Using economic logic, analysis of these regression data results on two different models explains in detail the
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Using economic logic, analysis of these regression data results on two different models explains in detail the results of the two models give more details on the pictures uploaded and compae the results in the ecoonmic logic.
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Dep. Variable: Euro_stoxx_50_index R-squared: 0.634 Model: OLS Adj. R-squared: 0.633 Method: Least Squares F-statistic: 442.9 Date: Sat, 02 Dec 2023 Prob (F-statistic): 0.00 Time: 17:18:11 Log-Likelihood: -14779. No. Observations: 2051 AIC: 2.958e+04 Df Residuals: 2042 BIC: 2.963e+04 Df Model: 8 Covariance Type: nonrobust coef std err t P>|t| [0.025 0.975] const -5.906e+04 7102.036 -8.316 0.000 -7.3e+04 -4.51e+04 pr_sentiment speeches_sentiment -169.5563 55.087 -3.078 0.002 681.5746 67.402 10.112 0.000 549.392 813.757 -277.589 -61.524 mp_sentiment -2404.6814 58.984 -40.768 0.000 -2520.357 -2289.006 interest rates -93.1801 18.773 -4.963 0.000 -129.996 -56.364 ms_supply -41.9817 9.310 -4.509 0.000 -60.240 -23.724 inflation 76.2357 6.101 12.497 0.000 64.272 88.200 ncrp 4220.7635 471.871 8.945 0.000 3295.366 5146.161 ur 208.0271 20.382 10.207 0.000 168.056 247.998 Omnibus: 547.268 Durbin-Watson: 0.191 Prob(Omnibus): 0.000 Jarque-Bera (JB): 1903.480 Skew: -1.297 Prob(JB): 0.00 Kurtosis: 6.943 Cond. No. 1.83e+04 Dep. Variable: Euro_stoxx_50_index R-squared: 0.634 Model: OLS Adj. R-squared: 0.633 Method: Least Squares F-statistic: 442.9 Date: Sat, 02 Dec 2023 Prob (F-statistic): 0.00 Time: 17:18:11 Log-Likelihood: -14779. No. Observations: 2051 AIC: 2.958e+04 Df Residuals: 2042 BIC: 2.963e+04 Df Model: 8 Covariance Type: nonrobust coef std err t P>|t| [0.025 0.975] const -5.906e+04 7102.036 -8.316 0.000 -7.3e+04 -4.51e+04 pr_sentiment speeches_sentiment -169.5563 55.087 -3.078 0.002 681.5746 67.402 10.112 0.000 549.392 813.757 -277.589 -61.524 mp_sentiment -2404.6814 58.984 -40.768 0.000 -2520.357 -2289.006 interest rates -93.1801 18.773 -4.963 0.000 -129.996 -56.364 ms_supply -41.9817 9.310 -4.509 0.000 -60.240 -23.724 inflation 76.2357 6.101 12.497 0.000 64.272 88.200 ncrp 4220.7635 471.871 8.945 0.000 3295.366 5146.161 ur 208.0271 20.382 10.207 0.000 168.056 247.998 Omnibus: 547.268 Durbin-Watson: 0.191 Prob(Omnibus): 0.000 Jarque-Bera (JB): 1903.480 Skew: -1.297 Prob(JB): 0.00 Kurtosis: 6.943 Cond. No. 1.83e+04
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