> summary(lm(to.monthly(YJUSDJPY)["2008::2017"][,4] ~ to.monthly(VIX)["2008::2017"][,4] + to.monthly(COPPER)["2008::2017"][,4] +to.monthly(IRON_ORE)["2008::2017"][,4]))
Call:
lm(formula = to.monthly(YJUSDJPY)["2008::2017"][, 4] ~ to.monthly(VIX)["2008::2017"][,
4] + to.monthly(COPPER)["2008::2017"][, 4] + to.monthly(IRON_ORE)["2008::2017"][,
4])
Residuals:
Min 1Q Median 3Q Max
-18.569 -7.629 -0.686 4.995 22.341
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.426e+02 6.451e+00 22.103 < 2e-16 ***
to.monthly(VIX)["2008::2017"][, 4] -6.714e-01 9.754e-02 -6.883 3.18e-10 ***
to.monthly(COPPER)["2008::2017"][, 4] -5.174e-03 6.956e-04 -7.438 1.92e-11 ***
to.monthly(IRON_ORE)["2008::2017"][, 4] 6.416e-02 2.261e-02 2.838 0.00536 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 9.565 on 116 degrees of freedom
Multiple R-squared: 0.5369, Adjusted R-squared: 0.5249
F-statistic: 44.82 on 3 and 116 DF, p-value: < 2.2e-16
plot(merge(to.monthly(YJUSDJPY["2008::2017"])[,4],predict(lm(to.monthly(YJUSDJPY)["2008::2017"][,4] ~ to.monthly(VIX)["2008::2017"][,4] + to.monthly(COPPER)["2008::2017"][,4] +to.monthly(IRON_ORE)["2008::2017"][,4]))))
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