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Source

Console Temin Jobs

CUsers/rohitD Objects/
sumary Ciureturns)
Call:
Tm(formula =dep indep1, data =
SandPhedge)
Residuals:
Min 10 Median
3 Max
-0.192844-0.095669 -0.003839 0.050339 0.298519
Coefficients:EStimate Std. Error t value
(Intercept) 0.27237 0.01134
Pr>ItD
<2e-16 **
24.03
indep1 0.91181 0.01791 50.92 2e-16t*

signif. codes: o *.o01 *** o.01 *** o.05' 0.1

0.11
Residual standard error: 0.1108 on 7140 degrees off freedom
Multiple R-squared: 0.2664, Adjusted R-squared: 0.2663
F-statistic: 2592 on 1 and 7140 DF, p-value: <2.2e-16

>1m_prices=Im(dep-indep1,
summaryClm_prices)
data-SandPhedge)
Call:
TmCformula =
dep indep1, data =SandPhedge)
Residuals:
Min 1Q Median 3Q Max
-0.192844 -0.095669 -0.003839 o.050339 0.298519
Coeffficients :
Estimate Std. Error t value Pr(>lt)
CIntercept) 0.27237 0.01134 24.03 <2e-16 * *
indep1 0.91181 0.01791 50.92 <2e-16 ***
- -

signif. codes: 0 ****" 0.001 **** 0.01 **" 0.05. 0.1

Residual standard error: 0.1108 on 7140
degrees of freedom
Multiple R-squared: 0.2664, Adjusted R-squared: 0.2663
F-statistic: 2592 on 1 and 7140 DF, P-value: < 2.2e-16
C/Users/rohit/3D Objects/ ***
146.543 <2e-16
rfutures 0.9750770.006654
signif. codes: o **** 0.001 **" 0.01 0.05 0.1

freedom
Residual standard error: 0.4602 on 244 degrees of
(1 observation deleted due to missingness) Adjusted R-squared: 0.9887
Multiple R-squared: 0.9888,
F-statistic: 2.147e+04 on 1 and 244 DF, p-value: < 2.2e-16

>Im_prices=lm(Spot-Futures , data=SandPhedge)
> summary(lm_prices)

call:
1mCformula = Spot Futures, data = SandPhedge)

Residuals:
Min 10 Median 3Q Max
-64.576 -1.996 1.436 4.309 16.612

Coefficients :
Estimate Std. Error t value Pr(>ltD
CIntercept)-2.8378335 1.4889725 -1.906 0.0578
1.0016065 0.0009993 1002.331 <2e-16 ***
Futures
signif. codes: o *** 0.001 **** 0.01 * 0.05 0.1
0.1
Residual standard error: 6.908 on 245 degrees of freedom
Multipe R-squared: 0.9998, Adjusted R-squared: 0.9998
F-statistic: 1.005e+06 on 1 and 245 DF P-value: 2.2e-16

>1