>start_date <- "2001-04-01"
>end_date <- "2016-04-01"
>summary(lm(to.quarterly(SP5[paste(start_date,end_date,sep='::')])[,4] ~
to.quarterly(PAYEMS[paste(start_date,end_date,sep='::')])[,4] *
to.quarterly(UNDCONTSA[paste(start_date,end_date,sep='::')])[,4] *
GDPC96[paste(start_date,end_date,sep='::')]))
Call:
lm(formula = to.quarterly(SP5[paste(start_date, end_date, sep = "::")])[,
4] ~ to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[,
4] * to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[,
4] * GDPC96[paste(start_date, end_date, sep = "::")])
Residuals:
Min 1Q Median 3Q Max
-193.065 -65.262 9.311 77.450 178.759
Coefficients:
Estimate
(Intercept) 3.358e+05
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4] -2.632e+00
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] -3.034e+02
GDPC96[paste(start_date, end_date, sep = "::")] -2.205e+01
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 2.405e-03
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 1.737e-04
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 1.923e-02
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] -1.531e-07
Std. Error
(Intercept) 6.689e+04
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4] 5.037e-01
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 6.614e+01
GDPC96[paste(start_date, end_date, sep = "::")] 4.428e+00
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 4.988e-04
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 3.329e-05
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 4.386e-03
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 3.301e-08
t value
(Intercept) 5.020
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4] -5.226
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] -4.588
GDPC96[paste(start_date, end_date, sep = "::")] -4.980
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 4.821
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 5.218
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 4.384
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] -4.639
Pr(>|t|)
(Intercept) 6.18e-06
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4] 2.98e-06
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 2.78e-05
GDPC96[paste(start_date, end_date, sep = "::")] 7.13e-06
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4] 1.24e-05
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 3.07e-06
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 5.54e-05
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")] 2.34e-05
(Intercept) ***
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4] \
***
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]
***
GDPC96[paste(start_date, end_date, sep = "::")]
***
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]
***
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")]
***
to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")]
***
to.quarterly(PAYEMS[paste(start_date, end_date, sep = "::")])[, 4]:to.quarterly(UNDCONTSA[paste(start_date, end_date, sep = "::")])[, 4]:GDPC96[paste(start_date, end_date, sep = "::")]
***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 95.52 on 53 degrees of freedom
Multiple R-squared: 0.9374, Adjusted R-squared: 0.9291
F-statistic: 113.4 on 7 and 53 DF, p-value: < 2.2e-16