Error:Loading required package: 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:-6.147e-18 -6.130e-19 -4.210e-19 -2.570e-19  7.306e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.259e-18  5.289e-19 4.271e+00 3.45e-05 ***
Output:regressor   1.000e+00  1.645e-17 6.078e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.111e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.694e+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 0.13795 0.13795 3.6943e+33 < 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] 0.0009196371
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.797062e-37 -2.962304e-36
Output:regressor   -2.962304e-36  2.706902e-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 5.2523e-19 4.3005e+00 3.068e-05 ***
Output:regressor   1.0000e+00 5.0912e-18 1.9642e+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:-0.050055 -0.001467  0.000087  0.001511  0.033807 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0013364  0.0005585  -2.393    0.018 *  
Output:regressor    0.4438237  0.0077438  57.314   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006338 on 149 degrees of freedom
Output:Multiple R-squared:  0.9566,	Adjusted R-squared:  0.9563 
Output:F-statistic:  3285 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 0.131960 0.13196  3284.9 < 2.2e-16 ***
Output:Residuals 149 0.005986 0.00004                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.119476e-07 -1.659164e-06
Output:regressor   -1.659164e-06  5.996594e-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) -0.00133639  0.00055024 -2.4287  0.01634 *  
Output:regressor    0.44382366  0.01099458 40.3675  < 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:-0.031263 -0.002323 -0.000821  0.000741  0.044319 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.001801   0.000670   2.688  0.00802 ** 
Output:regressor   1.485299   0.032524  45.668  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007857 on 149 degrees of freedom
Output:Multiple R-squared:  0.9333,	Adjusted R-squared:  0.9329 
Output:F-statistic:  2086 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 0.128748 0.128748  2085.6 < 2.2e-16 ***
Output:Residuals 149 0.009198 0.000062                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.488995e-07 -6.511238e-06
Output:regressor   -6.511238e-06  1.057784e-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) 0.0018007  0.0014351  1.2548   0.2115    
Output:regressor   1.4852986  0.0942464 15.7597   <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:-0.047026 -0.001146 -0.000135  0.001335  0.039192 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0008845  0.0006886   1.284    0.201    
Output:regressor   0.7186999  0.0160442  44.795   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008 on 149 degrees of freedom
Output:Multiple R-squared:  0.9309,	Adjusted R-squared:  0.9304 
Output:F-statistic:  2007 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 0.128410 0.128410  2006.6 < 2.2e-16 ***
Output:Residuals 149 0.009535 0.000064                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.742271e-07 -3.602821e-06
Output:regressor   -3.602821e-06  2.574153e-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) 0.00088450 0.00045053  1.9633  0.05148 .  
Output:regressor   0.71869994 0.05920023 12.1402  < 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:-0.055990 -0.002282 -0.000637  0.000981  0.037434 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0006715  0.0007179  -0.935    0.351    
Output:regressor    1.2153885  0.0278387  43.658   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.008193 on 149 degrees of freedom
Output:Multiple R-squared:  0.9275,	Adjusted R-squared:  0.927 
Output:F-statistic:  1906 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 0.127944 0.127944    1906 < 2.2e-16 ***
Output:Residuals 149 0.010002 0.000067                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.153176e-07 -7.406293e-06
Output:regressor   -7.406293e-06  7.749918e-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) -0.00067147  0.00081146 -0.8275   0.4093    
Output:regressor    1.21538854  0.04593094 26.4612   <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:-0.037468 -0.003883 -0.002660  0.000732  0.047204 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0047705  0.0007949   6.001 1.43e-08 ***
Output:regressor   1.7946569  0.0486011  36.926  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00955 on 149 degrees of freedom
Output:Multiple R-squared:  0.9015,	Adjusted R-squared:  0.9008 
Output:F-statistic:  1364 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 0.124357 0.124357  1363.6 < 2.2e-16 ***
Output:Residuals 149 0.013589 0.000091                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.319238e-07 -8.124670e-06
Output:regressor   -8.124670e-06  2.362064e-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) 0.0047705  0.0024694  1.9319   0.05527 .  
Output:regressor   1.7946569  0.2976155  6.0301 1.236e-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:-0.046778 -0.001406  0.000182  0.001480  0.062653 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 2.829e-05  9.547e-04    0.03    0.976    
Output:regressor   1.407e+00  4.441e-02   31.68   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01094 on 149 degrees of freedom
Output:Multiple R-squared:  0.8707,	Adjusted R-squared:  0.8698 
Output:F-statistic:  1003 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 0.120109 0.12011  1003.4 < 2.2e-16 ***
Output:Residuals 149 0.017836 0.00012                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0009196371
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.114972e-07 -1.530456e-05
Output:regressor   -1.530456e-05  1.972586e-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) 2.8285e-05 8.6013e-04  0.0329    0.9738    
Output:regressor   1.4069e+00 2.4941e-01  5.6406 8.268e-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:-1.598e-16  6.730e-19  1.055e-18  1.427e-18  1.418e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.259e-18  1.141e-18 -1.980e+00   0.0495 *  
Output:regressor    1.000e+00  2.657e-17  3.763e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.325e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.416e+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 0.2486  0.2486 1.4163e+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] 0.001657349
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.300766e-36 -9.882240e-36
Output:regressor   -9.882240e-36  7.060688e-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  1.1376e-18 -1.9855e+00  0.04893 *  
Output:regressor    1.0000e+00  9.7389e-18  1.0268e+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:-0.050703 -0.001501 -0.000271  0.001337  0.060240 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0024328  0.0008041  -3.025  0.00292 ** 
Output:regressor    0.5937797  0.0111487  53.260  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009125 on 149 degrees of freedom
Output:Multiple R-squared:  0.9501,	Adjusted R-squared:  0.9498 
Output:F-statistic:  2837 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 0.236196 0.236196  2836.6 < 2.2e-16 ***
Output:Residuals 149 0.012407 0.000083                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.465860e-07 -3.439015e-06
Output:regressor   -3.439015e-06  1.242938e-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) -0.00243282  0.00082285 -2.9566  0.003618 ** 
Output:regressor    0.59377972  0.04835202 12.2803 < 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:-0.025246 -0.003558 -0.001333  0.001140  0.050339 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0017596  0.0008238  -2.136   0.0343 *  
Output:regressor    1.6486795  0.0319480  51.605   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009402 on 149 degrees of freedom
Output:Multiple R-squared:  0.947,	Adjusted R-squared:  0.9467 
Output:F-statistic:  2663 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 0.235430 0.235430  2663.1 < 2.2e-16 ***
Output:Residuals 149 0.013172 0.000088                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.786797e-07 -9.754180e-06
Output:regressor   -9.754180e-06  1.020674e-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) -0.0017596  0.0013037  -1.3498   0.1791    
Output:regressor    1.6486795  0.0131092 125.7655   <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:-0.041725 -0.002120  0.000681  0.002079  0.040076 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0012726  0.0008329  -1.528    0.129    
Output:regressor    1.9679706  0.0387478  50.789   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009545 on 149 degrees of freedom
Output:Multiple R-squared:  0.9454,	Adjusted R-squared:  0.945 
Output:F-statistic:  2580 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 0.235027 0.235027  2579.5 < 2.2e-16 ***
Output:Residuals 149 0.013576 0.000091                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.937679e-07 -1.164876e-05
Output:regressor   -1.164876e-05  1.501395e-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) -0.0012726  0.0010260 -1.2403   0.2168    
Output:regressor    1.9679706  0.1289214 15.2649   <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:-0.028617 -0.003274 -0.001404 -0.000022  0.069213 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0017043  0.0008807   1.935   0.0549 .  
Output:regressor   1.9968769  0.0427516  46.709   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01033 on 149 degrees of freedom
Output:Multiple R-squared:  0.9361,	Adjusted R-squared:  0.9356 
Output:F-statistic:  2182 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 0.232709 0.232709  2181.7 < 2.2e-16 ***
Output:Residuals 149 0.015893 0.000107                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.756355e-07 -1.125051e-05
Output:regressor   -1.125051e-05  1.827702e-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) 0.0017043  0.0017548  0.9712    0.333    
Output:regressor   1.9968769  0.0288739 69.1586   <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:-0.042509 -0.002475 -0.000664  0.000689  0.073853 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0001782  0.0009295  -0.192    0.848    
Output:regressor    1.2952244  0.0289144  44.795   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01074 on 149 degrees of freedom
Output:Multiple R-squared:  0.9309,	Adjusted R-squared:  0.9304 
Output:F-statistic:  2007 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 0.231418 0.231418  2006.6 < 2.2e-16 ***
Output:Residuals 149 0.017184 0.000115                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.638906e-07 -9.149268e-06
Output:regressor   -9.149268e-06  8.360441e-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) -0.00017818  0.00082917 -0.2149   0.8302    
Output:regressor    1.29522444  0.10701769 12.1029   <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:-0.038703 -0.005579 -0.004197 -0.000773  0.054981 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.005659   0.001006   5.627 8.84e-08 ***
Output:regressor   2.423922   0.061487  39.422  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01208 on 149 degrees of freedom
Output:Multiple R-squared:  0.9125,	Adjusted R-squared:  0.9119 
Output:F-statistic:  1554 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 0.22685 0.226853  1554.1 < 2.2e-16 ***
Output:Residuals 149 0.02175 0.000146                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.001657349
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.011429e-06 -1.300399e-05
Output:regressor   -1.300399e-05  3.780615e-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) 0.0056587  0.0023291  2.4296  0.01631 *  
Output:regressor   2.4239224  0.0508788 47.6411  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-6.693e-18 -5.790e-19 -4.150e-19 -3.330e-19  7.127e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.694e-18  4.914e-19 3.447e+00 0.000737 ***
Output:regressor   1.000e+00  3.005e-17 3.328e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.904e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.108e+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 0.038611 0.038611 1.1077e+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] 0.0002574038
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.415162e-37 -3.105184e-36
Output:regressor   -3.105184e-36  9.027620e-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) 1.6940e-18 4.5346e-19 3.7358e+00 0.0002659 ***
Output:regressor   1.0000e+00 5.4522e-18 1.8341e+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:-0.0112380 -0.0007190  0.0006235  0.0020058  0.0200542 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0027918  0.0003032  -9.207 2.88e-16 ***
Output:regressor    0.6520517  0.0117596  55.449  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003461 on 149 degrees of freedom
Output:Multiple R-squared:  0.9538,	Adjusted R-squared:  0.9535 
Output:F-statistic:  3075 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 0.036826 0.036826  3074.5 < 2.2e-16 ***
Output:Residuals 149 0.001785 0.000012                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.195204e-08 -1.321561e-06
Output:regressor   -1.321561e-06  1.382877e-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) -0.00279175  0.00065687 -4.2501 3.752e-05 ***
Output:regressor    0.65205167  0.02893199 22.5374 < 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:-0.0190430 -0.0003760  0.0006568  0.0014937  0.0190650 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0014241  0.0003258  -4.371 2.31e-05 ***
Output:regressor    0.7901451  0.0158156  49.960  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.003821 on 149 degrees of freedom
Output:Multiple R-squared:  0.9437,	Adjusted R-squared:  0.9433 
Output:F-statistic:  2496 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 0.036436 0.036436    2496 < 2.2e-16 ***
Output:Residuals 149 0.002175 0.000015                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.061506e-07 -1.539702e-06
Output:regressor   -1.539702e-06  2.501325e-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) -0.00142413  0.00040486 -3.5176 0.0005776 ***
Output:regressor    0.79014507  0.04805528 16.4424 < 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:-0.0205797  0.0002358  0.0013199  0.0018282  0.0282728 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0018294  0.0004099  -4.463 1.58e-05 ***
Output:regressor    0.3764608  0.0095495  39.422  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004761 on 149 degrees of freedom
Output:Multiple R-squared:  0.9125,	Adjusted R-squared:  0.9119 
Output:F-statistic:  1554 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 0.035233 0.035233  1554.1 < 2.2e-16 ***
Output:Residuals 149 0.003378 0.000023                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.680028e-07 -1.276359e-06
Output:regressor   -1.276359e-06  9.119364e-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) -0.00182935  0.00083659 -2.1867  0.03033 *  
Output:regressor    0.37646079  0.03871487  9.7239  < 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:-0.020819 -0.000659  0.001036  0.001655  0.034250 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0020575  0.0004373  -4.705 5.74e-06 ***
Output:regressor    0.5023193  0.0136033  36.926  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005052 on 149 degrees of freedom
Output:Multiple R-squared:  0.9015,	Adjusted R-squared:  0.9008 
Output:F-statistic:  1364 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 0.034807 0.034807  1363.6 < 2.2e-16 ***
Output:Residuals 149 0.003803 0.000026                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.912133e-07 -2.025097e-06
Output:regressor   -2.025097e-06  1.850498e-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) -0.00205750  0.00046841 -4.3925 2.115e-05 ***
Output:regressor    0.50231934  0.10588244  4.7441 4.861e-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:-0.024974 -0.000449  0.000953  0.001720  0.051075 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0027379  0.0005213  -5.252 5.11e-07 ***
Output:regressor    0.2232719  0.0072281  30.890  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005916 on 149 degrees of freedom
Output:Multiple R-squared:  0.8649,	Adjusted R-squared:  0.864 
Output:F-statistic: 954.2 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 0.033396 0.033396  954.16 < 2.2e-16 ***
Output:Residuals 149 0.005215 0.000035                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.717827e-07 -1.445538e-06
Output:regressor   -1.445538e-06  5.224502e-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) -0.0027379  0.0010756 -2.5456   0.01192 *  
Output:regressor    0.2232719  0.0265342  8.4145 2.989e-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:-0.034552  0.000244  0.001551  0.002118  0.026884 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0022573  0.0005487  -4.114 6.42e-05 ***
Output:regressor    0.7342734  0.0255267  28.765  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006288 on 149 degrees of freedom
Output:Multiple R-squared:  0.8474,	Adjusted R-squared:  0.8464 
Output:F-statistic: 827.4 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 0.032719 0.032719  827.42 < 2.2e-16 ***
Output:Residuals 149 0.005892 0.000040                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0002574038
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.010992e-07 -5.055626e-06
Output:regressor   -5.055626e-06  6.516137e-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) -0.00225730  0.00076619 -2.9462 0.0037352 ** 
Output:regressor    0.73427336  0.19060826  3.8523 0.0001734 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.289e-18 -6.600e-19 -2.490e-19  1.180e-19  6.194e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.129e-18  4.626e-19 2.441e+00   0.0158 *  
Output:regressor   1.000e+00  2.152e-17 4.647e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.301e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.159e+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 0.060685 0.060685 2.1592e+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] 0.0004045653
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.140057e-37 -3.593276e-36
Output:regressor   -3.593276e-36  4.631332e-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) 1.1294e-18 5.1275e-19 2.2025e+00  0.02916 *  
Output:regressor   1.0000e+00 1.4427e-17 6.9313e+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:-0.0156804 -0.0013961 -0.0007148  0.0008212  0.0227809 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.001035   0.000406   2.549   0.0118 *  
Output:regressor   0.480389   0.009458  50.789   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004716 on 149 degrees of freedom
Output:Multiple R-squared:  0.9454,	Adjusted R-squared:  0.945 
Output:F-statistic:  2580 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 0.057371 0.057371  2579.5 < 2.2e-16 ***
Output:Residuals 149 0.003314 0.000022                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004045653
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.648149e-07 -1.252139e-06
Output:regressor   -1.252139e-06  8.946318e-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) 0.00103503 0.00075316  1.3743   0.1714    
Output:regressor   0.48038932 0.01883895 25.4998   <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:-0.0202625 -0.0020513 -0.0012960  0.0003208  0.0272257 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0017258  0.0004753   3.631 0.000387 ***
Output:regressor   0.9800689  0.0230712  42.480  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005573 on 149 degrees of freedom
Output:Multiple R-squared:  0.9237,	Adjusted R-squared:  0.9232 
Output:F-statistic:  1805 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 0.056056 0.056056  1804.6 < 2.2e-16 ***
Output:Residuals 149 0.004628 0.000031                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004045653
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.258876e-07 -3.276475e-06
Output:regressor   -3.276475e-06  5.322799e-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) 0.0017258  0.0011066  1.5596    0.121    
Output:regressor   0.9800689  0.0440992 22.2242   <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:-0.028941 -0.001848 -0.000934  0.000282  0.035430 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0009857  0.0006281   1.569    0.119    
Output:regressor   0.6189002  0.0195385  31.676   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007257 on 149 degrees of freedom
Output:Multiple R-squared:  0.8707,	Adjusted R-squared:  0.8698 
Output:F-statistic:  1003 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 0.052838 0.052838  1003.4 < 2.2e-16 ***
Output:Residuals 149 0.007846 0.000053                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004045653
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.944663e-07 -4.177702e-06
Output:regressor   -4.177702e-06  3.817511e-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) 0.00098567 0.00103592  0.9515   0.3429    
Output:regressor   0.61890025 0.06276481  9.8606   <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:-0.027110 -0.002074 -0.000817  0.000397  0.044117 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -6.865e-07  6.456e-04  -0.001    0.999    
Output:regressor    2.804e-01  8.952e-03  31.328   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007327 on 149 degrees of freedom
Output:Multiple R-squared:  0.8682,	Adjusted R-squared:  0.8673 
Output:F-statistic: 981.5 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 0.052686 0.052686  981.47 < 2.2e-16 ***
Output:Residuals 149 0.007998 0.000054                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004045653
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.168468e-07 -2.217094e-06
Output:regressor   -2.217094e-06  8.013080e-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) -6.8646e-07  1.1248e-03 -0.0006   0.9995    
Output:regressor    2.8044e-01  2.2831e-02 12.2833   <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:-0.016762 -0.002628 -0.001122  0.000094  0.047030 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0003508  0.0006673   0.526      0.6    
Output:regressor   0.7751536  0.0258766  29.956   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007616 on 149 degrees of freedom
Output:Multiple R-squared:  0.8576,	Adjusted R-squared:  0.8566 
Output:F-statistic: 897.4 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 0.052043 0.052043  897.35 < 2.2e-16 ***
Output:Residuals 149 0.008641 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] 0.0004045653
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.452371e-07 -6.399076e-06
Output:regressor   -6.399076e-06  6.695970e-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) 0.00035078 0.00181238  0.1935   0.8468    
Output:regressor   0.77515360 0.01090688 71.0701   <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:-0.006625 -0.003445 -0.002661 -0.000792  0.047523 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0037890  0.0006562   5.774 4.35e-08 ***
Output:regressor   1.1540682  0.0401207  28.765  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.007884 on 149 degrees of freedom
Output:Multiple R-squared:  0.8474,	Adjusted R-squared:  0.8464 
Output:F-statistic: 827.4 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 0.051424 0.051424  827.42 < 2.2e-16 ***
Output:Residuals 149 0.009260 0.000062                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0004045653
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.306363e-07 -5.536708e-06
Output:regressor   -5.536708e-06  1.609673e-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) 0.0037890  0.0022244  1.7034  0.09058 .  
Output:regressor   1.1540682  0.0274048 42.1119  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-8.002e-19  5.822e-20  6.688e-20  6.936e-20  1.780e-18 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  2.643e-20 0.000e+00        1    
Output:regressor   1.000e+00  1.025e-18 9.758e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.016e-19 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 9.522e+35 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 0.086614 0.086614 9.5219e+35 < 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] 0.0005774282
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.983163e-40 -1.003640e-38
Output:regressor   -1.003640e-38  1.050206e-36
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 2.6802e-20 0.0000e+00        1    
Output:regressor   1.0000e+00 7.3833e-19 1.3544e+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:-0.0196530 -0.0032885 -0.0011610  0.0009768  0.0218979 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0045253  0.0004315   10.49   <2e-16 ***
Output:regressor   1.4627331  0.0263800   55.45   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005184 on 149 degrees of freedom
Output:Multiple R-squared:  0.9538,	Adjusted R-squared:  0.9535 
Output:F-statistic:  3075 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 0.082611 0.082611  3074.5 < 2.2e-16 ***
Output:Residuals 149 0.004004 0.000027                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.861756e-07 -2.393667e-06
Output:regressor   -2.393667e-06  6.959045e-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) 0.00452532 0.00092362  4.8995 2.478e-06 ***
Output:regressor   1.46273309 0.02097324 69.7428 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-0.0287048 -0.0009633  0.0004495  0.0019046  0.0149548 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0015171  0.0004778   3.176  0.00182 ** 
Output:regressor   0.5744078  0.0111308  51.605  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00555 on 149 degrees of freedom
Output:Multiple R-squared:  0.947,	Adjusted R-squared:  0.9467 
Output:F-statistic:  2663 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 0.082025 0.082025  2663.1 < 2.2e-16 ***
Output:Residuals 149 0.004589 0.000031                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.282482e-07 -1.734058e-06
Output:regressor   -1.734058e-06  1.238954e-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) 0.00151711 0.00073172  2.0734  0.03986 *  
Output:regressor   0.57440785 0.03900356 14.7271  < 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:-0.023343 -0.001269  0.000116  0.001336  0.051292 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0012053  0.0005619   2.145   0.0336 *  
Output:regressor   0.7631267  0.0174795  43.658   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006492 on 149 degrees of freedom
Output:Multiple R-squared:  0.9275,	Adjusted R-squared:  0.927 
Output:F-statistic:  1906 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 0.080334 0.080334    1906 < 2.2e-16 ***
Output:Residuals 149 0.006280 0.000042                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.157110e-07 -3.343623e-06
Output:regressor   -3.343623e-06  3.055345e-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) 0.00120531 0.00053862  2.2378  0.02672 *  
Output:regressor   0.76312675 0.03839638 19.8750  < 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:-0.026810 -0.001836 -0.000474  0.000981  0.048835 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0023433  0.0005621   4.169 5.18e-05 ***
Output:regressor   1.1718410  0.0272866  42.946  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006592 on 149 degrees of freedom
Output:Multiple R-squared:  0.9253,	Adjusted R-squared:  0.9247 
Output:F-statistic:  1844 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 0.080140 0.080140  1844.3 < 2.2e-16 ***
Output:Residuals 149 0.006474 0.000043                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.159732e-07 -4.583157e-06
Output:regressor   -4.583157e-06  7.445572e-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) 0.00234329 0.00085155  2.7518  0.006663 ** 
Output:regressor   1.17184099 0.02428516 48.2534 < 2.2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Error:Warning message:
Error:In meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights,  :
Error:  more weights than observations, only first n used
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:      Min        1Q    Median        3Q       Max 
Output:-0.027580 -0.001404  0.000316  0.001716  0.046220 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 3.289e-06  5.930e-04   0.006    0.996    
Output:regressor   3.453e-01  8.222e-03  41.992   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00673 on 149 degrees of freedom
Output:Multiple R-squared:  0.9221,	Adjusted R-squared:  0.9216 
Output:F-statistic:  1763 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 0.079866 0.079866  1763.3 < 2.2e-16 ***
Output:Residuals 149 0.006749 0.000045                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.517065e-07 -1.870631e-06
Output:regressor   -1.870631e-06  6.760883e-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) 3.2895e-06 8.0065e-04  0.0041   0.9967    
Output:regressor   3.4528e-01 2.2434e-02 15.3910   <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:-0.051467 -0.001172  0.000675  0.002363  0.035365 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.0009728  0.0007939   1.225    0.222    
Output:regressor   1.1063617  0.0369331  29.956   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.009098 on 149 degrees of freedom
Output:Multiple R-squared:  0.8576,	Adjusted R-squared:  0.8566 
Output:F-statistic: 897.4 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 0.074280 0.074280  897.35 < 2.2e-16 ***
Output:Residuals 149 0.012334 0.000083                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0005774282
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  6.303062e-07 -0.0000105832
Output:regressor   -1.058320e-05  0.0013640562
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.00097276 0.00092215  1.0549    0.2932    
Output:regressor   1.10636173 0.21180914  5.2234 5.819e-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:
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:-8.011e-18 -3.406e-19 -2.781e-19  1.094e-19  3.122e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.129e-18  2.328e-19 4.852e+00 3.06e-06 ***
Output:regressor   1.000e+00  1.130e-17 8.850e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.73e-18 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 7.831e+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 0.058359 0.058359 7.8315e+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] 0.0003890632
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.418880e-38 -7.860027e-37
Output:regressor   -7.860027e-37  1.276901e-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) 1.1294e-18 2.2034e-19 5.1256e+00 9.067e-07 ***
Output:regressor   1.0000e+00 5.5161e-18 1.8129e+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:-0.0194387 -0.0020732 -0.0010529  0.0002744  0.0241710 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.002048   0.000391   5.237 5.47e-07 ***
Output:regressor   1.194296   0.023905  49.960  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.004697 on 149 degrees of freedom
Output:Multiple R-squared:  0.9437,	Adjusted R-squared:  0.9433 
Output:F-statistic:  2496 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 0.055072 0.055072    2496 < 2.2e-16 ***
Output:Residuals 149 0.003288 0.000022                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.528810e-07 -1.965597e-06
Output:regressor   -1.965597e-06  5.714529e-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) 0.00204759 0.00050806   4.0302 8.858e-05 ***
Output:regressor   1.19429610 0.01152644 103.6136 < 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:-0.0286652 -0.0003289  0.0003567  0.0012883  0.0252459 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0004054  0.0004308  -0.941    0.348    
Output:regressor    0.4687675  0.0100360  46.709   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005004 on 149 degrees of freedom
Output:Multiple R-squared:  0.9361,	Adjusted R-squared:  0.9356 
Output:F-statistic:  2182 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 0.054629 0.054629  2181.7 < 2.2e-16 ***
Output:Residuals 149 0.003731 0.000025                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.855539e-07 -1.409699e-06
Output:regressor   -1.409699e-06  1.007205e-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) -0.00040539  0.00072276 -0.5609   0.5757    
Output:regressor    0.46876751  0.01665754 28.1415   <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:-0.026488 -0.000623  0.000199  0.001307  0.031985 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0007211  0.0004423   -1.63    0.105    
Output:regressor    0.6283729  0.0137595   45.67   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.00511 on 149 degrees of freedom
Output:Multiple R-squared:  0.9333,	Adjusted R-squared:  0.9329 
Output:F-statistic:  2086 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 0.054468 0.054468  2085.6 < 2.2e-16 ***
Output:Residuals 149 0.003891 0.000026                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.956292e-07 -2.071864e-06
Output:regressor   -2.071864e-06  1.893234e-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) -0.00072107  0.00048924 -1.4739   0.1426    
Output:regressor    0.62837286  0.03689977 17.0292   <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:-0.034139 -0.001005  0.000097  0.001129  0.023132 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0013901  0.0004741  -2.932   0.0039 ** 
Output:regressor    0.7895703  0.0183853  42.946   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005411 on 149 degrees of freedom
Output:Multiple R-squared:  0.9253,	Adjusted R-squared:  0.9247 
Output:F-statistic:  1844 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 0.053997 0.053997  1844.3 < 2.2e-16 ***
Output:Residuals 149 0.004362 0.000029                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.247606e-07 -3.230324e-06
Output:regressor   -3.230324e-06  3.380199e-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) -0.00139007  0.00097712 -1.4226   0.1569    
Output:regressor    0.78957028  0.01259519 62.6883   <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:-0.0251193 -0.0004420  0.0008175  0.0016535  0.0265935 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0011571  0.0004769  -2.426   0.0165 *  
Output:regressor    0.9425146  0.0221872  42.480   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.005466 on 149 degrees of freedom
Output:Multiple R-squared:  0.9237,	Adjusted R-squared:  0.9232 
Output:F-statistic:  1805 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 0.053908 0.053908  1804.6 < 2.2e-16 ***
Output:Residuals 149 0.004451 0.000030                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.274691e-07 -3.819335e-06
Output:regressor   -3.819335e-06  4.922697e-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) -0.0011571  0.0005522 -2.0954   0.03783 *  
Output:regressor    0.9425146  0.1067726  8.8273 2.698e-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:-0.034236 -0.001158  0.000224  0.001344  0.054082 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.0015109  0.0006008  -2.515    0.013 *  
Output:regressor    0.2770816  0.0083305  33.261   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.006818 on 149 degrees of freedom
Output:Multiple R-squared:  0.8813,	Adjusted R-squared:  0.8805 
Output:F-statistic:  1106 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 0.051432 0.051432  1106.3 < 2.2e-16 ***
Output:Residuals 149 0.006927 0.000046                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.0003890632
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.610124e-07 -1.920126e-06
Output:regressor   -1.920126e-06  6.939770e-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) -0.00151087  0.00095071 -1.5892   0.1141    
Output:regressor    0.27708160  0.01005385 27.5597   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.167e-16 -8.680e-19  1.199e-18  1.836e-18  1.849e-17 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  8.856e-19 0.000e+00        1    
Output:regressor   1.000e+00  1.228e-17 8.145e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.005e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.633e+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 0.66992 0.66992 6.6333e+33 < 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] 0.004466114
Output:[1] 0.004466114
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  7.842334e-37 -4.171123e-36
Output:regressor   -4.171123e-36  1.507538e-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 8.3695e-19 0.0000e+00        1    
Output:regressor   1.0000e+00 2.9686e-18 3.3686e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Error:Output: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:-0.052354 -0.004166 -0.001105  0.002762  0.121343 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.004081   0.001209   3.376 0.000939 ***
Output:regressor   2.155380   0.037607  57.314  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01397 on 149 degrees of freedom
Output:Multiple R-squared:  0.9566,	Adjusted R-squared:  0.9563 
Output:F-statistic:  3285 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 0.64085 0.64085  3284.9 < 2.2e-16 ***
Output:Residuals 149 0.02907 0.00020                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.0009196371
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.461372e-06 -1.547706e-05
Output:regressor   -1.547706e-05  1.414267e-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) 0.0040810  0.0013278  3.0735  0.002517 ** 
Output:regressor   2.1553798  0.0290431 74.2132 < 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:-0.072797 -0.003148 -0.000494  0.001536  0.090971 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.005274   0.001289    4.09 7.05e-05 ***
Output:regressor   1.600078   0.030043   53.26  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01498 on 149 degrees of freedom
Output:Multiple R-squared:  0.9501,	Adjusted R-squared:  0.9498 
Output:F-statistic:  2837 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 0.63648 0.63648  2836.6 < 2.2e-16 ***
Output:Residuals 149 0.03343 0.00022                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.001657349
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.662774e-06 -1.263251e-05
Output:regressor   -1.263251e-05  9.025705e-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) 0.0052735  0.0025834  2.0413  0.04299 *  
Output:regressor   1.6000785  0.1728170  9.2588  < 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:-0.086601 -0.005534 -0.002087  0.002136  0.080774 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.002147   0.001640   1.309    0.192    
Output:regressor   2.670554   0.063597  41.992   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.01872 on 149 degrees of freedom
Output:Multiple R-squared:  0.9221,	Adjusted R-squared:  0.9216 
Output:F-statistic:  1763 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 0.61772 0.61772  1763.3 < 2.2e-16 ***
Output:Residuals 149 0.05220 0.00035                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.0005774282
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  2.689335e-06 -3.86519e-05
Output:regressor   -3.865190e-05  4.04452e-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) 0.0021470  0.0031262  0.6868   0.4933    
Output:regressor   2.6705540  0.1294720 20.6265   <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:-0.115904 -0.006419 -0.002955  0.002531  0.132303 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.00809    0.00197   4.107  6.6e-05 ***
Output:regressor    3.18066    0.09563  33.261  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.0231 on 149 degrees of freedom
Output:Multiple R-squared:  0.8813,	Adjusted R-squared:  0.8805 
Output:F-statistic:  1106 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 0.59040 0.59040  1106.3 < 2.2e-16 ***
Output:Residuals 149 0.07952 0.00053                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.0003890632
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.880759e-06 -5.628999e-05
Output:regressor   -5.628999e-05  9.144596e-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) 0.0080897  0.0102338  0.7905   0.4305    
Output:regressor   3.1806610  0.2493390 12.7564   <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:-0.074273 -0.004224 -0.000192  0.004302  0.112195 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.003649   0.002124   1.718   0.0879 .  
Output:regressor   3.095848   0.098819  31.328   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02434 on 149 degrees of freedom
Output:Multiple R-squared:  0.8682,	Adjusted R-squared:  0.8673 
Output:F-statistic: 981.5 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 0.58162 0.58162  981.47 < 2.2e-16 ***
Output:Residuals 149 0.08830 0.00059                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.0004045653
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.512334e-06 -7.576464e-05
Output:regressor   -7.576464e-05  9.765216e-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) 0.0036489  0.0050634  0.7207    0.4723    
Output:regressor   3.0958479  0.7640044  4.0521 8.143e-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:-0.134011 -0.009443 -0.006153  0.000499  0.123387 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.014344   0.002051   6.993 8.47e-11 ***
Output:regressor   3.873905   0.125411  30.890  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.02464 on 149 degrees of freedom
Output:Multiple R-squared:  0.8649,	Adjusted R-squared:  0.864 
Output:F-statistic: 954.2 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 0.57943 0.57943  954.16 < 2.2e-16 ***
Output:Residuals 149 0.09048 0.00061                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.004466114
Output:[1] 0.0002574038
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.207728e-06 -5.409893e-05
Output:regressor   -5.409893e-05  1.572804e-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) 0.014344   0.029250  0.4904   0.6246    
Output:regressor   3.873905   0.375547 10.3154   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Error:Warning message:
Error:In summary.lm(ols) : essentially perfect fit: summary may be unreliable
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.289e-15  3.260e-18  7.490e-18  1.467e-17  7.111e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -7.228e-17  1.083e-17 -6.674e+00 4.58e-10 ***
Output:regressor    1.000e+00  4.423e-17  2.261e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.066e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 5.111e+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 5.8115  5.8115 5.1111e+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] 0.03874353
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.172734e-34 -2.865662e-34
Output:regressor   -2.865662e-34  1.956543e-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-17  9.0635e-18 -7.9747e+00 3.713e-13 ***
Output:regressor    1.0000e+00  1.1187e-17  8.9389e+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:-0.27413 -0.11057 -0.07402  0.05490  0.80444 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07413    0.02372   3.126 0.002134 ** 
Output:regressor    0.20000    0.05017   3.987 0.000105 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1877 on 149 degrees of freedom
Output:Multiple R-squared:  0.09639,	Adjusted R-squared:  0.09032 
Output:F-statistic: 15.89 on 1 and 149 DF,  p-value: 0.0001046
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 0.5601 0.56015  15.893 0.0001046 ***
Output:Residuals 149 5.2514 0.03524                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0005625902 -0.0009101888
Output:regressor   -0.0009101888  0.0025166497
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.074134   0.027037  2.7420 0.006855 **
Output:regressor   0.199995   0.072888  2.7439 0.006818 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.22099 -0.12574 -0.05339  0.07015  0.85975 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.04346    0.03755   1.157  0.24895   
Output:regressor    0.17753    0.05887   3.016  0.00302 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1917 on 149 degrees of freedom
Output:Multiple R-squared:  0.05752,	Adjusted R-squared:  0.0512 
Output:F-statistic: 9.094 on 1 and 149 DF,  p-value: 0.003016
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1 0.3343 0.33428  9.0936 0.003016 **
Output:Residuals 149 5.4772 0.03676                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001410129 -0.002010804
Output:regressor   -0.002010804  0.003465660
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.043464   0.047542  0.9142  0.36208  
Output:regressor   0.177526   0.077667  2.2857  0.02368 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.21947 -0.12601 -0.06659  0.05500  0.81706 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.11151    0.02407   4.634 7.78e-06 ***
Output:regressor    0.10795    0.05587   1.932   0.0552 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1951 on 149 degrees of freedom
Output:Multiple R-squared:  0.02444,	Adjusted R-squared:  0.0179 
Output:F-statistic: 3.733 on 1 and 149 DF,  p-value: 0.05523
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1421 0.14206  3.7334 0.05523 .
Output:Residuals 149 5.6695 0.03805                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0005792017 -0.001010648
Output:regressor   -0.0010106480  0.003121534
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.111514   0.031975  3.4875 0.000641 ***
Output:regressor   0.107953   0.087686  1.2311 0.220213    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.19407 -0.13537 -0.06592  0.07870  0.80365 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.08995    0.04606   1.953   0.0527 .
Output:regressor    0.11869    0.09073   1.308   0.1928  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1964 on 149 degrees of freedom
Output:Multiple R-squared:  0.01136,	Adjusted R-squared:  0.004721 
Output:F-statistic: 1.711 on 1 and 149 DF,  p-value: 0.1928
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0660 0.065994  1.7114 0.1928
Output:Residuals 149 5.7455 0.038561               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002121705 -0.003919451
Output:regressor   -0.003919451  0.008231147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.089949   0.051637  1.7420  0.08358 .
Output:regressor   0.118689   0.110043  1.0786  0.28252  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.25375 -0.13532 -0.07791  0.08748  0.81775 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.13532    0.01969   6.871 1.62e-10 ***
Output:regressor    0.30595    0.31423   0.974    0.332    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1969 on 149 degrees of freedom
Output:Multiple R-squared:  0.006322,	Adjusted R-squared:  -0.000347 
Output:F-statistic: 0.948 on 1 and 149 DF,  p-value: 0.3318
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0367 0.036740   0.948 0.3318
Output:Residuals 149 5.7748 0.038757               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000387821 -0.003598674
Output:regressor   -0.003598674  0.098743612
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.135315   0.029089  4.6517 7.206e-06 ***
Output:regressor   0.305950   0.313993  0.9744    0.3314    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.16207 -0.12981 -0.07464  0.07075  0.84012 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.12655    0.02973   4.256 3.66e-05 ***
Output:regressor    0.03553    0.04465   0.796    0.427    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1971 on 149 degrees of freedom
Output:Multiple R-squared:  0.004232,	Adjusted R-squared:  -0.002451 
Output:F-statistic: 0.6332 on 1 and 149 DF,  p-value: 0.4274
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0246 0.024593  0.6332 0.4274
Output:Residuals 149 5.7869 0.038838               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03874353
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008838806 -0.001117626
Output:regressor   -0.0011176257  0.001993207
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.126545   0.050902  2.4861  0.01402 *
Output:regressor   0.035526   0.062158  0.5715  0.56849  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.247e-17 -1.550e-17 -6.650e-18 -2.020e-18  1.210e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.084e-16  1.244e-17 8.719e+00  5.1e-15 ***
Output:regressor   1.000e+00  2.887e-17 3.464e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.008e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.2e+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  12.19   12.19 1.1999e+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] 0.08126379
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.546385e-34 -2.698285e-34
Output:regressor   -2.698285e-34  8.334047e-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) 1.0842e-16 1.1030e-17 9.8296e+00 < 2.2e-16 ***
Output:regressor   1.0000e+00 1.1514e-17 8.6851e+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:-0.45070 -0.17000 -0.02841  0.10146  0.76047 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.06291    0.05086   1.237    0.218    
Output:regressor    0.44959    0.07973   5.639 8.32e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2597 on 149 degrees of freedom
Output:Multiple R-squared:  0.1759,	Adjusted R-squared:  0.1704 
Output:F-statistic:  31.8 on 1 and 149 DF,  p-value: 8.323e-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  2.144 2.14403  31.801 8.323e-08 ***
Output:Residuals 149 10.046 0.06742                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002586245 -0.003687912
Output:regressor   -0.003687912  0.006356187
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.062908   0.043428  1.4486    0.1496    
Output:regressor   0.449594   0.107743  4.1728 5.092e-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:-0.46702 -0.18755 -0.06158  0.10229  0.72573 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.05627    0.06289   0.895    0.372    
Output:regressor    0.56175    0.12388   4.535 1.18e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2681 on 149 degrees of freedom
Output:Multiple R-squared:  0.1213,	Adjusted R-squared:  0.1154 
Output:F-statistic: 20.56 on 1 and 149 DF,  p-value: 1.177e-05
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.4783 1.47835  20.565 1.177e-05 ***
Output:Residuals 149 10.7112 0.07189                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.003955429 -0.00730691
Output:regressor   -0.007306910  0.01534507
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.056274   0.082192  0.6847 0.494619   
Output:regressor   0.561754   0.203400  2.7618 0.006472 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.44434 -0.19255 -0.09203  0.11539  0.77070 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.44434    0.04152  10.701  < 2e-16 ***
Output:regressor   -0.21504    0.06235  -3.449 0.000733 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2752 on 149 degrees of freedom
Output:Multiple R-squared:  0.07392,	Adjusted R-squared:  0.0677 
Output:F-statistic: 11.89 on 1 and 149 DF,  p-value: 0.0007329
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  0.901 0.90102  11.893 0.0007329 ***
Output:Residuals 149 11.289 0.07576                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001724181 -0.002180146
Output:regressor   -0.002180146  0.003888139
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.444341   0.095461  4.6547 7.117e-06 ***
Output:regressor   -0.215037   0.121856 -1.7647   0.07967 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.45949 -0.18511 -0.09405  0.09990  0.73941 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24687    0.03519   7.016 7.46e-11 ***
Output:regressor    0.21261    0.07442   2.857  0.00489 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2785 on 149 degrees of freedom
Output:Multiple R-squared:  0.05194,	Adjusted R-squared:  0.04557 
Output:F-statistic: 8.162 on 1 and 149 DF,  p-value: 0.004889
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  0.6331 0.63307  8.1623 0.004889 **
Output:Residuals 149 11.5565 0.07756                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001238069 -0.002003015
Output:regressor   -0.002003015  0.005538288
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.246871   0.046614  5.2960 4.17e-07 ***
Output:regressor   0.212615   0.103648  2.0513  0.04199 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.50086 -0.18450 -0.08576  0.08521  0.70940 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29060    0.02869  10.129   <2e-16 ***
Output:regressor    0.22643    0.11719   1.932   0.0552 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2825 on 149 degrees of freedom
Output:Multiple R-squared:  0.02444,	Adjusted R-squared:  0.0179 
Output:F-statistic: 3.733 on 1 and 149 DF,  p-value: 0.05523
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.298 0.297960  3.7334 0.05523 .
Output:Residuals 149 11.892 0.079809                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008231409 -0.002011405
Output:regressor   -0.0020114046  0.013732952
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.290602   0.042924  6.7701 2.768e-10 ***
Output:regressor   0.226430   0.172746  1.3108     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:-0.35770 -0.17620 -0.09512  0.11034  0.70620 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.2938     0.0283  10.382   <2e-16 ***
Output:regressor     0.8221     0.4516   1.821   0.0707 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2829 on 149 degrees of freedom
Output:Multiple R-squared:  0.02176,	Adjusted R-squared:  0.0152 
Output:F-statistic: 3.315 on 1 and 149 DF,  p-value: 0.07067
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2653 0.265278  3.3148 0.07067 .
Output:Residuals 149 11.9243 0.080029                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.08126379
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008008067 -0.007430856
Output:regressor   -0.0074308565  0.203894463
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.293805   0.048533  6.0537 1.099e-08 ***
Output:regressor   0.822110   0.489504  1.6795   0.09516 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.611e-16 -2.180e-17 -1.118e-17  6.900e-19  2.293e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 3.614e-16  3.738e-17 9.669e+00   <2e-16 ***
Output:regressor   1.000e+00  5.860e-17 1.707e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.908e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.912e+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 10.607  10.607 2.9124e+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] 0.07071294
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.397079e-33 -1.992195e-33
Output:regressor   -1.992195e-33  3.433585e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 3.6139e-16 4.3622e-17 8.2846e+00 6.322e-14 ***
Output:regressor   1.0000e+00 5.6582e-17 1.7673e+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:-0.52884 -0.20011 -0.04736  0.20393  0.54848 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24708    0.05541   4.459 1.61e-05 ***
Output:regressor    0.69960    0.10914   6.410 1.81e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2362 on 149 degrees of freedom
Output:Multiple R-squared:  0.2162,	Adjusted R-squared:  0.2109 
Output:F-statistic: 41.09 on 1 and 149 DF,  p-value: 1.806e-09
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 2.2929  2.2929  41.093 1.806e-09 ***
Output:Residuals 149 8.3140  0.0558                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003070195 -0.005671606
Output:regressor   -0.005671606  0.011910808
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.247076   0.099697  2.4783   0.01432 *  
Output:regressor   0.699604   0.166496  4.2019 4.541e-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:-0.49694 -0.15877 -0.00797  0.18314  0.51385 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.45354    0.02988  15.177  < 2e-16 ***
Output:regressor    0.39122    0.06937   5.639 8.32e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2422 on 149 degrees of freedom
Output:Multiple R-squared:  0.1759,	Adjusted R-squared:  0.1704 
Output:F-statistic:  31.8 on 1 and 149 DF,  p-value: 8.323e-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 1.8657 1.86566  31.801 8.323e-08 ***
Output:Residuals 149 8.7413 0.05867                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008930219 -0.001558232
Output:regressor   -0.0015582324  0.004812829
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.453544   0.050736  8.9394 1.396e-15 ***
Output:regressor   0.391221   0.076147  5.1377 8.587e-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:-0.69076 -0.17931 -0.01662  0.20621  0.46725 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.53275    0.02631  20.252  < 2e-16 ***
Output:regressor    0.32401    0.10745   3.016  0.00302 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.259 on 149 degrees of freedom
Output:Multiple R-squared:  0.05752,	Adjusted R-squared:  0.0512 
Output:F-statistic: 9.094 on 1 and 149 DF,  p-value: 0.003016
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1 0.6101 0.61012  9.0936 0.003016 **
Output:Residuals 149 9.9968 0.06709                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006919835 -0.001690912
Output:regressor   -0.0016909119  0.011544775
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.532752   0.040729 13.0804  < 2e-16 ***
Output:regressor   0.324012   0.147463  2.1972  0.02955 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.54351 -0.18476 -0.01773  0.22519  0.48491 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.51509    0.03298  15.618   <2e-16 ***
Output:regressor    0.18006    0.06975   2.581   0.0108 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.261 on 149 degrees of freedom
Output:Multiple R-squared:  0.04281,	Adjusted R-squared:  0.03638 
Output:F-statistic: 6.664 on 1 and 149 DF,  p-value: 0.0108
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)  
Output:regressor   1  0.4541 0.45406  6.6637 0.0108 *
Output:Residuals 149 10.1529 0.06814                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001087697 -0.001759734
Output:regressor   -0.001759734  0.004865622
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.515085   0.052005  9.9045  < 2e-16 ***
Output:regressor   0.180064   0.089826  2.0046  0.04682 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.63372 -0.19124 -0.02081  0.22299  0.48809 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.51191    0.03970  12.895   <2e-16 ***
Output:regressor    0.12181    0.05961   2.043   0.0428 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2631 on 149 degrees of freedom
Output:Multiple R-squared:  0.02726,	Adjusted R-squared:  0.02073 
Output:F-statistic: 4.175 on 1 and 149 DF,  p-value: 0.04278
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2891 0.289127  4.1753 0.04278 *
Output:Residuals 149 10.3178 0.069247                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001575914 -0.001992670
Output:regressor   -0.001992670  0.003553788
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.511906   0.073279  6.9857 8.782e-11 ***
Output:regressor   0.121812   0.086314  1.4113    0.1603    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.59016 -0.19303 -0.02524  0.22064  0.44821 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.55179    0.02639  20.911   <2e-16 ***
Output:regressor    0.77990    0.42105   1.852    0.066 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2638 on 149 degrees of freedom
Output:Multiple R-squared:  0.02251,	Adjusted R-squared:  0.01595 
Output:F-statistic: 3.431 on 1 and 149 DF,  p-value: 0.06597
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.2387 0.238738  3.4309 0.06597 .
Output:Residuals 149 10.3682 0.069585                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.07071294
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0006963037 -0.006461151
Output:regressor   -0.0064611507  0.177286811
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.551785   0.049814 11.0769   <2e-16 ***
Output:regressor   0.779902   0.462597  1.6859   0.0939 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.804e-15 -8.130e-18  1.311e-17  2.653e-17  2.376e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.891e-16  2.953e-17 9.789e+00   <2e-16 ***
Output:regressor   1.000e+00  6.247e-17 1.601e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.338e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.563e+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 14.004  14.004 2.5627e+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] 0.09336266
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  8.723032e-34 -1.411259e-33
Output:regressor   -1.411259e-33  3.902097e-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) 2.8912e-16 1.0264e-17 2.8168e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 6.5417e-17 1.5287e+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:-0.49318 -0.22141 -0.07771  0.22738  0.70892 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.2911     0.0296   9.835  < 2e-16 ***
Output:regressor     0.4819     0.1209   3.987 0.000105 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2914 on 149 degrees of freedom
Output:Multiple R-squared:  0.09639,	Adjusted R-squared:  0.09032 
Output:F-statistic: 15.89 on 1 and 149 DF,  p-value: 0.0001046
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.3498 1.34982  15.893 0.0001046 ***
Output:Residuals 149 12.6546 0.08493                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0008759538 -0.002140457
Output:regressor   -0.0021404567  0.014614061
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.291079   0.038787  7.5045 5.185e-12 ***
Output:regressor   0.481940   0.129132  3.7322 0.0002695 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.49533 -0.21526 -0.08478  0.22390  0.71742 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.28258    0.03683   7.673 2.03e-12 ***
Output:regressor    0.24427    0.08550   2.857  0.00489 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2985 on 149 degrees of freedom
Output:Multiple R-squared:  0.05194,	Adjusted R-squared:  0.04557 
Output:F-statistic: 8.162 on 1 and 149 DF,  p-value: 0.004889
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value   Pr(>F)   
Output:regressor   1  0.7273 0.72732  8.1623 0.004889 **
Output:Residuals 149 13.2771 0.08911                    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001356406 -0.002366790
Output:regressor   -0.002366790  0.007310176
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.28258    0.05379  5.2534 5.072e-07 ***
Output:regressor    0.24427    0.08690  2.8109  0.005605 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.46147 -0.21100 -0.09305  0.22784  0.68712 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.22373    0.05875   3.808 0.000204 ***
Output:regressor    0.23774    0.09210   2.581 0.010804 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.2999 on 149 degrees of freedom
Output:Multiple R-squared:  0.04281,	Adjusted R-squared:  0.03638 
Output:F-statistic: 6.664 on 1 and 149 DF,  p-value: 0.0108
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)  
Output:regressor   1  0.5995 0.59950  6.6637 0.0108 *
Output:Residuals 149 13.4049 0.08997                 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.003451120 -0.004921199
Output:regressor   -0.004921199  0.008481780
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.223729   0.076177  2.9370 0.003841 **
Output:regressor   0.237739   0.106567  2.2309 0.027183 * 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.4561 -0.2237 -0.1187  0.2372  0.6973 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.24949    0.07124   3.502  0.00061 ***
Output:regressor    0.23557    0.14032   1.679  0.09529 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3037 on 149 degrees of freedom
Output:Multiple R-squared:  0.01856,	Adjusted R-squared:  0.01198 
Output:F-statistic: 2.818 on 1 and 149 DF,  p-value: 0.09529
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1  0.260 0.259970  2.8183 0.09529 .
Output:Residuals 149 13.744 0.092244                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.005075529 -0.009376083
Output:regressor   -0.009376083  0.019690493
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.249495   0.089794  2.7785 0.006164 **
Output:regressor   0.235570   0.154740  1.5224 0.130039   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.3902 -0.2419 -0.1069  0.2155  0.6747 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.32526    0.04611   7.053  6.1e-11 ***
Output:regressor    0.06493    0.06925   0.938     0.35    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3057 on 149 degrees of freedom
Output:Multiple R-squared:  0.005866,	Adjusted R-squared:  -0.0008062 
Output:F-statistic: 0.8792 on 1 and 149 DF,  p-value: 0.3499
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0821 0.082148  0.8792 0.3499
Output:Residuals 149 13.9223 0.093438               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002126446 -0.002688792
Output:regressor   -0.002688792  0.004795272
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.325260   0.071612  4.5420 1.143e-05 ***
Output:regressor   0.064930   0.102265  0.6349    0.5265    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-0.3629 -0.2456 -0.1079  0.2405  0.6379 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.36294    0.03067  11.835   <2e-16 ***
Output:regressor   -0.03480    0.48934  -0.071    0.943    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3066 on 149 degrees of freedom
Output:Multiple R-squared:  3.394e-05,	Adjusted R-squared:  -0.006677 
Output:F-statistic: 0.005057 on 1 and 149 DF,  p-value: 0.9434
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0005 0.000475  0.0051 0.9434
Output:Residuals 149 14.0039 0.093986               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.09336266
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.000940470 -0.008726821
Output:regressor   -0.008726821  0.239454301
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.362935   0.049165  7.3820 1.02e-11 ***
Output:regressor   -0.034798   0.593960 -0.0586   0.9534    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-4.391e-17 -5.280e-18 -3.720e-18 -2.570e-18  5.016e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 3.162e-17  4.152e-18 7.617e+00 2.78e-12 ***
Output:regressor   1.000e+00  6.625e-17 1.509e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.15e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.279e+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 0.3925  0.3925 2.2786e+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] 0.002616674
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.723678e-35 -1.599438e-34
Output:regressor   -1.599438e-34  4.388680e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 3.1622e-17 4.7942e-18 6.5959e+00  6.91e-10 ***
Output:regressor   1.0000e+00 4.5809e-17 2.1830e+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:-0.05869 -0.02672 -0.01046  0.01126  0.33829 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.01474    0.01189   1.240   0.2169  
Output:regressor    0.04558    0.02342   1.946   0.0535 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05068 on 149 degrees of freedom
Output:Multiple R-squared:  0.02479,	Adjusted R-squared:  0.01825 
Output:F-statistic: 3.788 on 1 and 149 DF,  p-value: 0.05351
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00973 0.0097308  3.7879 0.05351 .
Output:Residuals 149 0.38277 0.0025689                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0001413490 -0.0002611156
Output:regressor   -0.0002611156  0.0005483628
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0147427  0.0092657  1.5911  0.11371  
Output:regressor   0.0455757  0.0223536  2.0389  0.04323 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.04856 -0.02697 -0.00993  0.01367  0.35343 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.019700   0.009939   1.982   0.0493 *
Output:regressor   0.028860   0.015581   1.852   0.0660 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05074 on 149 degrees of freedom
Output:Multiple R-squared:  0.02251,	Adjusted R-squared:  0.01595 
Output:F-statistic: 3.431 on 1 and 149 DF,  p-value: 0.06597
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00883 0.0088343  3.4309 0.06597 .
Output:Residuals 149 0.38367 0.0025749                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  9.877585e-05 -0.0001408516
Output:regressor   -1.408516e-04  0.0002427603
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0197000  0.0076387  2.5790  0.01088 *
Output:regressor   0.0288596  0.0141357  2.0416  0.04295 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.05435 -0.02763 -0.01046  0.01482  0.33275 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.027874   0.006263   4.451 1.67e-05 ***
Output:regressor   0.026472   0.014540   1.821   0.0707 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05076 on 149 degrees of freedom
Output:Multiple R-squared:  0.02176,	Adjusted R-squared:  0.0152 
Output:F-statistic: 3.315 on 1 and 149 DF,  p-value: 0.07067
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value  Pr(>F)  
Output:regressor   1 0.00854 0.0085419  3.3148 0.07067 .
Output:Residuals 149 0.38396 0.0025769                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.922583e-05 -6.844509e-05
Output:regressor   -6.844509e-05  2.114027e-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) 0.0278740  0.0058307  4.7805 4.157e-06 ***
Output:regressor   0.0264718  0.0221970  1.1926    0.2349    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.04318 -0.03084 -0.01092  0.01194  0.34392 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.043178   0.007715   5.597 1.02e-07 ***
Output:regressor   -0.012009   0.011585  -1.037    0.302    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05114 on 149 degrees of freedom
Output:Multiple R-squared:  0.00716,	Adjusted R-squared:  0.0004966 
Output:F-statistic: 1.075 on 1 and 149 DF,  p-value: 0.3016
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00281 0.0028103  1.0745 0.3016
Output:Residuals 149 0.38969 0.0026154               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.952029e-05 -7.526062e-05
Output:regressor   -7.526062e-05  1.342221e-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)  0.043178   0.010743  4.0192 9.239e-05 ***
Output:regressor   -0.012009   0.013947 -0.8611    0.3906    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.05142 -0.02934 -0.01259  0.01216  0.35368 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.033418   0.005196   6.432 1.62e-09 ***
Output:regressor   0.020663   0.021223   0.974    0.332    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05116 on 149 degrees of freedom
Output:Multiple R-squared:  0.006322,	Adjusted R-squared:  -0.000347 
Output:F-statistic: 0.948 on 1 and 149 DF,  p-value: 0.3318
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq   Mean Sq F value Pr(>F)
Output:regressor   1 0.00248 0.0024814   0.948 0.3318
Output:Residuals 149 0.39002 0.0026176               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.699729e-05 -6.596983e-05
Output:regressor   -6.596983e-05  4.504119e-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) 0.0334182  0.0049717  6.7216 3.575e-10 ***
Output:regressor   0.0206634  0.0213666  0.9671    0.3351    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.03680 -0.02911 -0.01342  0.01350  0.35052 
Output:
Output:Coefficients:
Output:              Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.0367973  0.0064844   5.675 7.02e-08 ***
Output:regressor   -0.0009753  0.0137147  -0.071    0.943    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.05132 on 149 degrees of freedom
Output:Multiple R-squared:  3.394e-05,	Adjusted R-squared:  -0.006677 
Output:F-statistic: 0.005057 on 1 and 149 DF,  p-value: 0.9434
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq    Mean Sq F value Pr(>F)
Output:regressor   1 0.00001 0.00001332  0.0051 0.9434
Output:Residuals 149 0.39249 0.00263415               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.002616674
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.204794e-05 -6.802743e-05
Output:regressor   -6.802743e-05  1.880942e-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)  0.03679734  0.00724135  5.0816 1.106e-06 ***
Output:regressor   -0.00097527  0.01529336 -0.0638    0.9492    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.850e-16 -3.693e-17 -7.470e-18  2.270e-18  2.664e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.891e-16  3.342e-17 8.651e+00 7.55e-15 ***
Output:regressor   1.000e+00  5.018e-17 1.993e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.215e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.971e+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 19.485  19.485 3.9708e+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] 0.1299028
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.116764e-33 -1.412096e-33
Output:regressor   -1.412096e-33  2.518375e-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) 2.8912e-16 5.7506e-17 5.0275e+00 1.408e-06 ***
Output:regressor   1.0000e+00 7.2655e-17 1.3764e+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:-0.67201 -0.32827  0.01196  0.32799  0.67173 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.67201    0.04294  15.651  < 2e-16 ***
Output:regressor   -0.34374    0.09968  -3.449 0.000733 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.348 on 149 degrees of freedom
Output:Multiple R-squared:  0.07392,	Adjusted R-squared:  0.0677 
Output:F-statistic: 11.89 on 1 and 149 DF,  p-value: 0.0007329
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  1.4403 1.44031  11.893 0.0007329 ***
Output:Residuals 149 18.0451 0.12111                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001843515 -0.003216747
Output:regressor   -0.003216747  0.009935392
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.672010   0.056544 11.8848  < 2e-16 ***
Output:regressor   -0.343743   0.164650 -2.0877  0.03852 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.65466 -0.25401  0.03961  0.34534  0.56912 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.43088    0.06986   6.168 6.19e-09 ***
Output:regressor    0.22377    0.10951   2.043   0.0428 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3567 on 149 degrees of freedom
Output:Multiple R-squared:  0.02726,	Adjusted R-squared:  0.02073 
Output:F-statistic: 4.175 on 1 and 149 DF,  p-value: 0.04278
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1  0.5311 0.53114  4.1753 0.04278 *
Output:Residuals 149 18.9543 0.12721                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.004879823 -0.006958489
Output:regressor   -0.006958489  0.011993089
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.430882   0.081995  5.2550 5.035e-07 ***
Output:regressor   0.223774   0.154407  1.4492    0.1494    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.58245 -0.29623  0.03687  0.38238  0.49705 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.58245    0.03604  16.159   <2e-16 ***
Output:regressor   -0.59620    0.57515  -1.037    0.302    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3603 on 149 degrees of freedom
Output:Multiple R-squared:  0.00716,	Adjusted R-squared:  0.0004966 
Output:F-statistic: 1.075 on 1 and 149 DF,  p-value: 0.3016
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1395 0.13952  1.0745 0.3016
Output:Residuals 149 19.3459 0.12984               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.001299225 -0.01205579
Output:regressor   -0.012055787  0.33079742
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.582445   0.054805 10.6276   <2e-16 ***
Output:regressor   -0.596198   0.544703 -1.0945   0.2755    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.61839 -0.28474  0.03874  0.37149  0.47196 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.52804    0.04556  11.591   <2e-16 ***
Output:regressor    0.09034    0.09635   0.938     0.35    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3606 on 149 degrees of freedom
Output:Multiple R-squared:  0.005866,	Adjusted R-squared:  -0.0008062 
Output:F-statistic: 0.8792 on 1 and 149 DF,  p-value: 0.3499
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value Pr(>F)
Output:regressor   1  0.1143 0.11430  0.8792 0.3499
Output:Residuals 149 19.3711 0.13001               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.002075265 -0.003357476
Output:regressor   -0.003357476  0.009283338
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.528044   0.067452  7.8284 8.49e-13 ***
Output:regressor   0.090342   0.141060  0.6404   0.5229    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.65842 -0.28707  0.03273  0.37644  0.45673 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.54327    0.03665  14.824   <2e-16 ***
Output:regressor    0.11912    0.14969   0.796    0.427    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3609 on 149 degrees of freedom
Output:Multiple R-squared:  0.004232,	Adjusted R-squared:  -0.002451 
Output:F-statistic: 0.6332 on 1 and 149 DF,  p-value: 0.4274
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0825 0.082457  0.6332 0.4274
Output:Residuals 149 19.4030 0.130221               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.001343080 -0.003281913
Output:regressor   -0.003281913  0.022407404
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.543271   0.054822  9.9097   <2e-16 ***
Output:regressor   0.119115   0.250525  0.4755   0.6352    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.57653 -0.29809  0.02294  0.37771  0.46079 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.58897    0.08479   6.946 1.09e-10 ***
Output:regressor   -0.05933    0.16701  -0.355    0.723    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3615 on 149 degrees of freedom
Output:Multiple R-squared:  0.0008464,	Adjusted R-squared:  -0.005859 
Output:F-statistic: 0.1262 on 1 and 149 DF,  p-value: 0.7229
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1  0.0165 0.016492  0.1262 0.7229
Output:Residuals 149 19.4689 0.130664               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.1299028
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.007189469 -0.01328119
Output:regressor   -0.013281188  0.02789151
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.588970   0.121169  4.8607 2.936e-06 ***
Output:regressor   -0.059332   0.295088 -0.2011    0.8409    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.199e-15  6.330e-18  1.314e-17  1.895e-17  1.755e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.059e-16  4.262e-17 1.187e+01   <2e-16 ***
Output:regressor   1.000e+00  8.395e-17 1.191e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.817e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.419e+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 4.6847  4.6847 1.4189e+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] 0.03123148
Output:[1] 0.03123148
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.816687e-33 -3.355987e-33
Output:regressor   -3.355987e-33  7.047830e-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) 5.0595e-16 6.1661e-18 8.2053e+01 < 2.2e-16 ***
Output:regressor   1.0000e+00 2.4988e-17 4.0019e+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:-0.38644 -0.09985 -0.02297  0.08386  0.54600 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.29689    0.03075   9.656  < 2e-16 ***
Output:regressor    0.30899    0.04820   6.410 1.81e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.157 on 149 degrees of freedom
Output:Multiple R-squared:  0.2162,	Adjusted R-squared:  0.2109 
Output:F-statistic: 41.09 on 1 and 149 DF,  p-value: 1.806e-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 1.0127 1.01270  41.093 1.806e-09 ***
Output:Residuals 149 3.6720 0.02464                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.07071294
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)    regressor
Output:(Intercept)  0.0009453695 -0.001348070
Output:regressor   -0.0013480700  0.002323424
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.296894   0.031410  9.4522 < 2.2e-16 ***
Output:regressor   0.308991   0.045647  6.7691 2.783e-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:-0.45835 -0.11905 -0.03214  0.11042  0.45010 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.40627    0.02051  19.811  < 2e-16 ***
Output:regressor    0.21589    0.04761   4.535 1.18e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1662 on 149 degrees of freedom
Output:Multiple R-squared:  0.1213,	Adjusted R-squared:  0.1154 
Output:F-statistic: 20.56 on 1 and 149 DF,  p-value: 1.177e-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 0.5682 0.56816  20.565 1.177e-05 ***
Output:Residuals 149 4.1166 0.02763                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.08126379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0004205539 -0.0007338238
Output:regressor   -0.0007338238  0.0022665221
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.406274   0.028317 14.3472 < 2.2e-16 ***
Output:regressor   0.215895   0.060214  3.5855 0.0004554 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.38968 -0.14837 -0.03405  0.12140  0.50794 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.45635    0.01752  26.053   <2e-16 ***
Output:regressor    0.54397    0.27950   1.946   0.0535 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1751 on 149 degrees of freedom
Output:Multiple R-squared:  0.02479,	Adjusted R-squared:  0.01825 
Output:F-statistic: 3.788 on 1 and 149 DF,  p-value: 0.05351
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.1161 0.116143  3.7879 0.05351 .
Output:Residuals 149 4.5686 0.030662                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.002616674
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)   regressor
Output:(Intercept)  0.0003068148 -0.00284700
Output:regressor   -0.0028470001  0.07811853
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.456348   0.028744 15.8765  < 2e-16 ***
Output:regressor   0.543972   0.223434  2.4346  0.01609 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.43091 -0.13524 -0.01552  0.11541  0.49128 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.44767    0.02219  20.171   <2e-16 ***
Output:regressor    0.07880    0.04694   1.679   0.0953 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1757 on 149 degrees of freedom
Output:Multiple R-squared:  0.01856,	Adjusted R-squared:  0.01198 
Output:F-statistic: 2.818 on 1 and 149 DF,  p-value: 0.09529
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.0870 0.086965  2.8183 0.09529 .
Output:Residuals 149 4.5978 0.030857                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.09336266
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0004925663 -0.0007969004
Output:regressor   -0.0007969004  0.0022034100
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.447673   0.028935  15.472   <2e-16 ***
Output:regressor   0.078802   0.054421   1.448   0.1497    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.39549 -0.14595 -0.01055  0.11747  0.48390 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.46216    0.01791  25.812   <2e-16 ***
Output:regressor    0.09568    0.07313   1.308    0.193    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1763 on 149 degrees of freedom
Output:Multiple R-squared:  0.01136,	Adjusted R-squared:  0.004721 
Output:F-statistic: 1.711 on 1 and 149 DF,  p-value: 0.1928
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0532 0.053199  1.7114 0.1928
Output:Residuals 149 4.6315 0.031084               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.03874353
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0003205956 -0.0007833985
Output:regressor   -0.0007833985  0.0053486873
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.462160   0.027175 17.0068   <2e-16 ***
Output:regressor   0.095676   0.082689  1.1571   0.2491    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.40324 -0.14708  0.00014  0.12506  0.48011 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.48417    0.02674  18.108   <2e-16 ***
Output:regressor   -0.01426    0.04015  -0.355    0.723    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1772 on 149 degrees of freedom
Output:Multiple R-squared:  0.0008464,	Adjusted R-squared:  -0.005859 
Output:F-statistic: 0.1262 on 1 and 149 DF,  p-value: 0.7229
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq  Mean Sq F value Pr(>F)
Output:regressor   1 0.0040 0.003965  0.1262 0.7229
Output:Residuals 149 4.6808 0.031414               
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.03123148
Output:[1] 0.1299028
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0007149259 -0.0009039904
Output:regressor   -0.0009039904  0.0016122037
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.484172   0.057669  8.3957 3.331e-14 ***
Output:regressor   -0.014265   0.071773 -0.1987    0.8427    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:       Min         1Q     Median         3Q        Max 
Output:-1.858e-15 -2.075e-16 -1.380e-16 -8.280e-17  2.239e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 7.951e-16  1.649e-16 4.822e+00 3.48e-06 ***
Output:regressor   1.000e+00  1.281e-16 7.806e+15  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.848e-15 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.093e+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   1 208.12  208.12 6.093e+31 < 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] 1.387479
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.719009e-32 8.659821e-33
Output:regressor   8.659821e-33 1.641221e-32
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value  Pr(>|t|)    
Output:(Intercept) 7.9507e-16 1.7584e-16 4.5216e+00 1.244e-05 ***
Output:regressor   1.0000e+00 6.0434e-17 1.6547e+16 < 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:-1.3331 -0.5641 -0.1204  0.3510  1.9957 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.72275    0.11032   6.551 8.72e-10 ***
Output:regressor    0.24017    0.01732  13.866  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7809 on 149 degrees of freedom
Output:Multiple R-squared:  0.5634,	Adjusted R-squared:  0.5605 
Output:F-statistic: 192.3 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   1 117.25  117.25  192.26 < 2.2e-16 ***
Output:Residuals 149  90.87    0.61                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.012171052 0.0015620040
Output:regressor   0.001562004 0.0003000234
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.72275    0.73441  0.9841   0.3267
Output:regressor    0.24017    0.19649  1.2223   0.2235
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.2161 -0.6165 -0.2582  0.4250  2.0404 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.08724    0.07658  -1.139    0.256    
Output:regressor    0.33932    0.02756  12.313   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8321 on 149 degrees of freedom
Output:Multiple R-squared:  0.5043,	Adjusted R-squared:  0.501 
Output:F-statistic: 151.6 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   1 104.97 104.965  151.61 < 2.2e-16 ***
Output:Residuals 149 103.16   0.692                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0058642926 0.0009856932
Output:regressor   0.0009856932 0.0007594525
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.087235   0.277546 -0.3143   0.7537
Output:regressor    0.339325   0.745106  0.4554   0.6495
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.71195 -0.87684  0.08427  0.75801  2.66071 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.2135     0.1024 -11.850   <2e-16 ***
Output:regressor     4.4880     0.4568   9.825   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9207 on 149 degrees of freedom
Output:Multiple R-squared:  0.3932,	Adjusted R-squared:  0.3891 
Output:F-statistic: 96.54 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  81.826  81.826  96.537 < 2.2e-16 ***
Output:Residuals 149 126.295   0.848                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01048564 -0.03188428
Output:regressor   -0.03188428  0.20865201
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.21347    0.54345 -2.2329 0.0270471 *  
Output:regressor    4.48805    1.15794  3.8759 0.0001588 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.51296 -1.01938 -0.06165  1.05781  1.97524 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.27949    0.15839  -8.078 2.06e-13 ***
Output:regressor    0.25438    0.04474   5.686 6.67e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.071 on 149 degrees of freedom
Output:Multiple R-squared:  0.1783,	Adjusted R-squared:  0.1728 
Output:F-statistic: 32.33 on 1 and 149 DF,  p-value: 6.667e-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  37.102  37.102  32.325 6.667e-08 ***
Output:Residuals 149 171.019   1.148                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.025088407 -0.005916648
Output:regressor   -0.005916648  0.002001848
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.27949    2.09992 -0.6093   0.5432
Output:regressor    0.25438    0.35237  0.7219   0.4715
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.54854 -1.11185  0.00956  1.03900  1.85797 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.41830    0.21268  -6.669 4.72e-10 ***
Output:regressor    0.31694    0.06858   4.622 8.19e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.105 on 149 degrees of freedom
Output:Multiple R-squared:  0.1254,	Adjusted R-squared:  0.1195 
Output:F-statistic: 21.36 on 1 and 149 DF,  p-value: 8.186e-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  26.093 26.0933  21.359 8.186e-06 ***
Output:Residuals 149 182.028  1.2217                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.04523080 -0.013216455
Output:regressor   -0.01321645  0.004703105
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -1.41830    2.20597 -0.6429   0.5213
Output:regressor    0.31694    0.55789  0.5681   0.5708
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.62595 -1.14768 -0.05574  1.18410  1.89362 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.85098    0.19261  -4.418 1.91e-05 ***
Output:regressor    0.04236    0.02195   1.930   0.0555 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.167 on 149 degrees of freedom
Output:Multiple R-squared:  0.02438,	Adjusted R-squared:  0.01783 
Output:F-statistic: 3.724 on 1 and 149 DF,  p-value: 0.05554
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   5.075  5.0745  3.7238 0.05554 .
Output:Residuals 149 203.047  1.3627                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.387479
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.037099905 -0.0036781029
Output:regressor   -0.003678103  0.0004818648
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.85098    2.03342 -0.4185   0.6762
Output:regressor    0.04236    0.25420  0.1666   0.8679
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.519e-15 -2.474e-16 -7.320e-17  9.970e-17  1.396e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.156e-15  1.965e-16 5.885e+00 2.54e-08 ***
Output:regressor   1.000e+00  2.240e-17 4.465e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.191e-15 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.993e+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   2828    2828 1.9935e+33 < 2.2e-16 ***
Output:Residuals 149      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] 18.8536
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.862259e-32 -3.829063e-33
Output:regressor   -3.829063e-33  5.016419e-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 3.6897e-16 3.1343e+00  0.002075 ** 
Output:regressor   1.0000e+00 3.6911e-17 2.7092e+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:-4.4056 -1.6799 -0.5288  1.1238  5.4891 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.1153     0.4604   -0.25    0.803    
Output:regressor     2.7573     0.1485   18.57   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.393 on 149 degrees of freedom
Output:Multiple R-squared:  0.6983,	Adjusted R-squared:  0.6963 
Output:F-statistic: 344.9 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 1974.83 1974.83  344.87 < 2.2e-16 ***
Output:Residuals 149  853.21    5.73                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.21200726 -0.06194859
Output:regressor   -0.06194859  0.02204455
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.11532    4.72642 -0.0244 0.980567   
Output:regressor    2.75728    0.99224  2.7788 0.006158 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-6.0853 -1.8715 -0.1752  1.8208  6.3094 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   2.7343     0.4287   6.378 2.13e-09 ***
Output:regressor     1.6574     0.1211  13.686  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.9 on 149 degrees of freedom
Output:Multiple R-squared:  0.557,	Adjusted R-squared:  0.554 
Output:F-statistic: 187.3 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 1575.1 1575.09  187.31 < 2.2e-16 ***
Output:Residuals 149 1253.0    8.41                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.18380724 -0.04334762
Output:regressor   -0.04334762  0.01466630
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   2.7343     6.7839  0.4031   0.6875
Output:regressor     1.6574     1.2094  1.3704   0.1726
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-9.568 -2.351  1.091  2.733  4.909 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   9.0173     0.3191  28.259   <2e-16 ***
Output:regressor     1.0665     0.1148   9.288   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.467 on 149 degrees of freedom
Output:Multiple R-squared:  0.3667,	Adjusted R-squared:  0.3624 
Output:F-statistic: 86.26 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 1037.0 1036.95  86.263 < 2.2e-16 ***
Output:Residuals 149 1791.1   12.02                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.10182044 0.01711438
Output:regressor    0.01711438 0.01318621
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)   9.0173     1.2176  7.4056 8.954e-12 ***
Output:regressor     1.0665     1.4841  0.7186    0.4735    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-8.0949 -2.2424 -0.2159  2.8176  5.9803 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   5.3373     0.3983  13.399  < 2e-16 ***
Output:regressor    15.0234     1.7769   8.455 2.37e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.581 on 149 degrees of freedom
Output:Multiple R-squared:  0.3242,	Adjusted R-squared:  0.3197 
Output:F-statistic: 71.48 on 1 and 149 DF,  p-value: 2.368e-14
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  916.88  916.88  71.483 2.368e-14 ***
Output:Residuals 149 1911.16   12.83                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.1586734 -0.4824872
Output:regressor    -0.4824872  3.1574161
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   5.3373     8.0237  0.6652    0.507
Output:regressor    15.0234    18.2207  0.8245    0.411
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-9.998 -3.606  1.615  3.498  4.474 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  9.88668    0.57251  17.269  < 2e-16 ***
Output:regressor    0.43287    0.08989   4.816 3.57e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.053 on 149 degrees of freedom
Output:Multiple R-squared:  0.1347,	Adjusted R-squared:  0.1289 
Output:F-statistic: 23.19 on 1 and 149 DF,  p-value: 3.571e-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  380.88  380.88   23.19 3.571e-06 ***
Output:Residuals 149 2447.16   16.42                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.3277721 0.042065502
Output:regressor     0.0420655 0.008079772
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  9.88668    3.28915  3.0059 0.003109 **
Output:regressor    0.43287    0.58806  0.7361 0.462830   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-8.839 -3.240  1.461  3.537  5.215 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   7.9368     0.3839   20.67   <2e-16 ***
Output:regressor     0.5756     0.2983    1.93   0.0555 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.303 on 149 degrees of freedom
Output:Multiple R-squared:  0.02438,	Adjusted R-squared:  0.01783 
Output:F-statistic: 3.724 on 1 and 149 DF,  p-value: 0.05554
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   68.95  68.955  3.7238 0.05554 .
Output:Residuals 149 2759.09  18.517                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 18.8536
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.14740258 0.04694651
Output:regressor    0.04694651 0.08897365
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   7.9368    94.2851  0.0842   0.9330
Output:regressor     0.5756    27.2223  0.0211   0.9832
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-8.481e-16 -3.763e-17  1.040e-18  7.262e-17  3.714e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  2.176e-17 0.000e+00        1    
Output:regressor   1.000e+00  6.146e-18 1.627e+17   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.472e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.647e+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   1 573.36  573.36 2.647e+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] 3.822408
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  4.734676e-34 -1.116588e-34
Output:regressor   -1.116588e-34  3.777881e-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 3.7108e-17 0.0000e+00        1    
Output:regressor   1.0000e+00 7.9546e-18 1.2571e+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:-1.4799 -0.5376 -0.0845  0.5260  1.4336 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.9592     0.1312  -7.312  1.5e-11 ***
Output:regressor     1.3931     0.0423  32.932  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6818 on 149 degrees of freedom
Output:Multiple R-squared:  0.8792,	Adjusted R-squared:  0.8784 
Output:F-statistic:  1085 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   1 504.10  504.10  1084.5 < 2.2e-16 ***
Output:Residuals 149  69.26    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] 3.822408
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept)  0.017208921 -0.005028452
Output:regressor   -0.005028452  0.001789386
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.95918    0.81944 -1.1705    0.2437    
Output:regressor    1.39308    0.30517  4.5649 1.038e-05 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.99193 -0.82533  0.09251  0.99264  2.71496 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.39064    0.21544   1.813   0.0718 .  
Output:regressor    0.33603    0.02455  13.686   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.306 on 149 degrees of freedom
Output:Multiple R-squared:  0.557,	Adjusted R-squared:  0.554 
Output:F-statistic: 187.3 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   1 319.34  319.34  187.31 < 2.2e-16 ***
Output:Residuals 149 254.03    1.70                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.822408
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.046414470 -0.0046015535
Output:regressor   -0.004601554  0.0006028452
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.39064    1.76561  0.2212   0.8252
Output:regressor    0.33603    0.50168  0.6698   0.5040
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.0858 -0.7229  0.0577  0.8677  3.7464 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   1.6702     0.1541   10.84   <2e-16 ***
Output:regressor     8.4114     0.6873   12.24   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.385 on 149 degrees of freedom
Output:Multiple R-squared:  0.5013,	Adjusted R-squared:  0.4979 
Output:F-statistic: 149.8 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   1 287.42 287.419  149.77 < 2.2e-16 ***
Output:Residuals 149 285.94   1.919                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.822408
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02374024 -0.0721883
Output:regressor   -0.07218830  0.4724032
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.67024    0.42618  3.9191 0.0001351 ***
Output:regressor    8.41141    3.50728  2.3983 0.0177099 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.3392 -0.7852  0.0987  1.1513  2.7718 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.60282    0.14038  25.664   <2e-16 ***
Output:regressor    0.49867    0.05052   9.871   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.525 on 149 degrees of freedom
Output:Multiple R-squared:  0.3954,	Adjusted R-squared:  0.3913 
Output:F-statistic: 97.43 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   1 226.69 226.694  97.435 < 2.2e-16 ***
Output:Residuals 149 346.67   2.327                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.822408
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.019707411 0.003312499
Output:regressor   0.003312499 0.002552199
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  3.60282    1.32287  2.7235 0.007232 **
Output:regressor    0.49867    0.46670  1.0685 0.287024   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.6563 -1.1117 -0.0376  1.3895  3.4426 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   3.3254     0.1587  20.960  < 2e-16 ***
Output:regressor     0.7008     0.1233   5.686 6.67e-08 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.778 on 149 degrees of freedom
Output:Multiple R-squared:  0.1783,	Adjusted R-squared:  0.1728 
Output:F-statistic: 32.33 on 1 and 149 DF,  p-value: 6.667e-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   1 102.21 102.214  32.325 6.667e-08 ***
Output:Residuals 149 471.15   3.162                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.822408
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.025170750 0.008016676
Output:regressor   0.008016676 0.015193312
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)   3.3254     3.6857  0.9022   0.3684
Output:regressor     0.7008     1.7744  0.3949   0.6934
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.6338 -1.0174 -0.0258  1.2443  3.5641 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  4.10278    0.25214  16.272  < 2e-16 ***
Output:regressor    0.22035    0.03959   5.566 1.18e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.785 on 149 degrees of freedom
Output:Multiple R-squared:  0.1721,	Adjusted R-squared:  0.1666 
Output:F-statistic: 30.98 on 1 and 149 DF,  p-value: 1.18e-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  98.69  98.694   30.98 1.18e-07 ***
Output:Residuals 149 474.67   3.186                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 3.822408
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.063576776 0.008159293
Output:regressor   0.008159293 0.001567204
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  4.10278   72.79164  0.0564   0.9551
Output:regressor    0.22035   14.41115  0.0153   0.9878
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-5.694e-15 -3.690e-17  3.230e-17  1.166e-16  4.773e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -2.891e-16  4.558e-17 -6.343e+00 2.55e-09 ***
Output:regressor    1.000e+00  1.640e-17  6.097e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.952e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 3.717e+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   1 911.62  911.62 3.7172e+33 < 2.2e-16 ***
Output:Residuals 149   0.00    0.00                         
Output:---
Output:Error:Signif. 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] 6.077441
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.077294e-33 3.491597e-34
Output:regressor   3.491597e-34 2.690190e-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  5.5250e-17 -5.2329e+00 5.572e-07 ***
Output:regressor    1.0000e+00  1.3080e-17  7.6454e+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:-1.9356 -0.5421  0.1514  0.7026  1.5966 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.93032    0.13199   14.62   <2e-16 ***
Output:regressor    0.62006    0.02072   29.92   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9343 on 149 degrees of freedom
Output:Multiple R-squared:  0.8573,	Adjusted R-squared:  0.8564 
Output:F-statistic: 895.2 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   1 781.54  781.54  895.23 < 2.2e-16 ***
Output:Residuals 149 130.08    0.87                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.017422526 0.0022359658
Output:regressor   0.002235966 0.0004294753
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.93032    0.72632  2.6577  0.008727 ** 
Output:regressor    0.62006    0.10037  6.1779 5.898e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.7040 -0.5320  0.5111  1.1733  2.0395 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.5137     0.1554  -3.306  0.00119 ** 
Output:regressor     1.4863     0.1207  12.313  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.741 on 149 degrees of freedom
Output:Multiple R-squared:  0.5043,	Adjusted R-squared:  0.501 
Output:F-statistic: 151.6 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   1 459.77  459.77  151.61 < 2.2e-16 ***
Output:Residuals 149 451.85    3.03                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02413978 0.00768832
Output:regressor    0.00768832 0.01457101
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.51365    5.11172 -0.1005   0.9201
Output:regressor    1.48631    1.83063  0.8119   0.4181
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.3105 -1.6066  0.0093  1.3738  4.6706 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -2.8593     0.2012  -14.21   <2e-16 ***
Output:regressor    10.2177     0.8974   11.38   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.809 on 149 degrees of freedom
Output:Multiple R-squared:  0.4652,	Adjusted R-squared:  0.4616 
Output:F-statistic: 129.6 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   1 424.11  424.11  129.63 < 2.2e-16 ***
Output:Residuals 149 487.50    3.27                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.04047484 -0.1230742
Output:regressor   -0.12307416  0.8054024
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  -2.8593     1.0627 -2.6905 0.0079495 ** 
Output:regressor    10.2177     2.7164  3.7614 0.0002422 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.1810 -1.4585 -0.2633  1.3643  5.1039 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -4.7582     0.3587  -13.27   <2e-16 ***
Output:regressor     1.2314     0.1157   10.65   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.864 on 149 degrees of freedom
Output:Multiple R-squared:  0.432,	Adjusted R-squared:  0.4282 
Output:F-statistic: 113.3 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   1 393.85  393.85  113.34 < 2.2e-16 ***
Output:Residuals 149 517.76    3.47                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.12865482 -0.03759298
Output:regressor   -0.03759298  0.01337755
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -4.75819    0.86406 -5.5068 1.562e-07 ***
Output:regressor    1.23135    0.47385  2.5986    0.0103 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.9673 -1.7281 -0.6025  1.1614  4.4740 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -3.64128    0.28436 -12.805   <2e-16 ***
Output:regressor    0.79286    0.08032   9.871   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.923 on 149 degrees of freedom
Output:Multiple R-squared:  0.3954,	Adjusted R-squared:  0.3913 
Output:F-statistic: 97.43 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   1 360.43  360.43  97.435 < 2.2e-16 ***
Output:Residuals 149 551.18    3.70                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.08085822 -0.019068950
Output:regressor   -0.01906895  0.006451818
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -3.64128    1.41500 -2.5733  0.01105 *
Output:regressor    0.79286    0.36244  2.1876  0.03026 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.4934 -1.4631 -0.5102  1.8417  4.3721 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -3.92210    0.32480 -12.076   <2e-16 ***
Output:regressor    0.34379    0.03702   9.288   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.968 on 149 degrees of freedom
Output:Multiple R-squared:  0.3667,	Adjusted R-squared:  0.3624 
Output:F-statistic: 86.26 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   1 334.26  334.26  86.263 < 2.2e-16 ***
Output:Residuals 149 577.36    3.87                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 6.077441
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.10549219 -0.010458548
Output:regressor   -0.01045855  0.001370164
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -3.92210    1.32343 -2.9636 0.003541 **
Output:regressor    0.34379    0.32753  1.0497 0.295570   
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.917e-16 -2.132e-17 -1.504e-17 -6.840e-18  2.160e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.626e-16  1.990e-17 8.172e+00  1.2e-13 ***
Output:regressor   1.000e+00  8.877e-17 1.127e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.789e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.269e+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 4.0624  4.0624 1.2691e+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
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] 0.02708241
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  3.959932e-34 -1.204119e-33
Output:regressor   -1.204119e-33  7.879806e-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) 1.6263e-16 2.5738e-17 6.3185e+00 2.892e-09 ***
Output:regressor   1.0000e+00 7.8243e-17 1.2781e+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:-0.22831 -0.07730 -0.01995  0.07489  0.40943 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.114176   0.020659  -5.527 1.42e-07 ***
Output:regressor    0.095008   0.006662  14.262  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1074 on 149 degrees of freedom
Output:Multiple R-squared:  0.5772,	Adjusted R-squared:  0.5743 
Output:F-statistic: 203.4 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 2.3447 2.34470  203.39 < 2.2e-16 ***
Output:Residuals 149 1.7177 0.01153                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  0.0004268084 -0.0001247136
Output:regressor   -0.0001247136  0.0000443796
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.114176   0.059638 -1.9145   0.05748 .  
Output:regressor    0.095008   0.019311  4.9198 2.267e-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:-0.19469 -0.08308 -0.03039  0.06200  0.40867 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.02333    0.01724  -1.353    0.178    
Output:regressor    0.05960    0.00487  12.238   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1166 on 149 degrees of freedom
Output:Multiple R-squared:  0.5013,	Adjusted R-squared:  0.4979 
Output:F-statistic: 149.8 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 2.0364  2.0364  149.77 < 2.2e-16 ***
Output:Residuals 149 2.0259  0.0136                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  2.972046e-04 -7.009033e-05
Output:regressor   -7.009033e-05  2.371447e-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) -0.023332   0.057476 -0.4059    0.6854    
Output:regressor    0.059596   0.011731  5.0803 1.112e-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:-0.35620 -0.07343  0.00964  0.08907  0.25236 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.211907   0.011113   19.07   <2e-16 ***
Output:regressor   0.045532   0.003999   11.38   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1207 on 149 degrees of freedom
Output:Multiple R-squared:  0.4652,	Adjusted R-squared:  0.4616 
Output:F-statistic: 129.6 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 1.8899 1.88994  129.63 < 2.2e-16 ***
Output:Residuals 149 2.1724 0.01458                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.234983e-04 2.075807e-05
Output:regressor   2.075807e-05 1.599359e-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) 0.211907   0.049965  4.2411 3.888e-05 ***
Output:regressor   0.045532   0.013608  3.3459  0.001038 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.39596 -0.08106  0.01386  0.10058  0.23220 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.199034   0.011476  17.343   <2e-16 ***
Output:regressor   0.087603   0.008916   9.825   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1286 on 149 degrees of freedom
Output:Multiple R-squared:  0.3932,	Adjusted R-squared:  0.3891 
Output:F-statistic: 96.54 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 1.5972 1.59718  96.537 < 2.2e-16 ***
Output:Residuals 149 2.4652 0.01654                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0001317007 4.194560e-05
Output:regressor   0.0000419456 7.949587e-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) 0.199034   0.065213   3.052 0.0026920 ** 
Output:regressor   0.087603   0.022083   3.967 0.0001127 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.41514 -0.09170  0.02011  0.09152  0.25627 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.291792   0.018711  15.595  < 2e-16 ***
Output:regressor   0.026695   0.002938   9.087 5.84e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1324 on 149 degrees of freedom
Output:Multiple R-squared:  0.3566,	Adjusted R-squared:  0.3523 
Output:F-statistic: 82.58 on 1 and 149 DF,  p-value: 5.839e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.4486 1.44856  82.575 5.839e-16 ***
Output:Residuals 149 2.6138 0.01754                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.500918e-04 4.492996e-05
Output:regressor   4.492996e-05 8.629965e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) 0.291792   0.088961  3.2800 0.001293 **
Output:regressor   0.026695   0.015630  1.7079 0.089737 . 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.24725 -0.08570 -0.01299  0.09291  0.39852 
Output:
Output:Coefficients:
Output:             Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.011914   0.022397  -0.532    0.596    
Output:regressor    0.021580   0.002552   8.455 2.37e-14 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.1357 on 149 degrees of freedom
Output:Multiple R-squared:  0.3242,	Adjusted R-squared:  0.3197 
Output:F-statistic: 71.48 on 1 and 149 DF,  p-value: 2.368e-14
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 1.3171 1.31706  71.483 2.368e-14 ***
Output:Residuals 149 2.7453 0.01842                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.02708241
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  5.016089e-04 -4.972975e-05
Output:regressor   -4.972975e-05  6.515047e-06
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.011914   0.050197 -0.2373  0.81271  
Output:regressor    0.021580   0.011106  1.9431  0.05389 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.650e-16 -3.180e-16 -9.830e-17  4.830e-17  1.565e-14 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.156e-15  1.857e-16 6.228e+00 4.57e-09 ***
Output:regressor   1.000e+00  2.915e-17 3.430e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.314e-15 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.177e+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 2032.7  2032.7 1.1767e+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
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] 13.55147
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 3.447572e-32 4.424533e-33
Output:regressor   4.424533e-33 8.498464e-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 3.0979e-16 3.7330e+00 0.0002686 ***
Output:regressor   1.0000e+00 3.9981e-17 2.5012e+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:-2.1677 -1.0644 -0.2271  0.6558  3.4118 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -3.41177    0.12841  -26.57   <2e-16 ***
Output:regressor    1.38262    0.04621   29.92   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.395 on 149 degrees of freedom
Output:Multiple R-squared:  0.8573,	Adjusted R-squared:  0.8564 
Output:F-statistic: 895.2 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 1742.67 1742.67  895.23 < 2.2e-16 ***
Output:Residuals 149  290.05    1.95                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.016488617 0.002771471
Output:regressor   0.002771471 0.002135351
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -3.41177    0.71035 -4.8030 3.772e-06 ***
Output:regressor    1.38262    0.19527  7.0807 5.268e-11 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-7.3075 -0.3809  0.3834  1.2582  5.4002 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -3.9686     0.2178  -18.23   <2e-16 ***
Output:regressor     2.3457     0.1692   13.87   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.441 on 149 degrees of freedom
Output:Multiple R-squared:  0.5634,	Adjusted R-squared:  0.5605 
Output:F-statistic: 192.3 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 1145.20 1145.20  192.26 < 2.2e-16 ***
Output:Residuals 149  887.52    5.96                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.04741534 0.01510140
Output:regressor    0.01510140 0.02862037
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -3.9686     8.5507 -0.4641   0.6432
Output:regressor     2.3457     3.4147  0.6869   0.4932
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.7702 -2.2112  0.0597  1.3887  8.8951 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -7.2475     0.3295 -21.994  < 2e-16 ***
Output:regressor    13.3576     1.4700   9.087 5.84e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 2.963 on 149 degrees of freedom
Output:Multiple R-squared:  0.3566,	Adjusted R-squared:  0.3523 
Output:F-statistic: 82.58 on 1 and 149 DF,  p-value: 5.839e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  724.83  724.83  82.575 5.839e-16 ***
Output:Residuals 149 1307.89    8.78                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.1085874 -0.3301878
Output:regressor    -0.3301878  2.1607627
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  -7.2475     1.9759 -3.6680 0.0003397 ***
Output:regressor    13.3576     5.1782  2.5796 0.0108585 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-4.2162 -2.7241 -0.7931  1.9609  8.7839 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -8.7839     0.6328 -13.880  < 2e-16 ***
Output:regressor     1.2731     0.2041   6.239 4.33e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.289 on 149 degrees of freedom
Output:Multiple R-squared:  0.2071,	Adjusted R-squared:  0.2018 
Output:F-statistic: 38.92 on 1 and 149 DF,  p-value: 4.335e-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  421.02  421.02  38.923 4.335e-09 ***
Output:Residuals 149 1611.70   10.82                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)   0.4004776 -0.11701970
Output:regressor    -0.1170197  0.04164172
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  -8.7839     1.8585 -4.7263 5.247e-06 ***
Output:regressor     1.2731     0.8560  1.4873    0.1391    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-3.790 -2.944 -1.017  2.132  7.930 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -7.5151     0.4969 -15.125  < 2e-16 ***
Output:regressor     0.7812     0.1403   5.566 1.18e-07 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.361 on 149 degrees of freedom
Output:Multiple R-squared:  0.1721,	Adjusted R-squared:  0.1666 
Output:F-statistic: 30.98 on 1 and 149 DF,  p-value: 1.18e-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  349.9  349.90   30.98 1.18e-07 ***
Output:Residuals 149 1682.8   11.29                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.24686879 -0.05821955
Output:regressor   -0.05821955  0.01969809
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -7.51515    3.02407 -2.4851  0.01406 *
Output:regressor    0.78119    0.81563  0.9578  0.33973  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:   Min     1Q Median     3Q    Max 
Output:-4.686 -2.623 -1.410  3.061  7.616 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -7.58117    0.56691 -13.373  < 2e-16 ***
Output:regressor    0.31113    0.06461   4.816 3.57e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.436 on 149 degrees of freedom
Output:Multiple R-squared:  0.1347,	Adjusted R-squared:  0.1289 
Output:F-statistic: 23.19 on 1 and 149 DF,  p-value: 3.571e-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  273.76 273.765   23.19 3.571e-06 ***
Output:Residuals 149 1758.96  11.805                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 13.55147
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept)  0.32138864 -0.031862628
Output:regressor   -0.03186263  0.004174293
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -7.58117    3.29858 -2.2983  0.02294 *
Output:regressor    0.31113    0.50646  0.6143  0.53994  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-6.479e-15 -1.000e-19  4.540e-17  8.820e-17  6.657e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.735e-15  1.055e-16 -1.643e+01   <2e-16 ***
Output:regressor    1.000e+00  3.404e-17  2.938e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.486e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 8.632e+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   1 259.76  259.76 8.6323e+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] 1.731718
Output:[1] 1.731718
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.114094e-32 -3.255386e-33
Output:regressor   -3.255386e-33  1.158436e-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) -1.7347e-15  2.1108e-16 -8.2182e+00 9.257e-14 ***
Output:regressor    1.0000e+00  6.1751e-17  1.6194e+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:-0.94480 -0.37819  0.05021  0.35032  0.93342 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.94480    0.06784   13.93   <2e-16 ***
Output:regressor    0.63113    0.01916   32.93   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4589 on 149 degrees of freedom
Output:Multiple R-squared:  0.8792,	Adjusted R-squared:  0.8784 
Output:F-statistic:  1085 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   1 228.382 228.382  1084.5 < 2.2e-16 ***
Output:Residuals 149  31.376   0.211                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 3.822408
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.004602845 -0.0010854980
Output:regressor   -0.001085498  0.0003672691
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.94480    0.44212  2.1370  0.03423 *  
Output:regressor    0.63113    0.12962  4.8692 2.83e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.70531 -0.35689  0.06729  0.53960  1.39387 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.87702    0.11966   7.329 1.36e-11 ***
Output:regressor    0.25326    0.01364  18.571  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7252 on 149 degrees of freedom
Output:Multiple R-squared:  0.6983,	Adjusted R-squared:  0.6963 
Output:F-statistic: 344.9 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   1 181.390 181.390  344.87 < 2.2e-16 ***
Output:Residuals 149  78.368   0.526                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 18.8536
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)     regressor
Output:(Intercept)  0.014319052 -0.0014195979
Output:regressor   -0.001419598  0.0001859802
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.87702    0.53485  1.6397  0.10317  
Output:regressor    0.25326    0.14336  1.7666  0.07935 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.83540 -0.50325  0.06752  0.57050  1.90716 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  1.88182    0.09549   19.71   <2e-16 ***
Output:regressor    6.07504    0.42597   14.26   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8586 on 149 degrees of freedom
Output:Multiple R-squared:  0.5772,	Adjusted R-squared:  0.5743 
Output:F-statistic: 203.4 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   1 149.93 149.926  203.39 < 2.2e-16 ***
Output:Residuals 149 109.83   0.737                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 0.02708241
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.009118751 -0.02772791
Output:regressor   -0.027727908  0.18145257
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  1.88182    0.45761  4.1123 6.453e-05 ***
Output:regressor    6.07504    1.34264  4.5247 1.228e-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:-3.3564 -0.4932 -0.0338  0.7704  1.8486 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.26554    0.09158   35.66   <2e-16 ***
Output:regressor    0.35086    0.03296   10.65   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9951 on 149 degrees of freedom
Output:Multiple R-squared:  0.432,	Adjusted R-squared:  0.4282 
Output:F-statistic: 113.3 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   1 112.22  112.22  113.34 < 2.2e-16 ***
Output:Residuals 149 147.53    0.99                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 6.077441
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008386954 0.001409712
Output:regressor   0.001409712 0.001086149
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  3.26554    3.42780  0.9527   0.3423
Output:regressor    0.35086    3.57203  0.0982   0.9219
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.6572 -0.6525  0.2192  0.8908  1.7253 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.65716    0.16609  22.019  < 2e-16 ***
Output:regressor    0.16269    0.02608   6.239 4.33e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.176 on 149 degrees of freedom
Output:Multiple R-squared:  0.2071,	Adjusted R-squared:  0.2018 
Output:F-statistic: 38.92 on 1 and 149 DF,  p-value: 4.335e-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  53.802  53.802  38.923 4.335e-09 ***
Output:Residuals 149 205.956   1.382                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 13.55147
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.027585658 0.0035402781
Output:regressor   0.003540278 0.0006800023
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  3.65716    1.02923  3.5533 0.0005099 ***
Output:regressor    0.16269    0.21873  0.7438 0.4581643    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-3.0189 -0.5842  0.2940  0.9542  1.8575 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  3.01888    0.11017  27.402  < 2e-16 ***
Output:regressor    0.39558    0.08559   4.622 8.19e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.235 on 149 degrees of freedom
Output:Multiple R-squared:  0.1254,	Adjusted R-squared:  0.1195 
Output:F-statistic: 21.36 on 1 and 149 DF,  p-value: 8.186e-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  32.567  32.567  21.359 8.186e-06 ***
Output:Residuals 149 227.191   1.525                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.731718
Output:[1] 1.387479
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.012137524 0.003865701
Output:regressor   0.003865701 0.007326329
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  3.01888    2.18191  1.3836   0.1686
Output:regressor    0.39558    0.93414  0.4235   0.6726
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-2.375e-16 -2.895e-17 -1.302e-17  5.470e-18  1.683e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 1.446e-16  2.074e-17 6.971e+00 9.49e-11 ***
Output:regressor   1.000e+00  2.626e-17 3.808e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.457e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.45e+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  30.76   30.76 1.4499e+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] 0.2050651
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 4.299988e-34 4.468428e-34
Output:regressor   4.468428e-34 6.896926e-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 3.4422e-17 4.1995e+00 4.584e-05 ***
Output:regressor   1.0000e+00 3.6976e-17 2.7045e+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:-0.71431 -0.21136 -0.01279  0.18102  0.66971 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.54888    0.02640  -20.79   <2e-16 ***
Output:regressor    0.35171    0.02701   13.02   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3107 on 149 degrees of freedom
Output:Multiple R-squared:  0.5323,	Adjusted R-squared:  0.5292 
Output:F-statistic: 169.6 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 16.374 16.3742   169.6 < 2.2e-16 ***
Output:Residuals 149 14.386  0.0965                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0006971915 0.0002053318
Output:regressor   0.0002053318 0.0007293867
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.54888    0.11468 -4.7861 4.058e-06 ***
Output:regressor    0.35171    0.12894  2.7278  0.007143 ** 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.64002 -0.22982  0.00685  0.19040  0.98501 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.40578    0.03266  -12.43   <2e-16 ***
Output:regressor    0.52616    0.04280   12.29   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3201 on 149 degrees of freedom
Output:Multiple R-squared:  0.5036,	Adjusted R-squared:  0.5002 
Output:F-statistic: 151.1 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  15.49 15.4896  151.14 < 2.2e-16 ***
Output:Residuals 149  15.27  0.1025                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0010665273 0.0008428417
Output:regressor   0.0008428417 0.0018317119
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.405779   0.090285 -4.4944 1.392e-05 ***
Output:regressor    0.526163   0.282551  1.8622   0.06455 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.62026 -0.22039 -0.01839  0.20940  0.99736 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.30231    0.03949  -7.656 2.23e-12 ***
Output:regressor    0.29618    0.02504  11.826  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3263 on 149 degrees of freedom
Output:Multiple R-squared:  0.4842,	Adjusted R-squared:  0.4807 
Output:F-statistic: 139.9 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 14.893 14.8930  139.86 < 2.2e-16 ***
Output:Residuals 149 15.867  0.1065                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0015591006 0.0007318403
Output:regressor   0.0007318403 0.0006272418
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.30231    0.32569 -0.9282   0.3548
Output:regressor    0.29618    0.65952  0.4491   0.6540
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.59459 -0.29293  0.01459  0.23455  0.97882 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.24960    0.05254  -4.751 4.72e-06 ***
Output:regressor    0.26333    0.02872   9.170 3.57e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3633 on 149 degrees of freedom
Output:Multiple R-squared:  0.3608,	Adjusted R-squared:  0.3565 
Output:F-statistic: 84.09 on 1 and 149 DF,  p-value: 3.572e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1 11.097  11.097   84.09 3.572e-16 ***
Output:Residuals 149 19.663   0.132                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)    regressor
Output:(Intercept) 0.002760353 0.0012472453
Output:regressor   0.001247245 0.0008246454
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.24960    0.35333 -0.7064   0.4810
Output:regressor    0.26333    0.33909  0.7766   0.4386
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.00824 -0.24805  0.00868  0.26441  0.88189 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.55504    0.03366 -16.491  < 2e-16 ***
Output:regressor    0.20415    0.02681   7.615 2.81e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3855 on 149 degrees of freedom
Output:Multiple R-squared:  0.2801,	Adjusted R-squared:  0.2753 
Output:F-statistic: 57.99 on 1 and 149 DF,  p-value: 2.81e-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  8.6172  8.6172  57.986 2.81e-12 ***
Output:Residuals 149 22.1426  0.1486                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0011328206 0.0003268861
Output:regressor   0.0003268861 0.0007187814
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.55504    0.26130 -2.1242  0.03531 *
Output:regressor    0.20415    0.22460  0.9090  0.36484  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.1544 -0.2750  0.0110  0.2777  0.8479 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.84792    0.06621 -12.806  < 2e-16 ***
Output:regressor    1.27208    0.35551   3.578 0.000467 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.436 on 149 degrees of freedom
Output:Multiple R-squared:  0.07913,	Adjusted R-squared:  0.07295 
Output:F-statistic:  12.8 on 1 and 149 DF,  p-value: 0.0004672
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  2.4341 2.43406  12.804 0.0004672 ***
Output:Residuals 149 28.3257 0.19011                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.2050651
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.004384028 -0.01987358
Output:regressor   -0.019873584  0.12638491
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.84792    0.42279 -2.0055  0.04672 *
Output:regressor    1.27208    0.96095  1.3238  0.18761  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-6.073e-16 -7.900e-17 -4.770e-17 -4.000e-18  6.919e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 2.168e-16  5.027e-17 4.313e+00 2.91e-05 ***
Output:regressor   1.000e+00  4.004e-17 2.497e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 5.758e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.236e+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   1 206.75  206.75 6.2363e+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] 1.378334
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.527205e-33 7.292491e-34
Output:regressor   7.292491e-34 1.603527e-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 4.8612e-17 4.4606e+00 1.601e-05 ***
Output:regressor   1.0000e+00 1.2284e-17 8.1407e+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:-1.30611 -0.48100 -0.09499  0.33983  1.85434 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.60096    0.08159   7.366 1.12e-11 ***
Output:regressor    0.90485    0.05175  17.484  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6743 on 149 degrees of freedom
Output:Multiple R-squared:  0.6723,	Adjusted R-squared:  0.6701 
Output:F-statistic: 305.7 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   1 139.001 139.001   305.7 < 2.2e-16 ***
Output:Residuals 149  67.749   0.455                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006657170 0.003124869
Output:regressor   0.003124869 0.002678246
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.60096    1.12885  0.5324   0.5953
Output:regressor    0.90485    1.45250  0.6230   0.5343
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.83882 -0.47037 -0.08408  0.49063  1.74661 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.17452    0.06051  -2.884  0.00451 ** 
Output:regressor    0.99554    0.06190  16.084  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7121 on 149 degrees of freedom
Output:Multiple R-squared:  0.6345,	Adjusted R-squared:  0.6321 
Output:F-statistic: 258.7 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   1 131.191 131.191   258.7 < 2.2e-16 ***
Output:Residuals 149  75.559   0.507                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003661944 0.001078489
Output:regressor   0.001078489 0.003831047
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.17452    0.48547 -0.3595  0.71974  
Output:regressor    0.99554    0.45163  2.2043  0.02903 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.51523 -0.51022  0.01026  0.46898  2.06179 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.2092     0.0794   2.635  0.00931 ** 
Output:regressor     1.4429     0.1041  13.868  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7783 on 149 degrees of freedom
Output:Multiple R-squared:  0.5635,	Adjusted R-squared:  0.5605 
Output:F-statistic: 192.3 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   1 116.493 116.493  192.31 < 2.2e-16 ***
Output:Residuals 149  90.257   0.606                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.006303888 0.004981757
Output:regressor   0.004981757 0.010826640
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.20918    0.47863  0.4370 0.662717   
Output:regressor    1.44295    0.46648  3.0933 0.002364 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.1209 -0.4419 -0.1442  0.5295  2.2989 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.76364    0.12019   6.354 2.42e-09 ***
Output:regressor    0.80558    0.06569  12.263  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.831 on 149 degrees of freedom
Output:Multiple R-squared:  0.5023,	Adjusted R-squared:  0.499 
Output:F-statistic: 150.4 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   1 103.85 103.852  150.38 < 2.2e-16 ***
Output:Residuals 149 102.90   0.691                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.014445366 0.006527034
Output:regressor   0.006527034 0.004315501
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.76364    0.99097  0.7706   0.4422
Output:regressor    0.80558    0.67423  1.1948   0.2341
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.90218 -0.62755 -0.03811  0.55704  2.73815 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)   0.4343     0.1423   3.052  0.00269 ** 
Output:regressor     1.3722     0.1802   7.615 2.81e-12 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.9994 on 149 degrees of freedom
Output:Multiple R-squared:  0.2801,	Adjusted R-squared:  0.2753 
Output:F-statistic: 57.99 on 1 and 149 DF,  p-value: 2.81e-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  57.92  57.920  57.986 2.81e-12 ***
Output:Residuals 149 148.83   0.999                     
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02024575 0.02103882
Output:regressor    0.02103882 0.03247298
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  0.43426    1.23222  0.3524   0.7250
Output:regressor    1.37221    1.06433  1.2893   0.1993
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.6019 -0.8520 -0.2414  1.0034  2.6635 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.1582     0.1653  -7.005 7.93e-11 ***
Output:regressor     4.4736     0.8878   5.039 1.34e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.089 on 149 degrees of freedom
Output:Multiple R-squared:  0.1456,	Adjusted R-squared:  0.1399 
Output:F-statistic: 25.39 on 1 and 149 DF,  p-value: 1.337e-06
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  30.103 30.1029  25.391 1.337e-06 ***
Output:Residuals 149 176.647  1.1856                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.378334
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02734005 -0.1239374
Output:regressor   -0.12393736  0.7881725
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  -1.1582     0.5476 -2.1151  0.03609 *
Output:regressor     4.4736     3.5850  1.2479  0.21404  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-1.443e-15 -1.270e-17  1.141e-17  3.881e-17  2.275e-16 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 0.000e+00  1.215e-17 0.000e+00        1    
Output:regressor   1.000e+00  1.243e-17 8.047e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.43e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 6.475e+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   1 132.37  132.37 6.475e+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] 0.8824545
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.476226e-34 4.347675e-35
Output:regressor   4.347675e-35 1.544396e-34
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) 0.0000e+00 1.0808e-17 0.0000e+00        1    
Output:regressor   1.0000e+00 9.1687e-18 1.0907e+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:-1.10675 -0.41683 -0.00818  0.40060  1.20319 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.30281    0.05425   5.581  1.1e-07 ***
Output:regressor    1.26988    0.07110  17.860  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5318 on 149 degrees of freedom
Output:Multiple R-squared:  0.6816,	Adjusted R-squared:  0.6795 
Output:F-statistic:   319 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 90.224  90.224  318.99 < 2.2e-16 ***
Output:Residuals 149 42.144   0.283                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.002943508 0.002326158
Output:regressor   0.002326158 0.005055340
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept)  0.30281    0.22386  1.3527    0.1782    
Output:regressor    1.26988    0.19076  6.6570 5.021e-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:-1.19949 -0.41971 -0.06526  0.37046  1.50103 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.56497    0.06501   8.691    6e-15 ***
Output:regressor    0.72550    0.04123  17.595   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5373 on 149 degrees of freedom
Output:Multiple R-squared:  0.6751,	Adjusted R-squared:  0.6729 
Output:F-statistic: 309.6 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 89.359  89.359  309.58 < 2.2e-16 ***
Output:Residuals 149 43.009   0.289                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004226134 0.001983743
Output:regressor   0.001983743 0.001700216
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.56497    0.18969  2.9784 0.003384 **
Output:regressor    0.72550    0.25736  2.8190 0.005473 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.39918 -0.33025  0.06426  0.36237  1.46717 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.008353   0.049748   0.168    0.867    
Output:regressor   0.637379   0.039627  16.084   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5698 on 149 degrees of freedom
Output:Multiple R-squared:  0.6345,	Adjusted R-squared:  0.6321 
Output:F-statistic: 258.7 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 83.993  83.993   258.7 < 2.2e-16 ***
Output:Residuals 149 48.375   0.325                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0024748986 0.0007141555
Output:regressor   0.0007141555 0.0015703380
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:             Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) 0.0083533  0.3080459  0.0271  0.97840  
Output:regressor   0.6373793  0.2534866  2.5144  0.01298 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.64617 -0.49692 -0.06868  0.61179  1.39884 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.69908    0.09177   7.618 2.76e-12 ***
Output:regressor    1.51352    0.11622  13.023  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6446 on 149 degrees of freedom
Output:Multiple R-squared:  0.5323,	Adjusted R-squared:  0.5292 
Output:F-statistic: 169.6 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 70.463  70.463   169.6 < 2.2e-16 ***
Output:Residuals 149 61.905   0.415                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.008421132 0.008751006
Output:regressor   0.008751006 0.013506999
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.69908    0.39896  1.7522  0.08179 .
Output:regressor    1.51352    0.58262  2.5978  0.01032 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.42570 -0.48971  0.06947  0.51334  1.59708 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.61980    0.10298   6.019 1.31e-08 ***
Output:regressor    0.59592    0.05629  10.587  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.712 on 149 degrees of freedom
Output:Multiple R-squared:  0.4293,	Adjusted R-squared:  0.4255 
Output:F-statistic: 112.1 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 56.829  56.829  112.09 < 2.2e-16 ***
Output:Residuals 149 75.539   0.507                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.010604558 0.004791592
Output:regressor   0.004791592 0.003168073
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept)  0.61980    0.39063  1.5867  0.11471  
Output:regressor    0.59592    0.25962  2.2954  0.02311 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.30813 -0.71385 -0.02162  0.56989  1.72921 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.9962     0.1252  -7.957 4.12e-13 ***
Output:regressor     4.5452     0.6723   6.761 2.91e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8245 on 149 degrees of freedom
Output:Multiple R-squared:  0.2348,	Adjusted R-squared:  0.2296 
Output:F-statistic: 45.71 on 1 and 149 DF,  p-value: 2.906e-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  31.075 31.0747   45.71 2.906e-10 ***
Output:Residuals 149 101.294  0.6798                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.8824545
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept)  0.01567740 -0.07106848
Output:regressor   -0.07106848  0.45195591
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.99623    0.67812 -1.4691  0.14391  
Output:regressor    4.54521    1.97905  2.2967  0.02303 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-4.456e-16 -7.420e-17 -2.760e-17  1.320e-17  4.276e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 5.782e-16  5.246e-17 1.102e+01   <2e-16 ***
Output:regressor   1.000e+00  2.867e-17 3.488e+16   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 3.627e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 1.217e+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   1 160.03  160.03 1.2165e+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] 1.066843
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.751552e-33 1.243269e-33
Output:regressor   1.243269e-33 8.220163e-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 9.7916e-17 5.9054e+00 2.289e-08 ***
Output:regressor   1.0000e+00 4.7060e-17 2.1250e+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:-1.18176 -0.41223 -0.03652  0.40823  1.19089 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.52772    0.06198  -8.515 1.67e-14 ***
Output:regressor    0.84400    0.03931  21.469  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5122 on 149 degrees of freedom
Output:Multiple R-squared:  0.7557,	Adjusted R-squared:  0.7541 
Output:F-statistic: 460.9 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   1 120.934 120.934  460.93 < 2.2e-16 ***
Output:Residuals 149  39.093   0.262                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003841358 0.001803130
Output:regressor   0.001803130 0.001545417
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.52772    0.19843 -2.6594 0.0086836 ** 
Output:regressor    0.84400    0.22544  3.7437 0.0002584 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.86814 -0.37760 -0.04985  0.40594  2.09083 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.22890    0.06383  -19.25   <2e-16 ***
Output:regressor    0.62353    0.05085   12.26   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7311 on 149 degrees of freedom
Output:Multiple R-squared:  0.5023,	Adjusted R-squared:  0.499 
Output:F-statistic: 150.4 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 80.382  80.382  150.38 < 2.2e-16 ***
Output:Residuals 149 79.644   0.535                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004074622 0.001175771
Output:regressor   0.001175771 0.002585372
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.22890    0.49454 -2.4849  0.01406 *
Output:regressor    0.62353    0.38034  1.6394  0.10324  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.7106 -0.5585  0.0792  0.5334  1.8394 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.9792     0.0770  -12.72   <2e-16 ***
Output:regressor     1.1589     0.1009   11.48   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7548 on 149 degrees of freedom
Output:Multiple R-squared:  0.4696,	Adjusted R-squared:  0.466 
Output:F-statistic: 131.9 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 75.143  75.143   131.9 < 2.2e-16 ***
Output:Residuals 149 84.884   0.570                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept) 0.005928627 0.00468520
Output:regressor   0.004685200 0.01018215
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.97921    0.31747 -3.0845 0.002431 **
Output:regressor    1.15889    0.48175  2.4056 0.017371 * 
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.9066 -0.4431  0.1608  0.5031  1.8389 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -1.30965    0.06653  -19.69   <2e-16 ***
Output:regressor    0.72044    0.06805   10.59   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7829 on 149 degrees of freedom
Output:Multiple R-squared:  0.4293,	Adjusted R-squared:  0.4255 
Output:F-statistic: 112.1 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 68.703  68.703  112.09 < 2.2e-16 ***
Output:Residuals 149 91.323   0.613                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004425941 0.001303496
Output:regressor   0.001303496 0.004630324
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -1.30965    0.35308 -3.7092 0.0002928 ***
Output:regressor    0.72044    0.41646  1.7299 0.0857151 .  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-2.1558 -0.5056  0.1961  0.5273  1.6070 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.6249     0.1180  -5.297 4.15e-07 ***
Output:regressor     1.3700     0.1494   9.170 3.57e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.8286 on 149 degrees of freedom
Output:Multiple R-squared:  0.3608,	Adjusted R-squared:  0.3565 
Output:F-statistic: 84.09 on 1 and 149 DF,  p-value: 3.572e-16
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  57.732  57.732   84.09 3.572e-16 ***
Output:Residuals 149 102.295   0.687                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01391541 0.01446051
Output:regressor    0.01446051 0.02231950
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept) -0.62487    0.69709 -0.8964   0.3715
Output:regressor    1.36998    1.19321  1.1481   0.2527
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-2.34164 -0.53072  0.04422  0.87036  1.94545 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.7784     0.1552 -11.455   <2e-16 ***
Output:regressor     1.6912     0.8336   2.029   0.0442 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.022 on 149 degrees of freedom
Output:Multiple R-squared:  0.02689,	Adjusted R-squared:  0.02035 
Output:F-statistic: 4.117 on 1 and 149 DF,  p-value: 0.04424
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq Mean Sq F value  Pr(>F)  
Output:regressor   1   4.302  4.3024  4.1166 0.04424 *
Output:Residuals 149 155.724  1.0451                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.066843
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.02410172 -0.1092574
Output:regressor   -0.10925743  0.6948163
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -1.77840    0.95923  -1.854  0.06572 .
Output:regressor    1.69124    1.66460   1.016  0.31127  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-9.283e-16  2.400e-18  6.680e-18  1.084e-17  8.742e-17 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -1.084e-16  1.176e-17 -9.216e+00 2.72e-16 ***
Output:regressor    1.000e+00  6.317e-17  1.583e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 7.747e-17 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.506e+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 1.5042  1.5042 2.5064e+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] 0.01002786
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:              (Intercept)     regressor
Output:(Intercept)  1.383986e-34 -6.273855e-34
Output:regressor   -6.273855e-34  3.989822e-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) -1.0842e-16  2.0947e-17 -5.1760e+00 7.221e-07 ***
Output:regressor    1.0000e+00  9.8351e-17  1.0168e+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:-0.19216 -0.04567 -0.00295  0.05250  0.36685 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.171787   0.007469  23.000  < 2e-16 ***
Output:regressor   0.051650   0.007639   6.761 2.91e-10 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08789 on 149 degrees of freedom
Output:Multiple R-squared:  0.2348,	Adjusted R-squared:  0.2296 
Output:F-statistic: 45.71 on 1 and 149 DF,  p-value: 2.906e-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 0.35312 0.35312   45.71 2.906e-10 ***
Output:Residuals 149 1.15106 0.00773                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.578556e-05 1.642956e-05
Output:regressor   1.642956e-05 5.836165e-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) 0.171787   0.027656  6.2116 4.976e-09 ***
Output:regressor   0.051650   0.023402  2.2071   0.02884 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.20680 -0.04924  0.00444  0.05704  0.37288 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.192597   0.009055  21.270  < 2e-16 ***
Output:regressor   0.076825   0.011867   6.474  1.3e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.08876 on 149 degrees of freedom
Output:Multiple R-squared:  0.2195,	Adjusted R-squared:  0.2143 
Output:F-statistic: 41.91 on 1 and 149 DF,  p-value: 1.302e-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 0.33022 0.33022  41.912 1.302e-09 ***
Output:Residuals 149 1.17396 0.00788                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 8.199394e-05 6.479713e-05
Output:regressor   6.479713e-05 1.408208e-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) 0.192597   0.042095  4.5753 9.942e-06 ***
Output:regressor   0.076825   0.051423  1.4940    0.1373    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.18229 -0.07118 -0.00235  0.06208  0.37028 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.172048   0.008109  21.218  < 2e-16 ***
Output:regressor   0.032547   0.006459   5.039 1.34e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09287 on 149 degrees of freedom
Output:Multiple R-squared:  0.1456,	Adjusted R-squared:  0.1399 
Output:F-statistic: 25.39 on 1 and 149 DF,  p-value: 1.337e-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 0.21901 0.219009  25.391 1.337e-06 ***
Output:Residuals 149 1.28517 0.008625                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 6.574954e-05 1.897265e-05
Output:regressor   1.897265e-05 4.171847e-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) 0.172048   0.035664  4.8242 3.442e-06 ***
Output:regressor   0.032547   0.032656  0.9967    0.3205    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.19755 -0.06505 -0.01071  0.06128  0.40511 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.19755    0.01373  14.391  < 2e-16 ***
Output:regressor    0.06221    0.01738   3.578 0.000467 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09642 on 149 degrees of freedom
Output:Multiple R-squared:  0.07913,	Adjusted R-squared:  0.07295 
Output:F-statistic:  12.8 on 1 and 149 DF,  p-value: 0.0004672
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.11903 0.119027  12.804 0.0004672 ***
Output:Residuals 149 1.38515 0.009296                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0001884254 0.0001958064
Output:regressor   0.0001958064 0.0003022231
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.197549   0.057884  3.4128 0.000828 ***
Output:regressor   0.062206   0.075915  0.8194 0.413858    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.18642 -0.06705 -0.00834  0.05739  0.41561 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.186420   0.011721  15.905  < 2e-16 ***
Output:regressor   0.025004   0.007434   3.363 0.000979 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09686 on 149 degrees of freedom
Output:Multiple R-squared:  0.07056,	Adjusted R-squared:  0.06433 
Output:F-statistic: 11.31 on 1 and 149 DF,  p-value: 0.0009788
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value    Pr(>F)    
Output:regressor   1 0.10614 0.106142  11.312 0.0009788 ***
Output:Residuals 149 1.39804 0.009383                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 1.373743e-04 6.448336e-05
Output:regressor   6.448336e-05 5.526706e-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) 0.186420   0.051970  3.5870 0.0004529 ***
Output:regressor   0.025004   0.032457  0.7704 0.4422991    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.18395 -0.06340 -0.00308  0.04979  0.43087 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.181290   0.014335  12.647   <2e-16 ***
Output:regressor   0.015897   0.007835   2.029   0.0442 *  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.09911 on 149 degrees of freedom
Output:Multiple R-squared:  0.02689,	Adjusted R-squared:  0.02035 
Output:F-statistic: 4.117 on 1 and 149 DF,  p-value: 0.04424
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df  Sum Sq  Mean Sq F value  Pr(>F)  
Output:regressor   1 0.04044 0.040441  4.1166 0.04424 *
Output:Residuals 149 1.46374 0.009824                  
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.01002786
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.054862e-04 9.284745e-05
Output:regressor   9.284745e-05 6.138826e-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) 0.181290   0.049780  3.6418 0.000373 ***
Output:regressor   0.015897   0.021167  0.7510 0.453819    
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-7.342e-15 -5.100e-18  5.150e-17  8.650e-17  8.348e-16 
Output:
Output:Coefficients:
Output:              Estimate Std. Error    t value Pr(>|t|)    
Output:(Intercept) -5.782e-16  7.412e-17 -7.801e+00  9.9e-13 ***
Output:regressor    1.000e+00  4.701e-17  2.127e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 6.126e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 4.524e+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   1 169.77  169.77 4.5242e+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] 1.131813
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 5.494069e-33 2.578911e-33
Output:regressor   2.578911e-33 2.210319e-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  1.0233e-16 -5.6505e+00 7.888e-08 ***
Output:regressor    1.0000e+00  4.8885e-17  2.0456e+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:-1.26101 -0.33076  0.06086  0.35068  1.20196 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.18749    0.07630   2.457   0.0152 *  
Output:regressor    0.89539    0.04171  21.469   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5276 on 149 degrees of freedom
Output:Multiple R-squared:  0.7557,	Adjusted R-squared:  0.7541 
Output:F-statistic: 460.9 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   1 128.298 128.298  460.93 < 2.2e-16 ***
Output:Residuals 149  41.474   0.278                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.005822259 0.002630745
Output:regressor   0.002630745 0.001739379
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) 0.187492   0.248761  0.7537   0.4522    
Output:regressor   0.895395   0.092521  9.6778   <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:-1.82102 -0.22276  0.08366  0.42001  1.19871 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.90481    0.05170  -17.50   <2e-16 ***
Output:regressor    0.93051    0.05289   17.59   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6085 on 149 degrees of freedom
Output:Multiple R-squared:  0.6751,	Adjusted R-squared:  0.6729 
Output:F-statistic: 309.6 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   1 114.610  114.61  309.58 < 2.2e-16 ***
Output:Residuals 149  55.162    0.37                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0026733948 0.0007873488
Output:regressor   0.0007873488 0.0027968478
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.90481    0.27261 -3.3190  0.001136 ** 
Output:regressor    0.93051    0.19015  4.8935 2.545e-06 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:    Min      1Q  Median      3Q     Max 
Output:-1.4337 -0.3383  0.1055  0.4531  1.1713 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.82885    0.05335  -15.54   <2e-16 ***
Output:regressor    0.74301    0.04250   17.48   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.611 on 149 degrees of freedom
Output:Multiple R-squared:  0.6723,	Adjusted R-squared:  0.6701 
Output:F-statistic: 305.7 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   1 114.140 114.140   305.7 < 2.2e-16 ***
Output:Residuals 149  55.632   0.373                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0028461327 0.0008212786
Output:regressor   0.0008212786 0.0018058883
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.82885    0.39987 -2.0728  0.03992 *
Output:regressor    0.74301    0.38402  1.9348  0.05490 .
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.77182 -0.37497  0.03097  0.42417  1.76853 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.52609    0.06544   -8.04 2.57e-13 ***
Output:regressor    1.39234    0.08576   16.24  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.6414 on 149 degrees of freedom
Output:Multiple R-squared:  0.6389,	Adjusted R-squared:  0.6365 
Output:F-statistic: 263.6 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   1 108.465 108.465  263.61 < 2.2e-16 ***
Output:Residuals 149  61.307   0.411                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004281910 0.003383853
Output:regressor   0.003383853 0.007353984
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.52609    0.28954 -1.8170   0.07123 .  
Output:regressor    1.39234    0.23143  6.0163 1.323e-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:-2.1874 -0.4768  0.1076  0.5119  1.4655 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -0.1077     0.1091  -0.986    0.326    
Output:regressor     1.6347     0.1382  11.826   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.7666 on 149 degrees of freedom
Output:Multiple R-squared:  0.4842,	Adjusted R-squared:  0.4807 
Output:F-statistic: 139.9 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 82.199  82.199  139.86 < 2.2e-16 ***
Output:Residuals 149 87.573   0.588                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)  0.01191276 0.01237941
Output:regressor    0.01237941 0.01910736
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.10765    0.86304 -0.1247  0.90090  
Output:regressor    1.63471    0.74724  2.1877  0.03025 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.98792 -0.89604  0.08749  0.86788  1.73933 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  -1.6105     0.1563 -10.306  < 2e-16 ***
Output:regressor     2.8221     0.8391   3.363 0.000979 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 1.029 on 149 degrees of freedom
Output:Multiple R-squared:  0.07056,	Adjusted R-squared:  0.06433 
Output:F-statistic: 11.31 on 1 and 149 DF,  p-value: 0.0009788
Output:
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Anova Output ------------------------------------------------------------"
Output:Analysis of Variance Table
Output:
Output:Response: regressand
Output:           Df Sum Sq Mean Sq F value    Pr(>F)    
Output:regressor   1  11.98  11.980  11.312 0.0009788 ***
Output:Residuals 149 157.79   1.059                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 1.131813
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)  regressor
Output:(Intercept)   0.0244218 -0.1107084
Output:regressor    -0.1107084  0.7040436
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)
Output:(Intercept)  -1.6105     1.2923 -1.2462   0.2146
Output:regressor     2.8221     2.4593  1.1475   0.2530
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: 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:-4.411e-16 -5.970e-17 -3.630e-17 -1.360e-17  5.851e-15 
Output:
Output:Coefficients:
Output:             Estimate Std. Error   t value Pr(>|t|)    
Output:(Intercept) 4.337e-16  4.945e-17 8.770e+00 3.78e-15 ***
Output:regressor   1.000e+00  6.481e-17 1.543e+16  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 4.847e-16 on 149 degrees of freedom
Output:Multiple R-squared:      1,	Adjusted R-squared:      1 
Output:F-statistic: 2.381e+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  55.95   55.95 2.3811e+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] 0.3729996
Output:[1] 0.3729996
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 2.445319e-33 1.932456e-33
Output:regressor   1.932456e-33 4.199723e-33
Error:Warning message:
Error:In summary.lm(object) : essentially perfect fit: summary may be unreliable
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:              Estimate Std. Error   t value  Pr(>|t|)    
Output:(Intercept) 4.3367e-16 6.1331e-17 7.071e+00 5.551e-11 ***
Output:regressor   1.0000e+00 5.3362e-17 1.874e+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:-0.76189 -0.23133 -0.03951  0.20848  0.80981 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.30903    0.02938  -10.52   <2e-16 ***
Output:regressor    0.53676    0.03005   17.86   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3458 on 149 degrees of freedom
Output:Multiple R-squared:  0.6816,	Adjusted R-squared:  0.6795 
Output:F-statistic:   319 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 38.136  38.136  318.99 < 2.2e-16 ***
Output:Residuals 149 17.814   0.120                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 0.8824545
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0008633299 0.0002542616
Output:regressor   0.0002542616 0.0009031970
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) -0.30904    0.12920  -2.392     0.018 *  
Output:regressor    0.53676    0.07543   7.116 4.353e-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:-0.90839 -0.25514 -0.06102  0.25993  0.92100 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.07524    0.04456   1.689   0.0934 .  
Output:regressor    0.45886    0.02826  16.236   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.3682 on 149 degrees of freedom
Output:Multiple R-squared:  0.6389,	Adjusted R-squared:  0.6365 
Output:F-statistic: 263.6 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 35.746  35.746  263.61 < 2.2e-16 ***
Output:Residuals 149 20.204   0.136                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 1.131813
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0019853143 0.0009319046
Output:regressor   0.0009319046 0.0007987119
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value  Pr(>|t|)    
Output:(Intercept) 0.075239   0.229697  0.3276 0.7437063    
Output:regressor   0.458859   0.126216  3.6355 0.0003814 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.87664 -0.30673  0.00104  0.30951  0.89750 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.28255    0.03535  -7.993 3.34e-13 ***
Output:regressor    0.39049    0.02816  13.868  < 2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4049 on 149 degrees of freedom
Output:Multiple R-squared:  0.5635,	Adjusted R-squared:  0.5605 
Output:F-statistic: 192.3 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 31.525 31.5250  192.31 < 2.2e-16 ***
Output:Residuals 149 24.425  0.1639                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 1.378334
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)    regressor
Output:(Intercept) 0.0012495849 0.0003605796
Output:regressor   0.0003605796 0.0007928691
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept) -0.28255    0.21607 -1.3077 0.192984   
Output:regressor    0.39049    0.13462  2.9007 0.004288 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-1.22518 -0.30690  0.00381  0.32318  0.94273 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.15992    0.06147   2.602   0.0102 *  
Output:regressor    0.95706    0.07785  12.294   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4318 on 149 degrees of freedom
Output:Multiple R-squared:  0.5036,	Adjusted R-squared:  0.5002 
Output:F-statistic: 151.1 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 28.175 28.1746  151.14 < 2.2e-16 ***
Output:Residuals 149 27.775  0.1864                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 0.2050651
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.003778348 0.003926354
Output:regressor   0.003926354 0.006060247
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.15992    0.36034  0.4438 0.657820   
Output:regressor    0.95706    0.33527  2.8546 0.004923 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.88053 -0.34723 -0.03549  0.34787  1.18852 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept)  0.15269    0.06455   2.365   0.0193 *  
Output:regressor    0.40518    0.03528  11.485   <2e-16 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.4463 on 149 degrees of freedom
Output:Multiple R-squared:  0.4696,	Adjusted R-squared:  0.466 
Output:F-statistic: 131.9 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 26.272 26.2720   131.9 < 2.2e-16 ***
Output:Residuals 149 29.678  0.1992                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 1.066843
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:            (Intercept)   regressor
Output:(Intercept) 0.004166320 0.001882521
Output:regressor   0.001882521 0.001244673
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)   
Output:(Intercept)  0.15269    0.26828  0.5691 0.570124   
Output:regressor    0.40518    0.12654  3.2020 0.001669 **
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"

Error:Loading required package: zoo
Error:
Error:Attaching package: ‘zoo’
Error:
Error:The following objects are masked from ‘package:base’:
Error:
Error:    as.Date, as.Date.numeric
Error:
Output:[1] "----------------- LM Summary --------------------------------------------------------------"
Output:
Output:Call:
Output:lm(formula = regressand ~ regressor, na.action = NULL)
Output:
Output:Residuals:
Output:     Min       1Q   Median       3Q      Max 
Output:-0.97210 -0.43931 -0.08675  0.42994  1.29641 
Output:
Output:Coefficients:
Output:            Estimate Std. Error t value Pr(>|t|)    
Output:(Intercept) -0.90949    0.08221 -11.063  < 2e-16 ***
Output:regressor    2.85760    0.44140   6.474  1.3e-09 ***
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:Residual standard error: 0.5414 on 149 degrees of freedom
Output:Multiple R-squared:  0.2195,	Adjusted R-squared:  0.2143 
Output:F-statistic: 41.91 on 1 and 149 DF,  p-value: 1.302e-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 12.283 12.2830  41.912 1.302e-09 ***
Output:Residuals 149 43.667  0.2931                      
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variances of Regressand and Regressor -----------------------------------"
Output:[1] 0.3729996
Output:[1] 0.01002786
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Variance-Covariance Matrix ----------------------------------------------"
Output:             (Intercept)   regressor
Output:(Intercept)  0.006758428 -0.03063716
Output:regressor   -0.030637164  0.19483528
Output:[1] "-------------------------------------------------------------------------------------------"
Output:[1] "----------------- Newey-West Coeff Test ----------------------------------------------"
Output:
Output:t test of coefficients:
Output:
Output:            Estimate Std. Error t value Pr(>|t|)  
Output:(Intercept) -0.90949    0.43376 -2.0968  0.03770 *
Output:regressor    2.85760    1.26511  2.2588  0.02535 *
Output:---
Output:Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Output:
Output:[1] "-------------------------------------------------------------------------------------------"