Dependent Variable: FUTURE_PRICE |
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Method: Least Squares |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 11.89638 | 1.783911 | 6.668704 | 0.0000 |
SPOT_PRICE | 0.879634 | 0.019619 | 44.83672 | 0.0000 |
R-squared | 0.971488 | Mean dependent var | 91.27033 | |
Adjusted R-squared | 0.971005 | S.D. dependent var | 10.09249 | |
S.E. of regression | 1.718537 | Akaike info criterion | 3.953061 | |
Sum squared resid | 174.2487 | Schwarz criterion | 4.022270 | |
Log likelihood | −118.5684 | Hannan-Quinn criter. | 3.980184 | |
F-statistic | 2010.332 | Durbin-Watson stat | 0.504490 | |
Prob(F-statistic) | 0.000000 |
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