======================================================================================== EnergyETF ======================================================================================== OLS Regression Results ============================================================================== Dep. Variable: EnergyETF R-squared: 0.154 Model: OLS Adj. R-squared: 0.069 Method: Least Squares F-statistic: 6.542 Date: reproducible Prob (F-statistic): 1.54e-06 Time: reproducible Log-Likelihood: -306.40 No. Observations: 89 AIC: 630.8 Df Residuals: 80 BIC: 653.2 Df Model: 8 Covariance Type: HAC ===================================================================================== coef std err z P>|z| [0.025 0.975] ------------------------------------------------------------------------------------- const -0.0503 1.128 -0.045 0.964 -2.261 2.161 High_Inflation 1.4228 1.556 0.914 0.361 -1.627 4.473 Brent -0.0301 0.182 -0.166 0.868 -0.386 0.326 Brent_x_High 0.5231 0.216 2.419 0.016 0.099 0.947 Gold -0.0392 0.314 -0.125 0.901 -0.654 0.576 Gold_x_High 0.1960 0.436 0.450 0.653 -0.658 1.050 Copper 0.3389 0.189 1.790 0.073 -0.032 0.710 Copper_x_High -0.1168 0.399 -0.293 0.770 -0.899 0.666 Delta_Treasury10Y 2.2762 3.887 0.586 0.558 -5.343 9.895 ============================================================================== Omnibus: 32.985 Durbin-Watson: 2.339 Prob(Omnibus): 0.000 Jarque-Bera (JB): 106.762 Skew: 1.153 Prob(JB): 6.56e-24 Kurtosis: 7.845 Cond. No. 65.6 ============================================================================== Notes: [1] Standard Errors are heteroscedasticity and autocorrelation robust (HAC) using 3 lags and without small sample correction ======================================================================================== MiningETF ======================================================================================== OLS Regression Results ============================================================================== Dep. Variable: MiningETF R-squared: 0.271 Model: OLS Adj. R-squared: 0.198 Method: Least Squares F-statistic: 5.622 Date: reproducible Prob (F-statistic): 1.17e-05 Time: reproducible Log-Likelihood: -305.76 No. Observations: 89 AIC: 629.5 Df Residuals: 80 BIC: 651.9 Df Model: 8 Covariance Type: HAC ===================================================================================== coef std err z P>|z| [0.025 0.975] ------------------------------------------------------------------------------------- const 0.9200 0.931 0.988 0.323 -0.905 2.745 High_Inflation -0.2035 1.636 -0.124 0.901 -3.410 3.003 Brent 0.0564 0.125 0.452 0.652 -0.189 0.301 Brent_x_High 0.1160 0.180 0.645 0.519 -0.236 0.468 Gold 0.2977 0.247 1.205 0.228 -0.187 0.782 Gold_x_High 0.2188 0.531 0.412 0.680 -0.822 1.259 Copper 0.4285 0.193 2.218 0.027 0.050 0.807 Copper_x_High 0.3281 0.355 0.924 0.355 -0.368 1.024 Delta_Treasury10Y 0.9494 4.369 0.217 0.828 -7.613 9.512 ============================================================================== Omnibus: 3.833 Durbin-Watson: 2.196 Prob(Omnibus): 0.147 Jarque-Bera (JB): 3.268 Skew: 0.459 Prob(JB): 0.195 Kurtosis: 3.192 Cond. No. 65.6 ============================================================================== Notes: [1] Standard Errors are heteroscedasticity and autocorrelation robust (HAC) using 3 lags and without small sample correction