Dependent Variable: RETURNMethod: Least SquaresDate: 11/27/15 Time: 23:09Sample: 1 60Included observations: 60

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.672318 0.194705 -3.453012 0.0012DJAN 0.671523 0.275354 2.438762 0.0185DFEB 0.673162 0.275354 2.444713 0.0182DMAR 0.673982 0.275354 2.447693 0.0181DAPR 0.671295 0.275354 2.437934 0.0185DMAY 0.672181 0.275354 2.441152 0.0184DJUNE 0.670827 0.275354 2.436235 0.0186DJULY 0.670947 0.275354 2.436669 0.0186DAUG 0.674357 0.275354 2.449055 0.0180DOCT 0.670900 0.275354 2.436497 0.0186DSEPT 0.673163 0.275354 2.444717 0.0182DNOV 0.673518 0.275354 2.446005 0.0182

R-squared 0.185491    Mean dependent var -0.055997Adjusted R-squared -0.001167    S.D. dependent var 0.435119S.E. of regression 0.435373    Akaike info criterion 1.351630Sum squared resid 9.098390    Schwarz criterion 1.770499Log likelihood -28.54890    Hannan-Quinn criter. 1.515473F-statistic 0.993746    Durbin-Watson stat 1.203099Prob(F-statistic) 0.465591