2016年7月18日月曜日

revisit correlation between GDP adn S&P500. summary(lm(to.quarterly(SP5["2010-04-01::2016-03-01"])[,4] ~ GDPC96["2010-04-01::2016-01-01"]))



revisit correlation between GDP adn S&P500.

> summary(lm(to.quarterly(SP5["2010-04-01::2016-03-01"])[,4] ~ GDPC96["2010-04-01::2016-01-01"]))

Call:
lm(formula = to.quarterly(SP5["2010-04-01::2016-03-01"])[, 4] ~ 
    GDPC96["2010-04-01::2016-01-01"])

Residuals:
    Min      1Q  Median      3Q     Max 
-194.42  -86.31   13.70   73.06  172.41 

Coefficients:
                                   Estimate Std. Error t value Pr(>|t|)    
(Intercept)                      -7.760e+03  6.187e+02  -12.54 1.69e-11 ***
GDPC96["2010-04-01::2016-01-01"]  6.016e-01  3.967e-02   15.17 3.93e-13 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 106.3 on 22 degrees of freedom
Multiple R-squared:  0.9127, Adjusted R-squared:  0.9087 
F-statistic:   230 on 1 and 22 DF,  p-value: 3.93e-13


0 件のコメント: