Plz solve with only correct answers
+ Dependent Variable: LONG_RETURN Method: Least Squares Date: 12/05/20 Time: 17:01 Sample (adjusted): 11/04/2015 10/30/2020 Included observations: 1257 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C -0.000457 0.000346 -1.321616 0.1865 SP_LOG RETURN 1.290955 0.028450 45.37686 0.0000 D_LOG_VOLUME 0.001052 0.000961 1.095281 0.2736 R-squared 0.622765 Mean dependent var -6.91E-06 Adjusted R-squared 0.622164 S.D. dependent var 0.019945 S.E. of regression 0.012260 Akaike info criterion -5.962635 Sum squared resid 0.188473 Schwarz criterion -5.950376 Log likelihood 3750.516 Hannan-Quinn criter. -5.958027 F-statistic 1035.096 Durbin-Watson stat 2.045372 Prob(F-statistic) 0.000000 D Please give the multivariate regression result for log return (dependent variable), which is regressed on the intercept, first difference of log volume and log index return (independent variables). Interpret the outcome. Please comment on the coefficients and the significance of the independent variables, F test result and R2.Dependent Variable: DIFFRATE Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 05/12/21 Time: 02:22 Sample: 1980M03 2020M02 Included observations: 480 Convergence achieved after 51 iterations Coefficient covariance computed using outer product of gradients Variable Coefficient Std. Error t-Statistic Prob. C 2.779994 0.824166 3.373098 0.0008 AR(1) 0.955975 0.010135 94.32021 0.0000 MA(1) 0.431007 0.021138 20.38988 0.0000 SIGMASQ 0.402844 0.011001 36.61715 0.0000 R-squared 0.950238 Mean dependent var 3.274423 Adjusted R-squared 0.949924 S.D. dependent var 2.848212 S.E. of regression 0.637361 Akaike info criterion 1.952311 Sum squared resid 193.3649 Schwarz criterion 1.987093 Log likelihood -464.5546 Hannan-Quinn criter. 1.965983 F-statistic 3029.846 Durbin-Watson stat 2.063768 Prob(F-statistic) 0.000000 Inverted AR Roots 96 Inverted MA Roots -.43Dependent Variable: DIFFRATE Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 05/12/21 Time: 02:23 Sample: 1980M03 2020M02 Included observations: 480 Convergence achieved after 63 iterations Coefficient covariance computed using outer product of gradients Variable Coefficient Std. Error t-Statistic Prob. C 2.780927 0.838970 3.314691 0.0010 AR(1) 0.958671 0.055250 17.35166 0.0000 AR(2) -0.002689 0.055432 -0.048516 0.9613 MA(1) 0.428863 0.054207 7.911630 0.0000 SIGMASQ 0.402843 0.011057 36.43481 0.0000 R-squared 0.950238 Mean dependent var 3.274423 Adjusted R-squared 0.949819 S.D. dependent var 2.848212 S.E. of regression 0.638031 Akaike info criterion 1.956476 Sum squared resid 193.3646 Schwarz criterion 1.999953 Log likelihood -464.5543 Hannan-Quinn criter. 1.973566 F-statistic 2267.614 Durbin-Watson stat 2.064741 Prob(F-statistic) 0.000000 Inverted AR Roots 96 00 Inverted MA Roots -.43 Comment of the significance of the coefficients in each output (apart from the term c)
