Dependent variable | Independent variable | Coefficient values | p-value |
y | L2.sentiment | 0.89860 | 0.954 |
sentiment | L2.y | 0.00017 | 0.023 |
Corr(y, sentiment) | 0.55675 | 0.000 | |
Lambda1 | 0.00495 | 0.596 | |
Lambda2 | 0.95658 | 0.000 |