New S&P500 = GDP and other macro-economical data

getSymbols("GDP",src='FRED')
getSymbols("PAYEMS",src="FRED")
getSymbols("UNDCONTSA",src="FRED")
getSymbols('SPCS20RSA',src='FRED')

CS <- SPCS20RSA
k2k <- "2000-01-01::2017-12-01"
PAq <- apply.quarterly(PA[kikan],mean)
UCq <- apply.quarterly(UC[kikan],mean)
CSq <- apply.quarterly(CS[kikan],mean)

summary(lm(apply.quarterly(SP5[k2k],mean)[,1] ~ PAq[k2k] * UCq[k2k] * G[k2k]*CSq[k2k] - UCq[k2k] -G[k2k] - PAq[k2k]*G[k2k] - UCq[k2k]*G[k2k]*CSq[k2k]))


Residuals:
     Min       1Q   Median       3Q      Max
-208.815  -29.865    1.545   39.597  203.971

Coefficients:
                                    Estimate Std. Error t value Pr(>|t|) 
(Intercept)                       -1.250e+03  4.070e+02  -3.071  0.00311 **
PAq[k2k]:UCq[k2k]                  8.127e-05  6.593e-06  12.327  < 2e-16 ***
PAq[k2k]:CSq[k2k]                 -2.300e-04  3.765e-05  -6.109 6.27e-08 ***
PAq[k2k]:UCq[k2k]:G[k2k]          -5.465e-09  4.813e-10 -11.355  < 2e-16 ***
PAq[k2k]:UCq[k2k]:CSq[k2k]        -1.731e-07  3.413e-08  -5.070 3.54e-06 ***
PAq[k2k]:G[k2k]:CSq[k2k]           2.503e-08  1.927e-09  12.988  < 2e-16 ***
PAq[k2k]:UCq[k2k]:G[k2k]:CSq[k2k]  9.177e-12  1.954e-12   4.697 1.41e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 80.57 on 65 degrees of freedom
Multiple R-squared:  0.9674, Adjusted R-squared:  0.9643
F-statistic:   321 on 6 and 65 DF,  p-value: < 2.2e-16



my_sp5cs(k2k,last(G[k2k]),as.vector(last(PAq[k2k])),as.vector(last(UCq[k2k])),as.vector(last(CSq[k2k])))