor   0.038159   0.016034   2.380   0.0186 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02651 on 149 degrees of freedom
Output:Multiple R-squared:  0.03662,	Adjusted R-squared:  0.03016 
Output:F-statistic: 5.664 on 1 and 149 DF,  p-value: 0.01858
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00398 0.0039799  5.6642 0.01858 *
Output:Residuals 149 0.10469 0.0007026                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.666220e-05 -5.556275e-05
Output:regressor   -5.556275e-05  2.570768e-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) 0.0320917  0.0043379  7.3980 9.34e-12 ***
Output:regressor   0.0381592  0.0166260  2.2952  0.02312 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.04985 -0.01805 -0.00471  0.01227  0.10520 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.031699   0.004542   6.980 9.08e-11 ***
Output:regressor   0.020653   0.009544   2.164   0.0321 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02659 on 149 degrees of freedom
Output:Multiple R-squared:  0.03047,	Adjusted R-squared:  0.02396 
Output:F-statistic: 4.682 on 1 and 149 DF,  p-value: 0.03207
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.003311 0.0033110  4.6823 0.03207 *
Output:Residuals 149 0.105363 0.0007071                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.062686e-05 -3.811025e-05
Output:regressor   -3.811025e-05  9.109401e-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) 0.0316989  0.0046749  6.7807 2.617e-10 ***
Output:regressor   0.0206527  0.0109094  1.8931   0.06028 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.045739 -0.018881 -0.006274  0.010712  0.104261 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.045739   0.004876   9.381   <2e-16 ***
Output:regressor   -0.010763   0.008686  -1.239    0.217    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02687 on 149 degrees of freedom
Output:Multiple R-squared:  0.0102,	Adjusted R-squared:  0.003557 
Output:F-statistic: 1.535 on 1 and 149 DF,  p-value: 0.2173
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df   Sum Sq    Mean Sq F value Pr(>F)
Output:regressor   1 0.001108 0.00110842  1.5354 0.2173
Output:Residuals 149 0.107565 0.00072191               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0007244903
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.377446e-05 -3.785539e-05
Output:regressor   -3.785539e-05  7.544816e-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)  0.0457394  0.0093988  4.8665 2.862e-06 ***
Output:regressor   -0.0107630  0.0152923 -0.7038    0.4826    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.224e-15 -1.100e-17  1.930e-17  4.550e-17  3.382e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.782e-16  4.893e-17 -1.182e+01   <2e-16 ***
Output:regressor    1.000e+00  8.717e-17  1.147e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.696e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.316e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq   F value    Pr(>F)    
Output:regressor   1 9.5683  9.5683 1.316e+32 < 2.2e-16 ***
Output:Residuals 149 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] 0.06378893
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.394422e-33 -3.812569e-33
Output:regressor   -3.812569e-33  7.598688e-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) -5.7823e-16  9.9555e-17 -5.8082e+00 3.683e-08 ***
Output:regressor    1.0000e+00  1.5849e-16  6.3096e+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:-0.58877 -0.14661  0.02824  0.19042  0.43400 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.30656    0.07529   4.072 7.55e-05 ***
Output:regressor    0.30988    0.11517   2.691  0.00795 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2475 on 149 degrees of freedom
Output:Multiple R-squared:  0.04633,	Adjusted R-squared:  0.03993 
Output:F-statistic: 7.239 on 1 and 149 DF,  p-value: 0.007949
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1 0.4433 0.44333   7.239 0.007949 **
Output:Residuals 149 9.1250 0.06124                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005668127 -0.008355136
Output:regressor   -0.008355136  0.013265101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.306560   0.053148   5.768 4.476e-08 ***
Output:regressor   0.309880   0.113508   2.730  0.007096 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.49257 -0.18529  0.01119  0.19093  0.49060 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.56662    0.04286  13.222   <2e-16 ***
Output:regressor   -0.15509    0.09006  -1.722   0.0871 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2509 on 149 degrees of freedom
Output:Multiple R-squared:  0.01951,	Adjusted R-squared:  0.01293 
Output:F-statistic: 2.965 on 1 and 149 DF,  p-value: 0.08714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1867 0.186707  2.9653 0.08714 .
Output:Residuals 149 9.3816 0.062964                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001836646 -0.003393392
Output:regressor   -0.003393392  0.008111143
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.566623   0.055658 10.1805   <2e-16 ***
Output:regressor   -0.155087   0.164671 -0.9418   0.3478    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.53997 -0.18023  0.02107  0.19440  0.42740 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.53997    0.03705  14.574   <2e-16 ***
Output:regressor   -0.94765    0.76478  -1.239    0.217    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2521 on 149 degrees of freedom
Output:Multiple R-squared:  0.0102,	Adjusted R-squared:  0.003557 
Output:F-statistic: 1.535 on 1 and 149 DF,  p-value: 0.2173
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0976 0.097593  1.5354 0.2173
Output:Residuals 149 9.4707 0.063562               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001372703 -0.02359399
Output:regressor   -0.023593987  0.58488991
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.539968   0.041814 12.9134   <2e-16 ***
Output:regressor   -0.947647   1.324261 -0.7156   0.4754    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.55029 -0.16566  0.02665  0.19412  0.43310 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.47185    0.05062   9.321   <2e-16 ***
Output:regressor    0.08197    0.12682   0.646    0.519    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2531 on 149 degrees of freedom
Output:Multiple R-squared:  0.002796,	Adjusted R-squared:  -0.003897 
Output:F-statistic: 0.4178 on 1 and 149 DF,  p-value: 0.519
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0268 0.026754  0.4178  0.519
Output:Residuals 149 9.5416 0.064037               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002562493 -0.005864317
Output:regressor   -0.005864317  0.016082190
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.471851   0.043704 10.7965   <2e-16 ***
Output:regressor   0.081969   0.156821  0.5227    0.602    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.53831 -0.16660  0.01401  0.19691  0.43735 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48290    0.03898  12.388   <2e-16 ***
Output:regressor    0.08716    0.15312   0.569     0.57    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2531 on 149 degrees of freedom
Output:Multiple R-squared:  0.00217,	Adjusted R-squared:  -0.004527 
Output:F-statistic: 0.324 on 1 and 149 DF,  p-value: 0.57
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0208 0.020764   0.324   0.57
Output:Residuals 149 9.5476 0.064078               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001519515 -0.005067065
Output:regressor   -0.005067065  0.023444208
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.482902   0.042056 11.4823   <2e-16 ***
Output:regressor   0.087160   0.181062  0.4814    0.631    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.50106 -0.17612  0.01234  0.19818  0.44023 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.53639    0.08407   6.380 2.11e-09 ***
Output:regressor   -0.06758    0.15898  -0.425    0.671    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2533 on 149 degrees of freedom
Output:Multiple R-squared:  0.001211,	Adjusted R-squared:  -0.005492 
Output:F-statistic: 0.1807 on 1 and 149 DF,  p-value: 0.6714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0116 0.011589  0.1807 0.6714
Output:Residuals 149 9.5568 0.064139               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.06378893
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007068581 -0.01295874
Output:regressor   -0.012958742  0.02527598
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.536388   0.111605  4.8061 3.721e-06 ***
Output:regressor   -0.067579   0.246924 -0.2737    0.7847    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.568e-17 -4.634e-18 -1.777e-18  2.249e-18  2.091e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.446e-16  6.707e-18 -2.155e+01   <2e-16 ***
Output:regressor    1.000e+00  1.268e-17  7.885e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.02e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.218e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 2.5376  2.5376 6.2176e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.01691705
Output:[1] 0.01691705
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.497842e-35 -8.245838e-35
Output:regressor   -8.245838e-35  1.608348e-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) -1.4456e-16  7.9992e-18 -1.8072e+01 < 2.2e-16 ***
Output:regressor    1.0000e+00  1.7053e-17  5.8640e+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:-0.265540 -0.065125 -0.004718  0.056541  0.193333 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.34604    0.01599   21.64   <2e-16 ***
Output:regressor    0.39833    0.03360   11.86   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09362 on 149 degrees of freedom
Output:Multiple R-squared:  0.4854,	Adjusted R-squared:  0.4819 
Output:F-statistic: 140.5 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.2317 1.23169  140.54 < 2.2e-16 ***
Output:Residuals 149 1.3059 0.00876                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.05175101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0002556505 -0.0004723407
Output:regressor   -0.0004723407  0.0011290243
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.346043   0.025592 13.5215 < 2.2e-16 ***
Output:regressor   0.398332   0.043474  9.1625 3.736e-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:-0.33174 -0.06855  0.00247  0.06348  0.24632 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.23698    0.03204   7.396 9.45e-12 ***
Output:regressor    0.43773    0.04902   8.930 1.48e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1053 on 149 degrees of freedom
Output:Multiple R-squared:  0.3486,	Adjusted R-squared:  0.3442 
Output:F-statistic: 79.74 on 1 and 149 DF,  p-value: 1.478e-15
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.8846 0.88460  79.739 1.478e-15 ***
Output:Residuals 149 1.6530 0.01109                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.03077835
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001026759 -0.001513500
Output:regressor   -0.001513500  0.002402921
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.236983   0.029234  8.1064 1.755e-13 ***
Output:regressor   0.437728   0.048978  8.9372 1.414e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.33564 -0.09056 -0.00098  0.07791  0.31012 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40025    0.02408  16.622  < 2e-16 ***
Output:regressor    0.30836    0.06032   5.112 9.65e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1204 on 149 degrees of freedom
Output:Multiple R-squared:  0.1492,	Adjusted R-squared:  0.1435 
Output:F-statistic: 26.13 on 1 and 149 DF,  p-value: 9.65e-07
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1 0.37862 0.37862  26.131 9.65e-07 ***
Output:Residuals 149 2.15894 0.01449                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.02654592
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005798052 -0.001326896
Output:regressor   -0.0013268959  0.003638854
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.400248   0.031457 12.7236 < 2.2e-16 ***
Output:regressor   0.308360   0.077002  4.0046 9.771e-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:-0.37875 -0.08829  0.00252  0.08197  0.30432 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46651    0.01863  25.038   <2e-16 ***
Output:regressor    1.14487    0.38460   2.977   0.0034 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1268 on 149 degrees of freedom
Output:Multiple R-squared:  0.05613,	Adjusted R-squared:  0.0498 
Output:F-statistic: 8.861 on 1 and 149 DF,  p-value: 0.0034
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)   
Output:regressor   1 0.14244 0.142442  8.8613 0.0034 **
Output:Residuals 149 2.39512 0.016075                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.0007244903
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0003471515 -0.005966831
Output:regressor   -0.0059668309  0.147916463
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.466507   0.022649 20.5972 < 2.2e-16 ***
Output:regressor   1.144871   0.377215  3.0351  0.002839 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.33669 -0.08520  0.00580  0.07762  0.30898 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48205    0.01988  24.251   <2e-16 ***
Output:regressor    0.14178    0.07808   1.816   0.0714 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1291 on 149 degrees of freedom
Output:Multiple R-squared:  0.02165,	Adjusted R-squared:  0.01509 
Output:F-statistic: 3.297 on 1 and 149 DF,  p-value: 0.0714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)  
Output:regressor   1 0.05494 0.054942  3.2975 0.0714 .
Output:Residuals 149 2.48262 0.016662                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.01822133
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0003951131 -0.001317567
Output:regressor   -0.0013175675  0.006096099
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.482047   0.028819 16.7270   <2e-16 ***
Output:regressor   0.141781   0.108175  1.3107    0.192    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.304306 -0.094037  0.002917  0.085518  0.302535 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52168    0.02367  22.042   <2e-16 ***
Output:regressor   -0.01792    0.04216  -0.425    0.671    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1304 on 149 degrees of freedom
Output:Multiple R-squared:  0.001211,	Adjusted R-squared:  -0.005492 
Output:F-statistic: 0.1807 on 1 and 149 DF,  p-value: 0.6714
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00307 0.0030734  0.1807 0.6714
Output:Residuals 149 2.53448 0.0170100               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01691705
Output:[1] 0.06378893
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005601817 -0.0008919611
Output:regressor   -0.0008919611  0.0017777341
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.521682   0.039567 13.1849   <2e-16 ***
Output:regressor   -0.017922   0.060210 -0.2977   0.7664    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.434e-16 -4.988e-17 -2.090e-17  1.350e-18  2.335e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 3.614e-17  1.704e-17 2.121e+00   0.0356 *  
Output:regressor   1.000e+00  1.423e-17 7.026e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.063e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.936e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 210.17  210.17 4.9363e+33 < 2.2e-16 ***
Output:Residuals 149   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] 1.40114
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.904165e-34 4.137396e-35
Output:regressor   4.137396e-35 2.025825e-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) 3.6139e-17 1.7917e-17 2.0171e+00  0.04548 *  
Output:regressor   1.0000e+00 8.5814e-18 1.1653e+17  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7580 -0.7072 -0.1707  0.8414  1.6039 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.05061    0.10314  -10.19   <2e-16 ***
Output:regressor    0.70115    0.06204   11.30   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8715 on 149 degrees of freedom
Output:Multiple R-squared:  0.4616,	Adjusted R-squared:  0.4579 
Output:F-statistic: 127.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  97.006  97.006  127.72 < 2.2e-16 ***
Output:Residuals 149 113.165   0.759                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.40114
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.01063837 -0.004646220
Output:regressor   -0.00464622  0.003848972
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.05061    1.25938 -0.8342   0.4055
Output:regressor    0.70115    0.46077  1.5217   0.1302
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.65953 -0.88920  0.01863  0.67167  1.88235 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.79351    0.09705  -8.176 1.18e-13 ***
Output:regressor    3.31886    0.34222   9.698  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9299 on 149 degrees of freedom
Output:Multiple R-squared:  0.387,	Adjusted R-squared:  0.3828 
Output:F-statistic: 94.05 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  81.327  81.327   94.05 < 2.2e-16 ***
Output:Residuals 149 128.844   0.865                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.40114
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.009418854 -0.02079471
Output:regressor   -0.020794707  0.11711669
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.79351    1.40266 -0.5657   0.5724
Output:regressor    3.31886    2.48936  1.3332   0.1845
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.78853 -0.74104 -0.05147  0.78108  1.83059 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.89317    0.18965    4.71 5.63e-06 ***
Output:regressor   -0.13854    0.02138   -6.48 1.26e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.049 on 149 degrees of freedom
Output:Multiple R-squared:  0.2199,	Adjusted R-squared:  0.2146 
Output:F-statistic: 41.99 on 1 and 149 DF,  p-value: 1.261e-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  46.209  46.209  41.992 1.261e-09 ***
Output:Residuals 149 163.962   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] 1.40114
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.035966577 -0.0036206422
Output:regressor   -0.003620642  0.0004570949
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.89317    1.74604  0.5115   0.6097
Output:regressor   -0.13854    0.32952 -0.4204   0.6748
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9018 -0.7441  0.0469  0.8807  1.7311 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.77404    0.21182   3.654 0.000357 ***
Output:regressor   -0.30639    0.06017  -5.092 1.06e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.096 on 149 degrees of freedom
Output:Multiple R-squared:  0.1482,	Adjusted R-squared:  0.1425 
Output:F-statistic: 25.93 on 1 and 149 DF,  p-value: 1.056e-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  31.15 31.1503  25.927 1.056e-06 ***
Output:Residuals 149 179.02  1.2015                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.40114
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)   0.0448693 -0.011560901
Output:regressor    -0.0115609  0.003620847
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.77404    1.89857  0.4077   0.6841
Output:regressor   -0.30639    0.92821 -0.3301   0.7418
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0924 -1.0406  0.2866  1.0789  1.6638 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.11427    0.24479  -0.467    0.641
Output:regressor   -0.03184    0.07960  -0.400    0.690
Output:
Output:Residual standard error: 1.187 on 149 degrees of freedom
Output:Multiple R-squared:  0.001072,	Adjusted R-squared:  -0.005632 
Output:F-statistic:  0.16 on 1 and 149 DF,  p-value: 0.6898
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.225  0.2254    0.16 0.6898
Output:Residuals 149 209.946  1.4090               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.40114
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.05992038 -0.017904719
Output:regressor   -0.01790472  0.006336924
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.114274   3.072116 -0.0372   0.9704
Output:regressor   -0.031839   0.499646 -0.0637   0.9493
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0653 -1.0945  0.2884  1.0644  1.6578 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.19398    0.10523  -1.843   0.0673 .
Output:regressor   -0.02189    0.08891  -0.246   0.8059  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.187 on 149 degrees of freedom
Output:Multiple R-squared:  0.0004067,	Adjusted R-squared:  -0.006302 
Output:F-statistic: 0.06062 on 1 and 149 DF,  p-value: 0.8059
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.085 0.08547  0.0606 0.8059
Output:Residuals 149 210.085 1.40997               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.40114
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.011072909 -0.003703977
Output:regressor   -0.003703977  0.007905814
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.193976   1.672748 -0.1160   0.9078
Output:regressor   -0.021891   0.844650 -0.0259   0.9794
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-8.565e-15 -7.200e-17  4.480e-17  1.121e-16  1.039e-15 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.313e-15  1.340e-16 -1.726e+01   <2e-16 ***
Output:regressor    1.000e+00  1.510e-17  6.621e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.411e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.384e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 2407.4  2407.4 4.3836e+33 < 2.2e-16 ***
Output:Residuals 149    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] 16.04942
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.794978e-32 -1.806948e-33
Output:regressor   -1.806948e-33  2.281216e-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) -2.3129e-15  2.8556e-16 -8.0996e+00 1.824e-13 ***
Output:regressor    1.0000e+00  2.8617e-17  3.4944e+16 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Error:Warning message:
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.94425 -0.45365  0.09115  0.45387  1.54664 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.55514    0.13142  -4.224 4.16e-05 ***
Output:regressor    2.65470    0.03733  71.110  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.68 on 149 degrees of freedom
Output:Multiple R-squared:  0.9714,	Adjusted R-squared:  0.9712 
Output:F-statistic:  5057 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 2338.51 2338.51  5056.7 < 2.2e-16 ***
Output:Residuals 149   68.91    0.46                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.017270522 -0.004449875
Output:regressor   -0.004449875  0.001393691
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.55514    0.90711  -0.612   0.5415    
Output:regressor    2.65470    0.25193  10.538   <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:-5.8116 -2.2185  0.5542  2.6714  4.5696 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.7735     0.6218   2.852  0.00496 ** 
Output:regressor     2.1757     0.2022  10.759  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.015 on 149 degrees of freedom
Output:Multiple R-squared:  0.4372,	Adjusted R-squared:  0.4335 
Output:F-statistic: 115.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1052.6 1052.59  115.76 < 2.2e-16 ***
Output:Residuals 149 1354.8    9.09                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.3866784 -0.11554279
Output:regressor    -0.1155428  0.04089345
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  1.77349    3.28444  0.5400 0.590025   
Output:regressor    2.17575    0.77367  2.8122 0.005583 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-8.2259 -1.4672 -0.3262  2.3318  6.6172 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   7.5969     0.2932   25.91  < 2e-16 ***
Output:regressor    -1.5870     0.2449   -6.48 1.26e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.55 on 149 degrees of freedom
Output:Multiple R-squared:  0.2199,	Adjusted R-squared:  0.2146 
Output:F-statistic: 41.99 on 1 and 149 DF,  p-value: 1.261e-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  529.3   529.3  41.992 1.261e-09 ***
Output:Residuals 149 1878.1    12.6                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.08597683 0.01224862
Output:regressor    0.01224862 0.05997387
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)   7.5969     2.8986  2.6208  0.00968 **
Output:regressor    -1.5870     1.3480 -1.1772  0.24098   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-9.076 -2.537  1.872  2.757  5.319 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   8.4430     0.3394  24.873  < 2e-16 ***
Output:regressor    -1.1142     0.2868  -3.885 0.000154 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.83 on 149 degrees of freedom
Output:Multiple R-squared:  0.09196,	Adjusted R-squared:  0.08587 
Output:F-statistic: 15.09 on 1 and 149 DF,  p-value: 0.0001537
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  221.39 221.392   15.09 0.0001537 ***
Output:Residuals 149 2186.02  14.671                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.11521787 -0.03854131
Output:regressor   -0.03854131  0.08226303
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)   8.4430     3.3208  2.5425  0.01203 *
Output:regressor    -1.1142     1.2652 -0.8806  0.37994  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-7.766 -3.292  1.263  3.661  4.315 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   7.2746     0.4109  17.704   <2e-16 ***
Output:regressor     3.6407     1.4489   2.513    0.013 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.937 on 149 degrees of freedom
Output:Multiple R-squared:  0.04065,	Adjusted R-squared:  0.03421 
Output:F-statistic: 6.314 on 1 and 149 DF,  p-value: 0.01305
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   97.86  97.864  6.3137 0.01305 *
Output:Residuals 149 2309.55  15.500                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.1688348 -0.3727492
Output:regressor    -0.3727492  2.0993399
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   7.2746    24.5293  0.2966   0.7672
Output:regressor     3.6407    17.0392  0.2137   0.8311
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-8.660 -3.034  1.343  2.961  5.553 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   8.1725     0.4749  17.210   <2e-16 ***
Output:regressor    -0.2083     0.2856  -0.729    0.467    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.012 on 149 degrees of freedom
Output:Multiple R-squared:  0.003558,	Adjusted R-squared:  -0.00313 
Output:F-statistic: 0.532 on 1 and 149 DF,  p-value: 0.4669
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1    8.56  8.5646   0.532 0.4669
Output:Residuals 149 2398.85 16.0996               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 16.04942
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.22551043 -0.09848978
Output:regressor   -0.09848978  0.08158986
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  8.17247    4.94939  1.6512   0.1008
Output:regressor   -0.20834    2.12404 -0.0981   0.9220
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.894e-16 -6.500e-17 -2.720e-17  1.020e-17  4.238e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.156e-15  7.554e-17 1.531e+01   <2e-16 ***
Output:regressor   1.000e+00  2.457e-17 4.071e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.663e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.657e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq   F value    Pr(>F)    
Output:regressor   1 222.35  222.35 1.657e+33 < 2.2e-16 ***
Output:Residuals 149   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] 1.48235
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.706598e-33 -1.705180e-33
Output:regressor   -1.705180e-33  6.035054e-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) 1.1565e-15 1.5377e-16 7.5207e+00 4.742e-12 ***
Output:regressor   1.0000e+00 4.5697e-17 2.1883e+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:-1.1500 -0.6996 -0.2986  0.6431  2.1597 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.9725     0.1665   5.841 3.14e-08 ***
Output:regressor     0.5803     0.0473  12.271  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8615 on 149 degrees of freedom
Output:Multiple R-squared:  0.5026,	Adjusted R-squared:  0.4993 
Output:F-statistic: 150.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 111.76 111.758  150.57 < 2.2e-16 ***
Output:Residuals 149 110.59   0.742                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.027719239 -0.007142063
Output:regressor   -0.007142063  0.002236878
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.97250    2.30710  0.4215   0.6740
Output:regressor    0.58034    0.51020  1.1375   0.2572
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.2636 -0.8118 -0.2460  0.7960  2.1886 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.23369    0.16568   7.446 7.15e-12 ***
Output:regressor    0.20096    0.01868  10.759  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9164 on 149 degrees of freedom
Output:Multiple R-squared:  0.4372,	Adjusted R-squared:  0.4335 
Output:F-statistic: 115.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  97.219  97.219  115.76 < 2.2e-16 ***
Output:Residuals 149 125.133   0.840                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.027449176 -0.0027632222
Output:regressor   -0.002763222  0.0003488483
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.23369    2.91308  0.4235   0.6725
Output:regressor    0.20096    0.30061  0.6685   0.5049
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.1067 -0.7464  0.2881  0.8053  1.5192 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  2.08592    0.11807  17.667  < 2e-16 ***
Output:regressor    0.61264    0.07102   8.626 8.73e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9976 on 149 degrees of freedom
Output:Multiple R-squared:  0.3331,	Adjusted R-squared:  0.3286 
Output:F-statistic: 74.42 on 1 and 149 DF,  p-value: 8.735e-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  74.061  74.061  74.415 8.735e-15 ***
Output:Residuals 149 148.291   0.995                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.013940541 -0.006088414
Output:regressor   -0.006088414  0.005043699
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.08592    4.01180  0.5199   0.6039
Output:regressor    0.61264    1.64771  0.3718   0.7106
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.74872 -0.71723 -0.00015  0.84166  2.30706 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  2.69332    0.10475  25.713  < 2e-16 ***
Output:regressor    0.28203    0.08851   3.186  0.00175 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.182 on 149 degrees of freedom
Output:Multiple R-squared:  0.0638,	Adjusted R-squared:  0.05752 
Output:F-statistic: 10.15 on 1 and 149 DF,  p-value: 0.001755
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  14.186 14.1857  10.154 0.001755 **
Output:Residuals 149 208.167  1.3971                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.010971777 -0.003670148
Output:regressor   -0.003670148  0.007833608
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.69332    2.63179  1.0234   0.3078
Output:regressor    0.28203    1.12585  0.2505   0.8025
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.84353 -0.56144  0.06057  0.99411  2.08993 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.7176     0.1267  21.448   <2e-16 ***
Output:regressor     0.6072     0.4468   1.359    0.176    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.214 on 149 degrees of freedom
Output:Multiple R-squared:  0.01224,	Adjusted R-squared:  0.005615 
Output:F-statistic: 1.847 on 1 and 149 DF,  p-value: 0.1762
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   2.723  2.7226  1.8471 0.1762
Output:Residuals 149 219.630  1.4740               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01605559 -0.03544712
Output:regressor   -0.03544712  0.19963970
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  2.71764    1.52303  1.7844   0.0764 .
Output:regressor    0.60725    4.40291  0.1379   0.8905  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.93533 -0.66568  0.00668  0.94396  2.25618 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  2.81858    0.10084   27.95   <2e-16 ***
Output:regressor   -0.03368    0.08422   -0.40     0.69    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.221 on 149 degrees of freedom
Output:Multiple R-squared:  0.001072,	Adjusted R-squared:  -0.005632 
Output:F-statistic:  0.16 on 1 and 149 DF,  p-value: 0.6898
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.238 0.23846    0.16 0.6898
Output:Residuals 149 222.114 1.49070               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.48235
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.010168018 0.001448579
Output:regressor   0.001448579 0.007092788
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  2.818580   2.808428  1.0036   0.3172
Output:regressor   -0.033684   0.896408 -0.0376   0.9701
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-5.863e-16 -8.670e-17 -3.720e-17  1.570e-17  6.730e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 7.228e-16  6.660e-17 1.085e+01   <2e-16 ***
Output:regressor   1.000e+00  4.006e-17 2.496e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.628e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.23e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 197.32  197.32 6.2304e+32 < 2.2e-16 ***
Output:Residuals 149   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] 1.315494
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.436214e-33 -1.937479e-33
Output:regressor   -1.937479e-33  1.605026e-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) 7.2279e-16 8.5720e-17 8.4320e+00 2.701e-14 ***
Output:regressor   1.0000e+00 3.5187e-17 2.8419e+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:-1.6524 -0.4955 -0.1869  0.4858  2.0747 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.34158    0.06974   19.24   <2e-16 ***
Output:regressor    0.65829    0.05825   11.30   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8444 on 149 degrees of freedom
Output:Multiple R-squared:  0.4616,	Adjusted R-squared:  0.4579 
Output:F-statistic: 127.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  91.077  91.077  127.72 < 2.2e-16 ***
Output:Residuals 149 106.248   0.713                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0048638407 0.0006929234
Output:regressor   0.0006929234 0.0033928135
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  1.34158    0.94593  1.4183 0.158201   
Output:regressor    0.65829    0.24034  2.7390 0.006914 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9247 -0.8173  0.2665  0.7928  1.1945 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.32901    0.19380  -1.698   0.0917 .  
Output:regressor    0.54368    0.06303   8.626 8.73e-15 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9398 on 149 degrees of freedom
Output:Multiple R-squared:  0.3331,	Adjusted R-squared:  0.3286 
Output:F-statistic: 74.42 on 1 and 149 DF,  p-value: 8.735e-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  65.725  65.725  74.415 8.735e-15 ***
Output:Residuals 149 131.599   0.883                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.03755969 -0.011223154
Output:regressor   -0.01122315  0.003972152
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.32901    1.56102 -0.2108  0.83336  
Output:regressor    0.54368    0.29632  1.8348  0.06853 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0048 -0.8556  0.1651  1.0319  1.5423 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.02004    0.09435  10.812  < 2e-16 ***
Output:regressor    0.39932    0.07972   5.009 1.53e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.065 on 149 degrees of freedom
Output:Multiple R-squared:  0.1441,	Adjusted R-squared:  0.1384 
Output:F-statistic: 25.09 on 1 and 149 DF,  p-value: 1.528e-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  28.439 28.4388   25.09 1.528e-06 ***
Output:Residuals 149 168.885  1.1335                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.008901387 -0.002977586
Output:regressor   -0.002977586  0.006355395
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.02004    1.13535  0.8984   0.3704
Output:regressor    0.39932    0.36237  1.1020   0.2722
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.87482 -0.89986  0.00096  0.65479  2.36988 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.8843     0.1124   7.865 6.90e-13 ***
Output:regressor     1.8184     0.3964   4.587 9.48e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.077 on 149 degrees of freedom
Output:Multiple R-squared:  0.1237,	Adjusted R-squared:  0.1178 
Output:F-statistic: 21.04 on 1 and 149 DF,  p-value: 9.477e-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  24.414 24.4139  21.038 9.477e-06 ***
Output:Residuals 149 172.910  1.1605                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01264025 -0.02790682
Output:regressor   -0.02790682  0.15717241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.88427    3.65739  0.2418   0.8093
Output:regressor    1.81840    8.20047  0.2217   0.8248
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0156 -1.0106  0.2602  0.8931  1.9772 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.34239    0.20768   6.464 1.37e-09 ***
Output:regressor   -0.01708    0.02341  -0.729    0.467    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.149 on 149 degrees of freedom
Output:Multiple R-squared:  0.003558,	Adjusted R-squared:  -0.00313 
Output:F-statistic: 0.532 on 1 and 149 DF,  p-value: 0.4669
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.702  0.7020   0.532 0.4669
Output:Residuals 149 196.622  1.3196               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.043130887 -0.0043418507
Output:regressor   -0.004341851  0.0005481453
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.342394  43.631907  0.0308   0.9755
Output:regressor   -0.017076   7.385198 -0.0023   0.9982
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0832 -0.9986  0.3070  0.8876  1.9964 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.15716    0.22234   5.204 6.35e-07 ***
Output:regressor    0.01565    0.06316   0.248    0.805    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.151 on 149 degrees of freedom
Output:Multiple R-squared:  0.0004119,	Adjusted R-squared:  -0.006297 
Output:F-statistic: 0.0614 on 1 and 149 DF,  p-value: 0.8046
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.081 0.08129  0.0614 0.8046
Output:Residuals 149 197.243 1.32378               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.315494
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04943647 -0.012737665
Output:regressor   -0.01273767  0.003989407
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 1.157160   8.998779  0.1286   0.8979
Output:regressor   0.015651   3.720807  0.0042   0.9966
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-5.099e-16 -3.900e-19  4.220e-18  9.120e-18  5.402e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -3.614e-17  4.559e-18 -7.926e+00 4.89e-13 ***
Output:regressor    1.000e+00  1.608e-17  6.220e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.369e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.869e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 7.3834  7.3834 3.8686e+33 < 2.2e-16 ***
Output:Residuals 149 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] 0.04922286
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.078875e-35 -4.589688e-35
Output:regressor   -4.589688e-35  2.584932e-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) -3.6139e-17  5.9741e-18 -6.0494e+00 1.123e-08 ***
Output:regressor    1.0000e+00  1.3678e-17  7.3112e+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:-0.2766 -0.1453  0.0029  0.1330  0.3243 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.23996    0.01491   16.09   <2e-16 ***
Output:regressor   -0.13320    0.01260  -10.57   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1683 on 149 degrees of freedom
Output:Multiple R-squared:  0.4286,	Adjusted R-squared:  0.4247 
Output:F-statistic: 111.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 3.1642  3.1642  111.74 < 2.2e-16 ***
Output:Residuals 149 4.2192  0.0283                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.223809e-04 -7.438821e-05
Output:regressor   -7.438821e-05  1.587751e-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)  0.239961   0.161872  1.4824  0.14034  
Output:regressor   -0.133199   0.068976 -1.9311  0.05537 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.305299 -0.151053  0.000699  0.169867  0.293892 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.20137    0.01439  13.989   <2e-16 ***
Output:regressor    0.11659    0.01202   9.698   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1743 on 149 degrees of freedom
Output:Multiple R-squared:  0.387,	Adjusted R-squared:  0.3828 
Output:F-statistic: 94.05 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 2.8571 2.85707   94.05 < 2.2e-16 ***
Output:Residuals 149 4.5264 0.03038                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0002072092 0.0000295199
Output:regressor   0.0000295199 0.0001445405
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.20137    0.18601  1.0825   0.2808
Output:regressor    0.11659    0.12099  0.9637   0.3368
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.36213 -0.19417 -0.01302  0.19322  0.35368 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.09542    0.02466   3.869 0.000163 ***
Output:regressor    0.06804    0.01483   4.587 9.48e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2084 on 149 degrees of freedom
Output:Multiple R-squared:  0.1237,	Adjusted R-squared:  0.1178 
Output:F-statistic: 21.04 on 1 and 149 DF,  p-value: 9.477e-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 0.9135 0.91351  21.038 9.477e-06 ***
Output:Residuals 149 6.4699 0.04342                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0006082225 -0.0002656361
Output:regressor   -0.0002656361  0.0002200554
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.095422   0.117794  0.8101   0.4192
Output:regressor   0.068041   0.162068  0.4198   0.6752
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.34039 -0.18839 -0.03889  0.20895  0.35759 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.04686    0.04137   1.133  0.25910    
Output:regressor    0.04093    0.01175   3.483  0.00065 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2141 on 149 degrees of freedom
Output:Multiple R-squared:  0.0753,	Adjusted R-squared:  0.06909 
Output:F-statistic: 12.13 on 1 and 149 DF,  p-value: 0.0006504
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.5560 0.55597  12.133 0.0006504 ***
Output:Residuals 149 6.8275 0.04582                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0017112169 -0.0004409075
Output:regressor   -0.0004409075  0.0001380912
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.046862   0.157301  0.2979   0.7662
Output:regressor   0.040933   0.064057  0.6390   0.5238
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.34457 -0.18679 -0.03517  0.22939  0.37434 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.089111   0.039418   2.261   0.0252 *
Output:regressor   0.011166   0.004444   2.513   0.0130 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.218 on 149 degrees of freedom
Output:Multiple R-squared:  0.04065,	Adjusted R-squared:  0.03421 
Output:F-statistic: 6.314 on 1 and 149 DF,  p-value: 0.01305
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.3001 0.300144  6.3137 0.01305 *
Output:Residuals 149 7.0833 0.047539                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0015537841 -1.564146e-04
Output:regressor   -0.0001564146  1.974686e-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) 0.089111   0.186316  0.4783   0.6332
Output:regressor   0.011166   0.039202  0.2848   0.7762
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.30400 -0.19487 -0.03874  0.21744  0.39518 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.12058    0.04562   2.643   0.0091 **
Output:regressor    0.02016    0.01484   1.359   0.1762   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2212 on 149 degrees of freedom
Output:Multiple R-squared:  0.01224,	Adjusted R-squared:  0.005615 
Output:F-statistic: 1.847 on 1 and 149 DF,  p-value: 0.1762
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0904 0.090408  1.8471 0.1762
Output:Residuals 149 7.2930 0.048946               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.04922286
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0020814951 -0.0006219684
Output:regressor   -0.0006219684  0.0002201300
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.120582   0.174191  0.6922   0.4899
Output:regressor   0.020164   0.075293  0.2678   0.7892
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.342e-16 -8.801e-18 -1.248e-18  1.925e-18  2.291e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  4.429e-18 0.000e+00        1    
Output:regressor   1.000e+00  3.742e-18 2.672e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.998e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.141e+34 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 178.35  178.35 7.1407e+34 < 2.2e-16 ***
Output:Residuals 149   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] 1.188973
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.961431e-35 -6.561145e-36
Output:regressor   -6.561145e-36  1.400419e-35
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 2.6880e-18 0.0000e+00        1    
Output:regressor   1.0000e+00 2.5177e-18 3.9719e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Output:[1] "-------------------------------------------------------------------------------------------"
Error:In summary.lm(x) : essentially perfect fit: summary may be unreliable

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.95165 -0.68337  0.06575  0.61346  1.99729 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.03978    0.08631   12.05   <2e-16 ***
Output:regressor   -3.21741    0.30437  -10.57   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.827 on 149 degrees of freedom
Output:Multiple R-squared:  0.4286,	Adjusted R-squared:  0.4247 
Output:F-statistic: 111.7 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  76.431  76.431  111.74 < 2.2e-16 ***
Output:Residuals 149 101.915   0.684                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007450266 -0.01644851
Output:regressor   -0.016448508  0.09263871
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  1.03978    0.92379  1.1256  0.26216  
Output:regressor   -3.21741    1.76329 -1.8247  0.07006 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.66710 -0.98238 -0.06633  0.93193  1.83031 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.03284    0.11979   0.274    0.784    
Output:regressor    0.36092    0.07205   5.009 1.53e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.012 on 149 degrees of freedom
Output:Multiple R-squared:  0.1441,	Adjusted R-squared:  0.1384 
Output:F-statistic: 25.09 on 1 and 149 DF,  p-value: 1.528e-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  25.704 25.7036   25.09 1.528e-06 ***
Output:Residuals 149 152.642  1.0244                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.014349567 -0.006267053
Output:regressor   -0.006267053  0.005191685
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) 0.032839   1.098722  0.0299   0.9762
Output:regressor   0.360917   0.711455  0.5073   0.6127
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6722 -0.9413 -0.2202  1.0438  2.2324 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.20406    0.20071   5.999 1.44e-08 ***
Output:regressor   -0.23037    0.05702  -4.040 8.52e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.039 on 149 degrees of freedom
Output:Multiple R-squared:  0.09874,	Adjusted R-squared:  0.09269 
Output:F-statistic: 16.32 on 1 and 149 DF,  p-value: 8.521e-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  17.61 17.6101  16.324 8.521e-05 ***
Output:Residuals 149 160.74  1.0788                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04028643 -0.010380092
Output:regressor   -0.01038009  0.003251021
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.20406    5.10355  0.2359   0.8138
Output:regressor   -0.23037    1.23040 -0.1872   0.8517
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7006 -0.9151 -0.2202  1.0453  2.2428 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.12231    0.18848   5.955  1.8e-08 ***
Output:regressor   -0.08254    0.02125  -3.885 0.000154 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.043 on 149 degrees of freedom
Output:Multiple R-squared:  0.09196,	Adjusted R-squared:  0.08587 
Output:F-statistic: 15.09 on 1 and 149 DF,  p-value: 0.0001537
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  16.401 16.4012   15.09 0.0001537 ***
Output:Residuals 149 161.945  1.0869                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.035524071 -0.0035760965
Output:regressor   -0.003576097  0.0004514712
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.12231    5.25851  0.2134   0.8313
Output:regressor   -0.08254    0.49083 -0.1682   0.8667
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.1129 -0.9315 -0.0050  0.9781  2.0369 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.17064    0.21830  -0.782  0.43564   
Output:regressor    0.22621    0.07099   3.186  0.00175 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.059 on 149 degrees of freedom
Output:Multiple R-squared:  0.0638,	Adjusted R-squared:  0.05752 
Output:F-statistic: 10.15 on 1 and 149 DF,  p-value: 0.001755
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  11.378 11.3782  10.154 0.001755 **
Output:Residuals 149 166.968  1.1206                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04765412 -0.014239455
Output:regressor   -0.01423946  0.005039696
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.17064    0.85636 -0.1993   0.8423
Output:regressor    0.22621    0.51989  0.4351   0.6641
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0458 -0.8721 -0.3882  1.0567  2.4291 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46472    0.09034   5.144 8.34e-07 ***
Output:regressor   -0.01858    0.07545  -0.246    0.806    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.094 on 149 degrees of freedom
Output:Multiple R-squared:  0.0004067,	Adjusted R-squared:  -0.006302 
Output:F-statistic: 0.06062 on 1 and 149 DF,  p-value: 0.8059
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.073 0.07253  0.0606 0.8059
Output:Residuals 149 178.273 1.19647               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.188973
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008161067 0.001162660
Output:regressor   0.001162660 0.005692822
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.464719   1.090121  0.4263   0.6705
Output:regressor   -0.018576   0.578982 -0.0321   0.9744
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-9.550e-16 -9.210e-17 -3.410e-17  3.670e-17  6.387e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.156e-15  1.050e-16 1.101e+01   <2e-16 ***
Output:regressor   1.000e+00  2.983e-17 3.353e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.433e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.124e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 331.82  331.82 1.1241e+33 < 2.2e-16 ***
Output:Residuals 149   0.00    0.00                         
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Error:Warning message:
Error:In anova.lm(ols) :
Error:  ANOVA F-tests on an essentially perfect fit are unreliable
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 2.212154
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.102401e-32 -2.840415e-33
Output:regressor   -2.840415e-33  8.896115e-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) 1.1565e-15 2.1200e-16 5.4550e+00 1.992e-07 ***
Output:regressor   1.0000e+00 5.4019e-17 1.8512e+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:-0.54748 -0.17847 -0.03499  0.19701  0.66453 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.294518   0.045644   6.452 1.45e-09 ***
Output:regressor   0.365908   0.005146  71.110  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2525 on 149 degrees of freedom
Output:Multiple R-squared:  0.9714,	Adjusted R-squared:  0.9712 
Output:F-statistic:  5057 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 322.33  322.33  5056.7 < 2.2e-16 ***
Output:Residuals 149   9.50    0.06                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 16.04942
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0020833941 -2.097287e-04
Output:regressor   -0.0002097287  2.647761e-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) 0.294518   0.383474  0.7680    0.4437    
Output:regressor   0.365908   0.046008  7.9531 4.197e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.2735 -0.9764  0.3691  0.9053  1.4566 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.74584    0.21704   3.436 0.000764 ***
Output:regressor    0.86606    0.07058  12.271  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.052 on 149 degrees of freedom
Output:Multiple R-squared:  0.5026,	Adjusted R-squared:  0.4993 
Output:F-statistic: 150.6 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 166.78 166.779  150.57 < 2.2e-16 ***
Output:Residuals 149 165.04   1.108                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 1.48235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04710509 -0.014075402
Output:regressor   -0.01407540  0.004981633
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.74584    0.89437  0.8339 0.405653   
Output:regressor    0.86606    0.32648  2.6527 0.008849 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.3695 -0.7262 -0.1416  0.8860  2.7095 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.0941     0.1138  27.201  < 2e-16 ***
Output:regressor    -0.4837     0.0950  -5.092 1.06e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.377 on 149 degrees of freedom
Output:Multiple R-squared:  0.1482,	Adjusted R-squared:  0.1425 
Output:F-statistic: 25.93 on 1 and 149 DF,  p-value: 1.056e-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  49.181  49.181  25.927 1.056e-06 ***
Output:Residuals 149 282.642   1.897                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 1.40114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.012938907 0.001843332
Output:regressor   0.001843332 0.009025645
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  3.09408    1.12679  2.7459 0.006778 **
Output:regressor   -0.48374    0.49656 -0.9742 0.331548   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.6881 -0.8555  0.5148  0.9579  2.5068 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.3937     0.1255   27.03  < 2e-16 ***
Output:regressor    -0.4286     0.1061   -4.04 8.52e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.417 on 149 degrees of freedom
Output:Multiple R-squared:  0.09874,	Adjusted R-squared:  0.09269 
Output:F-statistic: 16.32 on 1 and 149 DF,  p-value: 8.521e-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  32.765  32.765  16.324 8.521e-05 ***
Output:Residuals 149 299.059   2.007                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 1.188973
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.015762384 -0.005272645
Output:regressor   -0.005272645  0.011253996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  3.39368    1.42619  2.3795   0.0186 *
Output:regressor   -0.42862    0.60535 -0.7080   0.4800  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.1164 -1.1826  0.4068  1.1328  2.0027 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.8662     0.1498  19.138  < 2e-16 ***
Output:regressor     1.8396     0.5281   3.483  0.00065 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.435 on 149 degrees of freedom
Output:Multiple R-squared:  0.0753,	Adjusted R-squared:  0.06909 
Output:F-statistic: 12.13 on 1 and 149 DF,  p-value: 0.0006504
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  24.986 24.9863  12.133 0.0006504 ***
Output:Residuals 149 306.837  2.0593                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 0.04922286
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.02243068 -0.04952188
Output:regressor   -0.04952188  0.27890938
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   2.8662     4.6569  0.6155   0.5392
Output:regressor     1.8396     5.2651  0.3494   0.7273
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.3594 -1.1795  0.3431  0.9906  2.4632 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.16110    0.17658  17.902   <2e-16 ***
Output:regressor    0.02632    0.10621   0.248    0.805    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.492 on 149 degrees of freedom
Output:Multiple R-squared:  0.0004119,	Adjusted R-squared:  -0.006297 
Output:F-statistic: 0.0614 on 1 and 149 DF,  p-value: 0.8046
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   0.14 0.13669  0.0614 0.8046
Output:Residuals 149 331.69 2.22608               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 2.212154
Output:[1] 1.315494
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.03118112 -0.01361809
Output:regressor   -0.01361809  0.01128135
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  3.16110    1.73127  1.8259  0.06987 .
Output:regressor    0.02632    0.97468  0.0270  0.97849  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-4.471e-15 -1.360e-17  3.060e-17  6.930e-17  5.340e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -8.673e-16  6.612e-17 -1.312e+01   <2e-16 ***
Output:regressor    1.000e+00  7.316e-17  1.367e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.762e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.868e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1  26.44   26.44 1.8681e+32 < 2.2e-16 ***
Output:Residuals 149   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] 0.1762661
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 4.372206e-33 4.287992e-33
Output:regressor   4.287992e-33 5.352939e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:               Estimate  Std. Error     t value  Pr(>|t|)    
Output:(Intercept) -8.6735e-16  1.5046e-16 -5.7647e+00 4.551e-08 ***
Output:regressor    1.0000e+00  1.5450e-16  6.4723e+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:-0.48081 -0.24046 -0.06491  0.20191  0.89236 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.27457    0.05582  -4.919 2.27e-06 ***
Output:regressor    0.49337    0.04636  10.641  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3175 on 149 degrees of freedom
Output:Multiple R-squared:  0.4318,	Adjusted R-squared:  0.428 
Output:F-statistic: 113.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 11.417 11.4173  113.24 < 2.2e-16 ***
Output:Residuals 149 15.023  0.1008                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003115447 0.002293774
Output:regressor   0.002293774 0.002149489
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.27457    0.13337 -2.0587  0.04126 *
Output:regressor    0.49337    0.22349  2.2076  0.02880 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.68697 -0.32091  0.00334  0.29120  1.04453 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.90409    0.03169 -28.530  < 2e-16 ***
Output:regressor    3.11010    0.39647   7.844 7.76e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3544 on 149 degrees of freedom
Output:Multiple R-squared:  0.2923,	Adjusted R-squared:  0.2875 
Output:F-statistic: 61.53 on 1 and 149 DF,  p-value: 7.758e-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  7.7278  7.7278  61.535 7.758e-13 ***
Output:Residuals 149 18.7121  0.1256                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001004220 -0.005207775
Output:regressor   -0.005207775  0.157191410
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.90409    0.13194 -6.8524 1.79e-10 ***
Output:regressor    3.11010    1.49468  2.0808  0.03917 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.60927 -0.31632 -0.05408  0.26460  0.92994 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.61305    0.04401 -13.928  < 2e-16 ***
Output:regressor    0.31108    0.05205   5.977 1.61e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3783 on 149 degrees of freedom
Output:Multiple R-squared:  0.1934,	Adjusted R-squared:  0.188 
Output:F-statistic: 35.72 on 1 and 149 DF,  p-value: 1.61e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1  5.113  5.1130  35.722 1.61e-08 ***
Output:Residuals 149 21.327  0.1431                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.001937316 0.001637178
Output:regressor   0.001637178 0.002709034
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.61305    0.19841 -3.0899  0.00239 **
Output:regressor    0.31108    0.41084  0.7572  0.45014   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.62906 -0.36169 -0.07679  0.33292  0.83654 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.66074    0.06520 -10.134   <2e-16 ***
Output:regressor    0.17043    0.06789   2.511   0.0131 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4126 on 149 degrees of freedom
Output:Multiple R-squared:  0.04058,	Adjusted R-squared:  0.03415 
Output:F-statistic: 6.303 on 1 and 149 DF,  p-value: 0.01312
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  1.073 1.07304  6.3028 0.01312 *
Output:Residuals 149 25.367 0.17025                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004251200 0.003794225
Output:regressor   0.003794225 0.004608635
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.66074    0.34861 -1.8953  0.05999 .
Output:regressor    0.17043    0.82788  0.2059  0.83718  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.73073 -0.30817 -0.01458  0.32880  0.87750 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.65088    0.08975  -7.252 2.08e-11 ***
Output:regressor   -0.07586    0.04198  -1.807   0.0728 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4167 on 149 degrees of freedom
Output:Multiple R-squared:  0.02145,	Adjusted R-squared:  0.01488 
Output:F-statistic: 3.266 on 1 and 149 DF,  p-value: 0.07276
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.5671 0.56705  3.2656 0.07276 .
Output:Residuals 149 25.8729 0.17364                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.008055449 -0.003488499
Output:regressor   -0.003488499  0.001762311
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.650885   0.310060 -2.0992  0.03748 *
Output:regressor   -0.075862   0.107822 -0.7036  0.48279  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.64101 -0.34958 -0.05253  0.33327  0.87764 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.73114    0.05817 -12.568   <2e-16 ***
Output:regressor    0.04381    0.02956   1.482     0.14    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4182 on 149 degrees of freedom
Output:Multiple R-squared:  0.01452,	Adjusted R-squared:  0.007911 
Output:F-statistic: 2.196 on 1 and 149 DF,  p-value: 0.1405
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.384 0.38403  2.1961 0.1405
Output:Residuals 149 26.056 0.17487               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1762661
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.003384032 0.0013946907
Output:regressor   0.001394691 0.0008738607
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.731137   0.206530 -3.5401 0.000534 ***
Output:regressor    0.043807   0.497686  0.0880 0.929978    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.953e-16 -6.300e-17 -1.990e-17  2.390e-17  3.977e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.782e-16  4.677e-17 1.236e+01   <2e-16 ***
Output:regressor   1.000e+00  2.377e-17 4.207e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.362e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.77e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq  F value    Pr(>F)    
Output:regressor   1 200.11  200.11 1.77e+33 < 2.2e-16 ***
Output:Residuals 149   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] 1.334093
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.187854e-33 9.016994e-34
Output:regressor   9.016994e-34 5.649709e-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) 5.7823e-16 7.5542e-17 7.6544e+00 2.253e-12 ***
Output:regressor   1.0000e+00 3.0673e-17 3.2602e+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:-1.35896 -0.19536  0.02521  0.23464  1.04571 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.16926    0.07123   2.376   0.0188 *  
Output:regressor    2.14418    0.07417  28.910   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4508 on 149 degrees of freedom
Output:Multiple R-squared:  0.8487,	Adjusted R-squared:  0.8477 
Output:F-statistic: 835.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 169.836 169.836  835.79 < 2.2e-16 ***
Output:Residuals 149  30.278   0.203                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005074189 0.004528749
Output:regressor   0.004528749 0.005500821
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.16926    1.65819  0.1021   0.9188
Output:regressor    2.14418    3.20904  0.6682   0.5051
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.82481 -0.53438  0.01365  0.69988  1.51305 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.78924    0.09811  -8.045 2.49e-13 ***
Output:regressor    1.33496    0.11601  11.507  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8433 on 149 degrees of freedom
Output:Multiple R-squared:  0.4705,	Adjusted R-squared:  0.467 
Output:F-statistic: 132.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  94.16  94.160  132.41 < 2.2e-16 ***
Output:Residuals 149 105.95   0.711                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.009624777 0.008133661
Output:regressor   0.008133661 0.013458744
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.78924    1.35068 -0.5843   0.5599
Output:regressor    1.33496    1.37633  0.9699   0.3336
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7131 -0.9417  0.0014  0.8133  1.8344 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.5878     0.1812  -3.245  0.00145 ** 
Output:regressor     0.9448     0.1505   6.279 3.54e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.031 on 149 degrees of freedom
Output:Multiple R-squared:  0.2092,	Adjusted R-squared:  0.2039 
Output:F-statistic: 39.43 on 1 and 149 DF,  p-value: 3.536e-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  41.871  41.871  39.425 3.536e-09 ***
Output:Residuals 149 158.243   1.062                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.03281695 0.02416175
Output:regressor    0.02416175 0.02264191
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.58778    1.75033 -0.3358   0.7375
Output:regressor    0.94481    0.84872  1.1132   0.2674
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9569 -0.8052 -0.0499  0.8962  1.8826 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.78728    0.09649 -18.523  < 2e-16 ***
Output:regressor    5.77316    1.20722   4.782 4.13e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.079 on 149 degrees of freedom
Output:Multiple R-squared:  0.1331,	Adjusted R-squared:  0.1272 
Output:F-statistic: 22.87 on 1 and 149 DF,  p-value: 4.127e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  26.628 26.6278  22.869 4.127e-06 ***
Output:Residuals 149 173.486  1.1643                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.009310464 -0.04828306
Output:regressor   -0.048283059  1.45737513
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.78728    0.70188 -2.5464   0.0119 *
Output:regressor    5.77316    6.18279  0.9337   0.3519  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7175 -0.6995 -0.2150  0.6048  2.1594 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.5676     0.2324  -2.442   0.0158 *  
Output:regressor    -0.5195     0.1087  -4.779 4.19e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.079 on 149 degrees of freedom
Output:Multiple R-squared:  0.1329,	Adjusted R-squared:  0.1271 
Output:F-statistic: 22.84 on 1 and 149 DF,  p-value: 4.187e-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  26.595 26.5953  22.837 4.187e-06 ***
Output:Residuals 149 173.519  1.1646                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.05402458 -0.02339593
Output:regressor   -0.02339593  0.01181909
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.56759    2.13091 -0.2664  0.79033  
Output:regressor   -0.51953    0.26674 -1.9478  0.05332 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6074 -0.9398 -0.2962  1.2116  1.9849 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.3304     0.2022  -6.580 7.53e-10 ***
Output:regressor     0.3316     0.2237   1.482     0.14    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.15 on 149 degrees of freedom
Output:Multiple R-squared:  0.01452,	Adjusted R-squared:  0.007911 
Output:F-statistic: 2.196 on 1 and 149 DF,  p-value: 0.1405
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1   2.907  2.9066  2.1961 0.1405
Output:Residuals 149 197.207  1.3235               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.334093
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.04088698 0.04009945
Output:regressor    0.04009945 0.05005837
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.33041    1.57155 -0.8466   0.3986
Output:regressor    0.33156    1.14081  0.2906   0.7717
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.442e-16 -3.051e-17 -5.850e-18  1.294e-17  1.679e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.446e-16  1.671e-17 8.652e+00 7.54e-15 ***
Output:regressor   1.000e+00  1.976e-17 5.061e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.436e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.562e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 52.836  52.836 2.5615e+33 < 2.2e-16 ***
Output:Residuals 149  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] 0.3522374
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.791829e-34 2.359305e-34
Output:regressor   2.359305e-34 3.903936e-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) 1.4456e-16 2.3172e-17 6.2386e+00  4.34e-09 ***
Output:regressor   1.0000e+00 2.1566e-17 4.6369e+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:-0.79833 -0.24853  0.00553  0.23017  0.78786 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.32186    0.06024   5.343 3.36e-07 ***
Output:regressor    0.86794    0.05004  17.345  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3427 on 149 degrees of freedom
Output:Multiple R-squared:  0.6688,	Adjusted R-squared:  0.6665 
Output:F-statistic: 300.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 35.335  35.335  300.83 < 2.2e-16 ***
Output:Residuals 149 17.501   0.117                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003629397 0.002672174
Output:regressor   0.002672174 0.002504086
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.32186    0.20926  1.5381 0.126152   
Output:regressor    0.86794    0.32289  2.6880 0.008005 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.69909 -0.28307 -0.04948  0.21387  1.06146 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.14882    0.06061   2.455   0.0152 *  
Output:regressor    0.91482    0.06311  14.496   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3836 on 149 degrees of freedom
Output:Multiple R-squared:  0.5851,	Adjusted R-squared:  0.5823 
Output:F-statistic: 210.1 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 30.916 30.9156  210.15 < 2.2e-16 ***
Output:Residuals 149 21.920  0.1471                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003673551 0.003278669
Output:regressor   0.003278669 0.003982418
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.14882    0.36862  0.4037   0.6870
Output:regressor    0.91482    0.67895  1.3474   0.1799
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.17250 -0.24587 -0.02276  0.23342  1.15925 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.04180    0.06028  -0.693    0.489    
Output:regressor    0.35247    0.03063  11.507   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4333 on 149 degrees of freedom
Output:Multiple R-squared:  0.4705,	Adjusted R-squared:  0.467 
Output:F-statistic: 132.4 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 24.861 24.8608  132.41 < 2.2e-16 ***
Output:Residuals 149 27.975  0.1878                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.003633253 0.0014974044
Output:regressor   0.001497404 0.0009382172
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.041799   0.877184 -0.0477   0.9621
Output:regressor    0.352467   2.641312  0.1334   0.8940
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.37897 -0.28958  0.06341  0.40353  0.93012 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.7241     0.0477 -15.180  < 2e-16 ***
Output:regressor     3.6147     0.5968   6.057 1.08e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5334 on 149 degrees of freedom
Output:Multiple R-squared:  0.1976,	Adjusted R-squared:  0.1922 
Output:F-statistic: 36.69 on 1 and 149 DF,  p-value: 1.081e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 10.439 10.4388  36.687 1.081e-08 ***
Output:Residuals 149 42.397  0.2845                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.002275303 -0.01179947
Output:regressor   -0.011799474  0.35615515
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.72410    0.34656 -2.0894  0.03837 *
Output:regressor    3.61470    2.87745  1.2562  0.21100  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.34900 -0.22094  0.04887  0.34925  1.10313 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.1064     0.0940  -1.132     0.26    
Output:regressor     0.6217     0.1040   5.977 1.61e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5348 on 149 degrees of freedom
Output:Multiple R-squared:  0.1934,	Adjusted R-squared:  0.188 
Output:F-statistic: 35.72 on 1 and 149 DF,  p-value: 1.61e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)    
Output:regressor   1 10.218  10.217  35.722 1.61e-08 ***
Output:Residuals 149 42.618   0.286                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008836007 0.008665816
Output:regressor   0.008665816 0.010818019
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.10637    2.39903 -0.0443   0.9647
Output:regressor    0.62165    3.67888  0.1690   0.8660
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.66055 -0.37319  0.08094  0.46200  0.98205 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.56607    0.12821  -4.415 1.93e-05 ***
Output:regressor   -0.01933    0.05997  -0.322    0.748    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5953 on 149 degrees of freedom
Output:Multiple R-squared:  0.0006971,	Adjusted R-squared:  -0.00601 
Output:F-statistic: 0.1039 on 1 and 149 DF,  p-value: 0.7476
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.037 0.03683  0.1039 0.7476
Output:Residuals 149 52.799 0.35435               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3522374
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.016438763 -0.007118984
Output:regressor   -0.007118984  0.003596350
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.566070   7.415427 -0.0763   0.9393
Output:regressor   -0.019333   1.520593 -0.0127   0.9899
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-3.230e-15  1.030e-17  3.040e-17  4.570e-17  3.761e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.782e-16  4.791e-17 -1.207e+01   <2e-16 ***
Output:regressor    1.000e+00  3.980e-17  2.513e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.726e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.314e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 46.906  46.906 6.3137e+32 < 2.2e-16 ***
Output:Residuals 149  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] 0.3127041
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.295632e-33 1.690178e-33
Output:regressor   1.690178e-33 1.583861e-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) -5.7823e-16  8.9326e-17 -6.4733e+00 1.306e-09 ***
Output:regressor    1.0000e+00  6.6161e-17  1.5115e+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:-0.61673 -0.27592 -0.03964  0.25375  0.88147 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.60147    0.03757  -16.01   <2e-16 ***
Output:regressor    0.77052    0.04442   17.34   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3229 on 149 degrees of freedom
Output:Multiple R-squared:  0.6688,	Adjusted R-squared:  0.6665 
Output:F-statistic: 300.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 31.369 31.3689  300.83 < 2.2e-16 ***
Output:Residuals 149 15.537  0.1043                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.001411340 0.001192688
Output:regressor   0.001192688 0.001973537
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.60147    0.14216 -4.2309 4.05e-05 ***
Output:regressor    0.77052    0.13433  5.7359 5.23e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.1729 -0.2913  0.0824  0.3422  0.7415 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.36600    0.07433  -4.924 2.23e-06 ***
Output:regressor    0.87525    0.08225  10.641  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4229 on 149 degrees of freedom
Output:Multiple R-squared:  0.4318,	Adjusted R-squared:  0.428 
Output:F-statistic: 113.2 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 20.255 20.2548  113.24 < 2.2e-16 ***
Output:Residuals 149 26.651  0.1789                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005525517 0.005419090
Output:regressor   0.005419090 0.006764951
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.36600    0.47730 -0.7668   0.4444
Output:regressor    0.87525    0.55029  1.5905   0.1138
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.82752 -0.31810 -0.09385  0.21818  1.15878 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.55720    0.07407  -7.523 4.68e-12 ***
Output:regressor    0.61937    0.07712   8.032 2.69e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4687 on 149 degrees of freedom
Output:Multiple R-squared:  0.3021,	Adjusted R-squared:  0.2974 
Output:F-statistic: 64.51 on 1 and 149 DF,  p-value: 2.688e-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 14.171 14.1714  64.506 2.688e-13 ***
Output:Residuals 149 32.734  0.2197                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005485881 0.004896187
Output:regressor   0.004896187 0.005947127
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.55720    0.15722 -3.5440 0.0005267 ***
Output:regressor    0.61937    0.47034  1.3169 0.1899030    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.00368 -0.35868  0.03623  0.36115  1.19279 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.19279    0.04359 -27.361  < 2e-16 ***
Output:regressor    3.79293    0.54542   6.954 1.04e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4875 on 149 degrees of freedom
Output:Multiple R-squared:  0.245,	Adjusted R-squared:   0.24 
Output:F-statistic: 48.36 on 1 and 149 DF,  p-value: 1.04e-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 11.494 11.4936  48.361 1.04e-10 ***
Output:Residuals 149 35.412  0.2377                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001900452 -0.009855538
Output:regressor   -0.009855538  0.297479400
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  -1.1928     0.2406 -4.9576 1.919e-06 ***
Output:regressor     3.7929     1.6691  2.2725   0.02449 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.88212 -0.34762 -0.06158  0.30465  1.25085 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.71368    0.06941 -10.283  < 2e-16 ***
Output:regressor    0.22146    0.03527   6.279 3.54e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4989 on 149 degrees of freedom
Output:Multiple R-squared:  0.2092,	Adjusted R-squared:  0.2039 
Output:F-statistic: 39.43 on 1 and 149 DF,  p-value: 3.536e-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  9.814  9.8144  39.425 3.536e-09 ***
Output:Residuals 149 37.091  0.2489                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004817261 0.001985380
Output:regressor   0.001985380 0.001243965
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.71368    0.12705 -5.6173 9.244e-08 ***
Output:regressor    0.22146    0.42839  0.5170     0.606    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.18061 -0.45250  0.09163  0.39956  1.17834 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.88077    0.11972  -7.357 1.17e-11 ***
Output:regressor   -0.09414    0.05600  -1.681   0.0948 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5558 on 149 degrees of freedom
Output:Multiple R-squared:  0.01862,	Adjusted R-squared:  0.01203 
Output:F-statistic: 2.827 on 1 and 149 DF,  p-value: 0.0948
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)  
Output:regressor   1  0.873 0.87330  2.8267 0.0948 .
Output:Residuals 149 46.032 0.30894                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3127041
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.014332041 -0.006206645
Output:regressor   -0.006206645  0.003135457
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.880767   0.659293 -1.3359   0.1836
Output:regressor   -0.094144   0.148517 -0.6339   0.5271
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.025e-16  1.840e-18  4.770e-18  6.270e-18  6.435e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.259e-17  5.196e-18 -4.347e+00 2.54e-05 ***
Output:regressor    1.000e+00  6.501e-17  1.538e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.811e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.366e+32 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 0.79893 0.79893 2.3663e+32 < 2.2e-16 ***
Output:Residuals 149 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] 0.005326182
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.699770e-35 -1.400071e-34
Output:regressor   -1.400071e-34  4.225973e-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) -2.2587e-17  5.5720e-18 -4.0537e+00 8.094e-05 ***
Output:regressor    1.0000e+00  3.1319e-17  3.1929e+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:-0.121609 -0.038224 -0.009532  0.020383  0.197557 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.10841    0.01083  10.013  < 2e-16 ***
Output:regressor    0.09398    0.01198   7.844 7.76e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0616 on 149 degrees of freedom
Output:Multiple R-squared:  0.2923,	Adjusted R-squared:  0.2875 
Output:F-statistic: 61.53 on 1 and 149 DF,  p-value: 7.758e-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 0.23351 0.233509  61.535 7.758e-13 ***
Output:Residuals 149 0.56542 0.003795                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0001172280 0.0001149701
Output:regressor   0.0001149701 0.0001435235
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.108411   0.030761  3.5243 0.0005642 ***
Output:regressor   0.093977   0.025341  3.7085 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:-0.14485 -0.04460  0.00790  0.04884  0.12362 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.127860   0.013360   9.570  < 2e-16 ***
Output:regressor   -0.047855   0.006249  -7.658 2.21e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.06203 on 149 degrees of freedom
Output:Multiple R-squared:  0.2824,	Adjusted R-squared:  0.2776 
Output:F-statistic: 58.65 on 1 and 149 DF,  p-value: 2.205e-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 0.22565 0.225651  58.649 2.205e-12 ***
Output:Residuals 149 0.57328 0.003847                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.784881e-04 -7.729619e-05
Output:regressor   -7.729619e-05  3.904829e-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)  0.127860   0.053552  2.3876  0.01821 *
Output:regressor   -0.047855   0.020930 -2.2865  0.02364 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.11301 -0.04827 -0.01745  0.04555  0.18082 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.10207    0.01118   9.126 4.63e-16 ***
Output:regressor    0.06460    0.00929   6.954 1.04e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.06362 on 149 degrees of freedom
Output:Multiple R-squared:  0.245,	Adjusted R-squared:   0.24 
Output:F-statistic: 48.36 on 1 and 149 DF,  p-value: 1.04e-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 0.19577 0.195767  48.361 1.04e-10 ***
Output:Residuals 149 0.60316 0.004048                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.250855e-04 9.209525e-05
Output:regressor   9.209525e-05 8.630218e-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) 0.102070   0.045113  2.2625  0.02511 *
Output:regressor   0.064604   0.033893  1.9061  0.05856 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.114084 -0.064343  0.003534  0.047068  0.182191 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.08880    0.01028   8.643 7.95e-15 ***
Output:regressor    0.06762    0.01070   6.321 2.86e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.06502 on 149 degrees of freedom
Output:Multiple R-squared:  0.2114,	Adjusted R-squared:  0.2062 
Output:F-statistic: 39.95 on 1 and 149 DF,  p-value: 2.856e-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 0.16893 0.168931  39.954 2.856e-09 ***
Output:Residuals 149 0.63000 0.004228                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.055802e-04 9.423108e-05
Output:regressor   9.423108e-05 1.144573e-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) 0.088804   0.041553  2.1371  0.03422 *
Output:regressor   0.067624   0.039646  1.7057  0.09015 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.092184 -0.056236 -0.007074  0.045133  0.191291 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.066162   0.007631   8.670 6.78e-15 ***
Output:regressor   0.054658   0.009024   6.057 1.08e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.06559 on 149 degrees of freedom
Output:Multiple R-squared:  0.1976,	Adjusted R-squared:  0.1922 
Output:F-statistic: 36.69 on 1 and 149 DF,  p-value: 1.081e-08
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.15785 0.157846  36.687 1.081e-08 ***
Output:Residuals 149 0.64108 0.004303                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.823531e-05 4.921322e-05
Output:regressor   4.921322e-05 8.143296e-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) 0.066162   0.034481  1.9188  0.05692 .
Output:regressor   0.054658   0.037587  1.4542  0.14800  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.101906 -0.064436 -0.005065  0.051399  0.189039 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.069916   0.009484   7.372 1.08e-11 ***
Output:regressor   0.023049   0.004820   4.782 4.13e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.06818 on 149 degrees of freedom
Output:Multiple R-squared:  0.1331,	Adjusted R-squared:  0.1272 
Output:F-statistic: 22.87 on 1 and 149 DF,  p-value: 4.127e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.10631 0.106308  22.869 4.127e-06 ***
Output:Residuals 149 0.69262 0.004648                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.005326182
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.995460e-05 3.707378e-05
Output:regressor   3.707378e-05 2.322904e-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) 0.069916   0.044576  1.5684   0.1189
Output:regressor   0.023049   0.029074  0.7928   0.4292
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.367e-16 -2.720e-17 -5.270e-18  1.498e-17  1.173e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.782e-16  2.321e-17 2.491e+01   <2e-16 ***
Output:regressor   1.000e+00  1.086e-17 9.210e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.078e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.483e+33 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 98.532  98.532 8.4832e+33 < 2.2e-16 ***
Output:Residuals 149  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] 0.6568777
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.388239e-34 -2.333435e-34
Output:regressor   -2.333435e-34  1.178799e-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) 5.7823e-16 4.9076e-17 1.1782e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.1550e-17 4.6404e+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:-2.1750 -0.2394  0.1046  0.4809  1.4245 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.1750     0.0616  35.310  < 2e-16 ***
Output:regressor    -5.9020     0.7707  -7.658 2.21e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6888 on 149 degrees of freedom
Output:Multiple R-squared:  0.2824,	Adjusted R-squared:  0.2776 
Output:F-statistic: 58.65 on 1 and 149 DF,  p-value: 2.205e-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 27.830 27.8295  58.649 2.205e-12 ***
Output:Residuals 149 70.702  0.4745                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.003794364 -0.01967716
Output:regressor   -0.019677161  0.59393512
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  2.17504    0.24445  8.8977 1.784e-15 ***
Output:regressor   -5.90200    4.36606 -1.3518    0.1785    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6926 -0.4686  0.2168  0.5862  1.2796 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.4535     0.1183  12.291  < 2e-16 ***
Output:regressor    -0.6389     0.1231  -5.189 6.81e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7484 on 149 degrees of freedom
Output:Multiple R-squared:  0.1531,	Adjusted R-squared:  0.1474 
Output:F-statistic: 26.93 on 1 and 149 DF,  p-value: 6.806e-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 15.080 15.0804  26.926 6.806e-07 ***
Output:Residuals 149 83.451  0.5601                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01398548 0.01248214
Output:regressor    0.01248214 0.01516136
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  1.45348    5.01194  0.2900   0.7722
Output:regressor   -0.63893    6.55000 -0.0975   0.9224
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6815 -0.4543  0.2412  0.5821  1.3789 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.57123    0.10534  14.916  < 2e-16 ***
Output:regressor   -0.25581    0.05353  -4.779 4.19e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7572 on 149 degrees of freedom
Output:Multiple R-squared:  0.1329,	Adjusted R-squared:  0.1271 
Output:F-statistic: 22.84 on 1 and 149 DF,  p-value: 4.187e-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 13.095 13.0949  22.837 4.187e-06 ***
Output:Residuals 149 85.437  0.5734                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.011096173 0.004573163
Output:regressor   0.004573163 0.002865372
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  1.57123    0.77900  2.0170  0.04549 *
Output:regressor   -0.25581    0.39342 -0.6502  0.51655  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0279 -0.4115  0.2386  0.5688  1.1025 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.7530     0.1414  12.399   <2e-16 ***
Output:regressor    -0.2827     0.1564  -1.807   0.0728 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8044 on 149 degrees of freedom
Output:Multiple R-squared:  0.02145,	Adjusted R-squared:  0.01488 
Output:F-statistic: 3.266 on 1 and 149 DF,  p-value: 0.07276
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  2.113  2.1132  3.2656 0.07276 .
Output:Residuals 149 96.418  0.6471                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01999043 0.01960539
Output:regressor    0.01960539 0.02447450
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.75304    0.49127  3.5684 0.0004836 ***
Output:regressor   -0.28271    0.52135 -0.5423 0.5884450    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9243 -0.3872  0.2011  0.5941  1.0241 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.7685     0.1416  12.488   <2e-16 ***
Output:regressor    -0.1978     0.1176  -1.681   0.0948 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8056 on 149 degrees of freedom
Output:Multiple R-squared:  0.01862,	Adjusted R-squared:  0.01203 
Output:F-statistic: 2.827 on 1 and 149 DF,  p-value: 0.0948
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)  
Output:regressor   1  1.834 1.83448  2.8267 0.0948 .
Output:Residuals 149 96.697 0.64897                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02005339 0.01476448
Output:regressor    0.01476448 0.01383575
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  1.76847    0.61272  2.8863 0.004478 **
Output:regressor   -0.19776    0.46272 -0.4274 0.669711   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.0096 -0.2942  0.2147  0.6055  1.0003 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.95771    0.09457  20.700   <2e-16 ***
Output:regressor   -0.03605    0.11184  -0.322    0.748    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8129 on 149 degrees of freedom
Output:Multiple R-squared:  0.0006971,	Adjusted R-squared:  -0.00601 
Output:F-statistic: 0.1039 on 1 and 149 DF,  p-value: 0.7476
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.069 0.06868  0.1039 0.7476
Output:Residuals 149 98.463 0.66083               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.6568777
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008944293 0.007558601
Output:regressor   0.007558601 0.012507194
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.957714   0.465679  4.2040 4.504e-05 ***
Output:regressor   -0.036054   0.605635 -0.0595    0.9526    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-8.856e-15 -4.800e-18  4.350e-17  1.242e-16  9.061e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.156e-15  1.165e-16 -9.925e+00   <2e-16 ***
Output:regressor    1.000e+00  1.213e-16  8.243e+15   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.373e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.795e+31 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq    F value    Pr(>F)    
Output:regressor   1 36.941  36.941 6.7947e+31 < 2.2e-16 ***
Output:Residuals 149  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] 0.2462732
Output:[1] 0.2462732
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.357582e-32 1.211651e-32
Output:regressor   1.211651e-32 1.471726e-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) -1.1565e-15  2.0947e-16 -5.5210e+00  1.46e-07 ***
Output:regressor    1.0000e+00  1.8904e-16  5.2898e+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:-0.58320 -0.13021  0.01215  0.10984  0.52886 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.19156    0.02694   -7.11  4.5e-11 ***
Output:regressor    0.39581    0.01369   28.91  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1937 on 149 degrees of freedom
Output:Multiple R-squared:  0.8487,	Adjusted R-squared:  0.8477 
Output:F-statistic: 835.8 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 31.3517 31.3517  835.79 < 2.2e-16 ***
Output:Residuals 149  5.5892  0.0375                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 1.334093
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0007259083 0.0002991750
Output:regressor   0.0002991750 0.0001874518
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.191562   0.098027 -1.9542  0.05255 .
Output:regressor    0.395815   0.160319  2.4689  0.01468 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.74762 -0.18047  0.03151  0.21165  0.69809 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.43674    0.03731  -11.71   <2e-16 ***
Output:regressor    0.63961    0.04412   14.50   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3207 on 149 degrees of freedom
Output:Multiple R-squared:  0.5851,	Adjusted R-squared:  0.5823 
Output:F-statistic: 210.1 on 1 and 149 DF,  p-value: < 2.2e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 21.615 21.6152  210.15 < 2.2e-16 ***
Output:Residuals 149 15.326  0.1029                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 0.3522374
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.001392183 0.001176499
Output:regressor   0.001176499 0.001946749
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.43674    0.25586 -1.7070 0.089907 . 
Output:regressor    0.63961    0.19639  3.2568 0.001395 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.86532 -0.32571 -0.01659  0.35230  0.81271 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.30275    0.07312  -4.141 5.78e-05 ***
Output:regressor    0.48779    0.06073   8.032 2.69e-13 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.416 on 149 degrees of freedom
Output:Multiple R-squared:  0.3021,	Adjusted R-squared:  0.2974 
Output:F-statistic: 64.51 on 1 and 149 DF,  p-value: 2.688e-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 11.161  11.161  64.506 2.688e-13 ***
Output:Residuals 149 25.780   0.173                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 0.3127041
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005346376 0.003936314
Output:regressor   0.003936314 0.003688708
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.30275    0.93792 -0.3228   0.7473
Output:regressor    0.48779    0.96012  0.5081   0.6122
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.85135 -0.34295 -0.02562  0.38927  0.92688 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.92688    0.03954 -23.442  < 2e-16 ***
Output:regressor    3.12681    0.49468   6.321 2.86e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4422 on 149 degrees of freedom
Output:Multiple R-squared:  0.2114,	Adjusted R-squared:  0.2062 
Output:F-statistic: 39.95 on 1 and 149 DF,  p-value: 2.856e-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  7.8111  7.8111  39.954 2.856e-09 ***
Output:Residuals 149 29.1299  0.1955                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 0.005326182
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001563312 -0.008107166
Output:regressor   -0.008107166  0.244706562
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.92688    0.21308 -4.3499 2.514e-05 ***
Output:regressor    3.12681    1.66909  1.8734   0.06298 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.25520 -0.33378 -0.01256  0.33819  0.92872 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.34911    0.09870  -3.537  0.00054 ***
Output:regressor   -0.23954    0.04616  -5.189 6.81e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4582 on 149 degrees of freedom
Output:Multiple R-squared:  0.1531,	Adjusted R-squared:  0.1474 
Output:F-statistic: 26.93 on 1 and 149 DF,  p-value: 6.806e-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  5.6539  5.6539  26.926 6.806e-07 ***
Output:Residuals 149 31.2871  0.2100                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 0.6568777
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.009741158 -0.004218513
Output:regressor   -0.004218513  0.002131098
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.34911    3.23774 -0.1078   0.9143
Output:regressor   -0.23954    0.39386 -0.6082   0.5440
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.9552 -0.3323 -0.1185  0.4517  0.9528 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.63254    0.08572  -7.379 1.04e-11 ***
Output:regressor    0.23812    0.09485   2.511   0.0131 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4877 on 149 degrees of freedom
Output:Multiple R-squared:  0.04058,	Adjusted R-squared:  0.03415 
Output:F-statistic: 6.303 on 1 and 149 DF,  p-value: 0.01312
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  1.499 1.49922  6.3028 0.01312 *
Output:Residuals 149 35.442 0.23786                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2462732
Output:[1] 0.1762661
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.007348136 0.007206603
Output:regressor   0.007206603 0.008996403
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.63254    0.93794 -0.6744   0.5011
Output:regressor    0.23812   16.85966  0.0141   0.9888
Output:
Output:[1] "-------------------------------------------------------------------------------------------"