Time Series

Returns

Regression summary

Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.0086 0.0071 1.2119 0.2262
dat.df$monthFeb 0.0011 0.0100 0.1096 0.9128
dat.df$monthMar 0.0028 0.0100 0.2753 0.7832
dat.df$monthApr 0.0105 0.0100 1.0493 0.2946
dat.df$monthMay 0.0002 0.0100 0.0189 0.9849
dat.df$monthJun -0.0096 0.0100 -0.9551 0.3401
dat.df$monthJul 0.0063 0.0100 0.6257 0.5319
dat.df$monthAug -0.0161 0.0100 -1.6001 0.1103
dat.df$monthSep -0.0152 0.0100 -1.5163 0.1302
dat.df$monthOct 0.0006 0.0100 0.0606 0.9517
dat.df$monthNov 0.0088 0.0100 0.8726 0.3834
dat.df$monthDec 0.0070 0.0101 0.6911 0.4899

```