Time Series Swiss Re

Google Trend Hits Hurricane

Returns SREN monthly

Monthly Returns Regression summary SREN

Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.0264 0.0176 -1.4959 0.1358
dat.df$monthFeb 0.0158 0.0249 0.6347 0.5261
dat.df$monthMar 0.0505 0.0249 2.0267 0.0436
dat.df$monthApr 0.0451 0.0247 1.8268 0.0688
dat.df$monthMay 0.0334 0.0247 1.3536 0.1769
dat.df$monthJun 0.0219 0.0247 0.8858 0.3765
dat.df$monthJul 0.0420 0.0247 1.7027 0.0897
dat.df$monthAug 0.0049 0.0247 0.1995 0.8420
dat.df$monthSep 0.0244 0.0247 0.9873 0.3244
dat.df$monthOct 0.0721 0.0247 2.9213 0.0038
dat.df$monthNov 0.0584 0.0247 2.3657 0.0187
dat.df$monthDec 0.0374 0.0249 1.5015 0.1343

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