Call:
lm(formula = LQ ~ LY + LP + LH)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.044348 -0.016419 -0.001398  0.012165  0.069734 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) 11.80171    0.91531  12.894 4.66e-15 ***
LY          -0.14884    0.04080  -3.648  0.00083 ***
LP          -0.09126    0.08777  -1.040  0.30539    
LH           1.36191    0.09203  14.798  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.02601 on 36 degrees of freedom
Multiple R-squared:  0.9668,    Adjusted R-squared:  0.964 
F-statistic: 349.1 on 3 and 36 DF,  p-value: < 2.2e-16

> 
> library(lmtest)
 要求されたパッケージ zoo をロード中です 

 次のパッケージを付け加えます: ‘zoo’ 

 以下のオブジェクトはマスクされています (from ‘package:base’) : 

     as.Date, as.Date.numeric 

> library(tseries)

    ‘tseries’ version: 0.10-31

    ‘tseries’ is a package for time series analysis and
    computational finance.

    See ‘library(help="tseries")’ for details.

> 
> fv <- result$fitted.values
> bptest(result,~fv**2)

        studentized Breusch-Pagan test

data:  result
BP = 0.1741, df = 1, p-value = 0.6765

> dwtest(result)

        Durbin-Watson test

data:  result
DW = 1.1149, p-value = 0.0002109
alternative hypothesis: true autocorrelation is greater than 0

> e <- residuals(result)
> jarque.bera.test(e)

        Jarque Bera Test

data:  e
X-squared = 3.8628, df = 2, p-value = 0.1449

> reset(result)

        RESET test

data:  result
RESET = 1.1294, df1 = 2, df2 = 34, p-value = 0.3351

> AIC(result)
[1] -172.6355
> 
> rhodata<-arima (residuals (result), order = c(1,0,0), include.mean = FALSE)
> rho<-coef(rhodata)
> rho
      ar1 
0.4294465 
> 
> LQ1=LQ-rho*LQ
> LY1=LY-rho*LY
> LP1=LP-rho*LP
> LH1=LH-rho*LH
> 
> result1 = lm(LQ1~LY1+LP1+LH1)
> summary(result1)

Call:
lm(formula = LQ1 ~ LY1 + LP1 + LH1)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.025303 -0.009368 -0.000797  0.006941  0.039787 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  6.73351    0.52223  12.894 4.66e-15 ***
LY1         -0.14884    0.04080  -3.648  0.00083 ***
LP1         -0.09126    0.08777  -1.040  0.30539    
LH1          1.36191    0.09203  14.798  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.01484 on 36 degrees of freedom
Multiple R-squared:  0.9668,    Adjusted R-squared:  0.964 
F-statistic: 349.1 on 3 and 36 DF,  p-value: < 2.2e-16

> 
> crho<-coef(result1)
> c<-crho[1]/(1-rho)
> c
(Intercept) 
   11.80171 
>