Output

9. gen t=_n

. regress luclms n

Source | SS df MS Number of obs = 107

-------------+------------------------------ F( 1, 105) = 1.88

Model | .736238611 1 .736238611 Prob > F = 0.1729

Residual | 41.0492103 105 .39094486 R-squared = 0.0176

-------------+------------------------------ Adj R-squared = 0.0083

Total | 41.7854489 106 .394202348 Root MSE = .62526

------------------------------------------------------------------------------

luclms | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

nov | -.2988594 .2177787 -1.37 0.173 -.7306743 .1329555

-------------------------------------------------

_cons | 8.620846 .0631604 136.49 0.000 8.49561 8.746081

b)

. gen return=luclms

(1 missing value generated)

. reg return jan feb mar apr may jun jul aug sep oct nov dec

note: nov omitted because of collinearity

Source | SS df MS Number of obs = 107

-------------+------------------------------ F( 11, 95) = 1.91

Model | 7.56511103 11 .687737366 Prob > F = 0.0475

Residual | 34.2203379 95 .360214083 R-squared = 0.1810

-------------+------------------------------ Adj R-squared = 0.0862

Total | 41.7854489 106 .394202348 Root MSE = .60018

------------------------------------------------------------------------------

return | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

jan | .6816665 .2829268 2.41 0.018 .1199858 1.243347

feb | .6684404 .2829268 2.36 0.020...