다음은 model.summary()를 실행해 얻은 회귀 모델 수행의 결과 요약이다.
결과
OLS Regression Results
==============================================================================
Dep. Variable: port_excess R-squared: 0.005
Model: OLS Adj.R-squared: -0.001
Method: Least Squares F-statistic: 0.8470
Date: Thu, 12 Nov 2020 Prob (F-statistic ): 0.469
Time: 05:20:39 Log-Likelihood: -472.48
No. Observations: 473 AIC: 953.0
Df Residuals: 469 BIC: 969.6
Df Model: 3
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
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Intercept -0.3111 0.031 -10.058 0.000 -0.372 -0.250
mkt_excess 0.0081 0.007 1.110 0.268 -0.006 0.022
SMB 0.0101 0.011 0.944 0.346 -0.011 0.031
HML 0.0056 0.011 0.508 0.612 -0.016 0.027
==============================================================================
Omnibus: 830.537 Durbin-Watson: 1.671
Prob(Omnibus ): 0.000 Jarque-Bera (JB ): 432316.055
Skew: 10.778 Prob(JB ): 0.00
Kurtosis: 149.530 Cond. No. 4.78
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.