GDP, PAYEMS,PERMIT and S&P500

> kikan
[1] "1992-01-01::2017-09-30"
> summary(lm(apply.quarterly(SP5[kikan],mean)[,1] ~ apply.quarterly(PA[kikan],mean) * apply.quarterly(PERMIT[kikan],mean) * G[kikan] - apply.quarterly(PERMIT[kikan],mean) -G[kikan] ))

Call:
lm(formula = apply.quarterly(SP5[kikan], mean)[, 1] ~ apply.quarterly(PA[kikan],
    mean) * apply.quarterly(PERMIT[kikan], mean) * G[kikan] -
    apply.quarterly(PERMIT[kikan], mean) - G[kikan])

Residuals:
    Min      1Q  Median      3Q     Max
-356.42  -70.14  -14.41   74.25  265.08

Coefficients:
                                                                                 Estimate Std. Error t value Pr(>|t|) 
(Intercept)                                                                     4.085e+03  8.181e+02   4.993 2.62e-06 ***
apply.quarterly(PA[kikan], mean)                                               -5.823e-02  1.067e-02  -5.460 3.66e-07 ***
apply.quarterly(PA[kikan], mean):apply.quarterly(PERMIT[kikan], mean)           2.845e-05  3.573e-06   7.962 3.24e-12 ***
apply.quarterly(PA[kikan], mean):G[kikan]                                       2.596e-06  3.412e-07   7.608 1.81e-11 ***
apply.quarterly(PERMIT[kikan], mean):G[kikan]                                  -7.652e-04  6.821e-05 -11.218  < 2e-16 ***
apply.quarterly(PA[kikan], mean):apply.quarterly(PERMIT[kikan], mean):G[kikan]  3.642e-09  3.657e-10   9.959  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 124.1 on 97 degrees of freedom
Multiple R-squared:  0.9411, Adjusted R-squared:  0.938
F-statistic: 309.9 on 5 and 97 DF,  p-value: < 2.2e-16