## # A tibble: 6 × 8
## Date jpeqin0002 jpeqin0134 jpy jpeqin0131 jpeqin0081
## <dttm> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 1979-01-01 00:00:00 6213. NA 202. NA NA
## 2 1979-02-01 00:00:00 6073. NA 203. NA NA
## 3 1979-03-01 00:00:00 6134. NA 210. NA NA
## 4 1979-04-01 00:00:00 6223. NA 222. NA NA
## 5 1979-05-01 00:00:00 6253. NA 220. NA NA
## 6 1979-06-01 00:00:00 6247. NA 218. NA NA
## # ℹ 2 more variables: jpeqin0082 <dbl>, jpeqin0080 <dbl>
Monthly data
Regression output
Interpretation: a 1% increase in the JPYUSD leasdt to a 2.14% increase in the NIKKEi225
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|
log(jpeqin 0002)
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|
Predictors
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Estimates
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CI
|
p
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|
(Intercept)
|
-0.18
|
-0.89 – 0.54
|
0.630
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|
jpy [log]
|
2.14
|
1.98 – 2.29
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<0.001
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|
Observations
|
173
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|
R2 / R2 adjusted
|
0.816 / 0.815
|
Monthly Chart
Last 30 years
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log(jpeqin 0002)
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|
Predictors
|
Estimates
|
CI
|
p
|
|
(Intercept)
|
2.89
|
1.83 – 3.95
|
<0.001
|
|
jpy [log]
|
1.44
|
1.22 – 1.67
|
<0.001
|
|
Observations
|
353
|
|
R2 / R2 adjusted
|
0.312 / 0.310
|
Annual data
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|
log(jpeqin 0002)
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|
Predictors
|
Estimates
|
CI
|
p
|
|
(Intercept)
|
-0.03
|
-2.62 – 2.57
|
0.983
|
|
jpy [log]
|
2.11
|
1.56 – 2.66
|
<0.001
|
|
Observations
|
14
|
|
R2 / R2 adjusted
|
0.852 / 0.840
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