Dependent Variable: IPOTMP | ||||
Method: Least Squares | ||||
Date: 03/21/11 Time: 20:56 | ||||
Sample: 1 1415 | ||||
Included observations: 1414 | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.804109 | 0.207925 | 3.867308 | 0.0001 |
BM | 1.253033 | 0.341887 | 3.665046 | 0.0003 |
FDE | -0.570047 | 0.248547 | -2.293514 | 0.022 |
FDPTM | 0.020212 | 0.012877 | 1.569646 | 0.1167 |
ITFT | -0.01821 | 0.012789 | -1.423902 | 0.1547 |
LIPOV | 0.007537 | 0.038209 | 0.197267 | 0.8436 |
LMV | -0.190082 | 0.039244 | -4.843617 | 0 |
RMP | -0.399492 | 0.038967 | -10.25206 | 0 |
R-squared | 0.087451 | Mean dependent var | -0.287069 | |
Adjusted R-squared | 0.082908 | S.D. dependent var | 1.441362 | |
S.E. of regression | 1.38032 | Akaike info criterion | 3.488149 | |
Sum squared resid | 2678.827 | Schwarz criterion | 3.517875 | |
Log likelihood | -2458.121 | F-statistic | 19.24843 | |
Durbin-Watson stat | 1.84295 | Prob(F-statistic) | 0 |